Trading volume and return relationship in the crude oil futures markets
Year of publication: |
2014
|
---|---|
Authors: | Abba Abdullahi, Saada ; Kouhy, Reza ; Muhammad, Zahid |
Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 31.2014, 4, p. 426-438
|
Subject: | GMM | Granger causality | Oil futures return | Trading volume | Handelsvolumen der Börse | Kausalanalyse | Causality analysis | Rohstoffderivat | Commodity derivative | Kapitaleinkommen | Capital income | Schätzung | Estimation | Erdöl | Petroleum | Warenbörse | Commodity exchange | Ölmarkt | Oil market | Ölpreis | Oil price |
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