Dynamic interaction networks and frequency domain features of speculation and volatility in US energy futures markets
Jianmin Liu, Zeguang Li, Bluford Putnam, Arthur Yu
| Year of publication: |
2025
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|---|---|
| Authors: | Liu, Jianmin ; Li, Zeguang ; Putnam, Bluford H. ; Yu, Arthur |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 45.2025, 5, p. 407-428
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| Subject: | double-layer network | frequency domain features | price volatility | speculative activities | Volatilität | Volatility | Spekulation | Speculation | Theorie | Theory | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22570 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015376667