Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest
Georgios Magkonis, Dimitris A. Tsouknidis
| Year of publication: |
July 2017
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|---|---|
| Authors: | Magkonis, Georgios ; Tsouknidis, Dimitris A. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 52.2017, p. 104-118
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| Subject: | Dynamic spillovers | Spot and futures markets | Petroleum markets | Trading volume | Open interest | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Handelsvolumen der Börse | Ölmarkt | Oil market | Derivat | Derivative | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Spotmarkt | Spot market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2017.05.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011868715