Effect of crude oil futures trading on spot market volatility : a panel data-based counterfactual prediction analysis
Xin Yao and Qiang Liu
| Year of publication: |
2017
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| Authors: | Yao, Xin ; Liu, Qiang |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 4, p. 918-931
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| Subject: | Counterfactual prediction | crude oil futures | spot market volatility | Volatilität | Volatility | Spotmarkt | Spot market | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | ARCH-Modell | ARCH model | Derivat | Derivative | Schätzung | Estimation | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1210506 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011764621