Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets
Johan Bjursell, James E. Gentle, George H.K. Wang
| Year of publication: |
March 2015
|
|---|---|
| Authors: | Bjursell, Johan ; Gentle, James E. ; Wang, George H. K. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 48.2015, p. 336-349
|
| Subject: | Realized variation | Bipower variation | Intraday jump statistics | Energy futures price | Trading volume behavior and inventory news events | Volatilität | Volatility | USA | United States | Handelsvolumen der Börse | Trading volume | Ankündigungseffekt | Announcement effect | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2014.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011533829