On the volatility-volume relationship in energy futures markets using intraday data
Julien Chevallier; Benoît Sévi
| Year of publication: |
2012
|
|---|---|
| Authors: | Chevallier, Julien ; Sévi, Benoît |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 6, p. 1896-1909
|
| Subject: | Trading volume | Price volatility | Crude oil futures | Natural gas futures | Realized volatility | Realized semivariance | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Handelsvolumen der Börse | Erdgas | Natural gas | Warenbörse | Commodity exchange | ARCH-Modell | ARCH model | Erdöl | Petroleum | Ölmarkt | Oil market | Welt | World | Erdgasmarkt | Natural gas market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009688936