The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility
Year of publication: |
2007
|
---|---|
Authors: | Ripple, Ronald D. ; Moosa, Imad A. |
Publisher: |
Sydney : Dep. of Economics, Macquarie Univ. |
Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Fälligkeit | Maturity | Handelsvolumen der Börse | Trading volume | Australien | Australia | 1995-2000 |
-
Ripple, Ronald D., (2009)
-
Joarder, Suranjana, (2018)
-
Lien, Da-hsiang Donald, (2005)
- More ...
-
Hedging effectiveness and futures contract maturity: the case of NYMEX crude oil futures
Ripple, Ronald D., (2007)
-
Ripple, Ronald D., (2009)
-
The effect of seasonal adjustment on the accuracy of forecasting US West coast oil imports
Moosa, Imad A., (2000)
- More ...