Timing strategy performance in the crude oil futures market
Year of publication: |
August 2017
|
---|---|
Authors: | Taylor, Nicholas |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 66.2017, p. 480-492
|
Subject: | Crude oil futures | Timing strategies | Realised moments | Volatility | Rohstoffderivat | Commodity derivative | Volatilität | Ölpreis | Oil price | Erdöl | Petroleum | Warenbörse | Commodity exchange | Zeit | Time | Ölmarkt | Oil market |
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