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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"International review of economics & finance : IREF"
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Discussion paper / Tinbergen Institute
International review of economics & finance : IREF
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Are the
S&P
500
index
and crude oil, natural gas and Ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
-
Revised: February 2016
intra-day data. The paper analyses the relationships among the
S&P
500
Index
and futures prices, returns and volatility of …
Persistent link: https://www.econbiz.de/10011441584
Saved in:
2
Are the
S&P
500
index
and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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