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There are hundreds of thousands of crude oil and natural gas wells across North America that are currently not producing oil or gas. Many of these wells have not been permanently decommissioned to meet environmental standards for permanent closure, but are in an inactive state that enables them...
Persistent link: https://www.econbiz.de/10009450706
Using a new dataset consisting of six years of real-time exchange rate quotations, macroeconomicexpectations, and macroeconomic realizations (announcements), we characterize the conditional means of U.S. dollar spot exchange rates versus German Mark, British Pound, Japanese Yen, Swiss Franc, and...
Persistent link: https://www.econbiz.de/10009475485
We provide a general framework for integration of high-frequency intraday data into the measurement, modeling, and forecasting of daily and lower frequency return volatilities and return distributions. Mostprocedures for modeling and forecasting financial asset return volatilities, correlations,...
Persistent link: https://www.econbiz.de/10009475490