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Market conditions, trader types and price-volume relation in energy futures markets
Alizadeh-Masoodian, Amir H.; Tamvakis, Michael - In: Energy economics 56 (2016), pp. 134-149
Persistent link: https://www.econbiz.de/10011663879
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Directional predictability between trading volume and price returns in the agricultural futures markets : risk implications for traders
Panagiotou, Dimitrios; Tseriki, Alkistis - In: The journal of risk finance : JRF 23 (2022) 3, pp. 264-288
Persistent link: https://www.econbiz.de/10013370546
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Mispricing, Volume, Volatility and Open Interest
Vipul - In: Journal of Emerging Market Finance 7 (2008) 3, pp. 263-292
Interdependence of the mispricing, volatility, volume and open interest of stock futures and the volatility and volume … followed by an increase in the volatility of the underlying. The volatility and volume of futures and the underlying exhibit … mispricing and the volatility, volume and open interest for futures and their underlying shares. Futures mispricing does not …
Persistent link: https://www.econbiz.de/10011137899
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Volatility transmissions across international oil market, commodity futures and stock markets : empirical evidence from China
Ahmed, Abdullahi Dahir; Huo, Rui - In: Energy economics 93 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012631345
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Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao; Wu, Chongfeng - In: Energy economics 74 (2018), pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
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Dynamics between North American and European agricultural futures prices during turmoil and financialization
Adämmer, Philipp; Bohl, Martin T.; Ledebur, Oliver von - In: Bulletin of economic research 69 (2017) 1, pp. 57-76
Persistent link: https://www.econbiz.de/10011743063
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Determinants of the crude oil futures curve : inventory, consumption and volatility
Nikitopoulos, Christina Sklibosios; Squires, Matthew; … - In: Journal of banking & finance 84 (2017), pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
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Do VaR exceptions have seasonality? : an empirical study on Indian commodity spot prices
Gupta, Apoorv; Rajib, Prabina - In: IIMB management review 30 (2018) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10012042010
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Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian; Zou, Yihan - In: European journal of operational research : EJOR 294 (2021) 2, pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
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Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 40 (2016), pp. 1-13
Persistent link: https://www.econbiz.de/10011475821