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Volume-volatility relationships for crude oil futures markets

Authors :
Andrew J. Foster
Source :
Journal of Futures Markets. 15:929-951
Publication Year :
1995
Publisher :
Wiley, 1995.

Subjects

Subjects :
Economics and Econometrics
Crack spread
Accounting
Economics
Econometrics
Volatility (finance)
Crude oil
General Business, Management and Accounting
Futures contract
Finance

Details

ISSN :
10969934 and 02707314
Volume :
15
Database :
OpenAIRE
Journal :
Journal of Futures Markets
Accession number :
edsair.doi...........410a7f11d652eeb4b16ff7620819341d
Full Text :
https://doi.org/10.1002/fut.3990150805
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