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ArticleVolume‐volatility relationships for crude oil futures markets

Unknown author1995

Article1995

Volume‐volatility relationships for crude oil futures markets

Unknown author

163 citations·0/0 files stored·Journal of Futures Markets

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices 1987The Relation Between Price Changes and Trading Volume: A Survey 1983The Price Variability-Volume Relationship on Speculative Markets 1992Stock Prices and Volume 1990Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects 1994Market Statistics and Technical Analysis: The Role of Volume 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy 1976The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis

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2015Intraday volatility interaction between the crude oil and equity markets 2021The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?1999Trading volumes and transaction costs in the foreign exchange market 2000The price–volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing 2005Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects

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Year1995

Typearticle

Published1995-12-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations163

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1002/fut.3990150805

openalex_workW2133248504

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