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Volume‐volatility relationships for crude oil futures markets

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References

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2015Intraday volatility interaction between the crude oil and equity markets

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2005Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects74 cited

2007Interday and intraday volatility: Additional evidence from the Shanghai Stock Exchange73 cited

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2002An empirical examination of the relation between futures spreads volatility, volume, and open interest64 cited

2002Information content of volume: An investigation of Tokyo commodity futures markets62 cited

2001The Introduction of Derivatives on the Dow Jones Industrial Average and Their Impact on the Volatility of Component Stocks59 cited

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1999The intraday relationship between volume and volatility in LIFFE futures markets49 cited