Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism

2021 ◽  
Vol 96 ◽  
pp. 209-219
Author(s):  
Danyan Wen ◽  
Yudong Wang ◽  
Yaojie Zhang
Keyword(s):  
Crude Oil ◽  
Futures Market ◽  
Return Predictability ◽  
Oil Futures ◽  
Crude Oil Futures ◽  
Trading Mechanism ◽  
New Evidence

Humps in the Volatility Structure of the Crude Oil Futures Market: New Evidence

2012 ◽  
Author(s):  
Carl Chiarella ◽  
Boda Kang ◽  
Christina Nikitipoulos Sklibosios ◽  
Thuy Duong To
Keyword(s):  
Crude Oil ◽  
Futures Market ◽  
Oil Futures ◽  
Crude Oil Futures ◽  
New Evidence

Humps in the volatility structure of the crude oil futures market: New evidence

2013 ◽  
Vol 40 ◽  
pp. 989-1000 ◽  
Author(s):  
Carl Chiarella ◽  
Boda Kang ◽  
Christina Sklibosios Nikitopoulos ◽  
Thuy-Duong Tô
Keyword(s):  
Crude Oil ◽  
Futures Market ◽  
Oil Futures ◽  
Crude Oil Futures ◽  
New Evidence
Sign in / Sign up

Export Citation Format

Share Document