Volatility storage and convenience: Evidence from natural gas markets

被引:0
|
作者
Susmel, R [1 ]
Thompson, A [1 ]
机构
[1] VIRGINIA POLYTECH INST & STATE UNIV, BLACKSBURG, VA 24061 USA
关键词
D O I
10.1002/(SICI)1096-9934(199702)17:1<17::AID-FUT2>3.0.CO;2-J
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:17 / 43
页数:27
相关论文
共 50 条
  • [31] Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets
    Prokopczuk, Marcel
    Symeonidis, Lazaros
    Simen, Chardin Wese
    [J]. JOURNAL OF FUTURES MARKETS, 2016, 36 (08) : 758 - 792
  • [32] Uncertainty index and stock volatility prediction: evidence from international markets
    Xue Gong
    Weiguo Zhang
    Weijun Xu
    Zhe Li
    [J]. Financial Innovation, 8
  • [33] Uncertainty index and stock volatility prediction: evidence from international markets
    Gong, Xue
    Zhang, Weiguo
    Xu, Weijun
    Li, Zhe
    [J]. FINANCIAL INNOVATION, 2022, 8 (01)
  • [34] Dynamic and Static Volatility Interruptions: Evidence from the Korean Stock Markets
    Eom, Kyong Shik
    Kwon, Kyung Yoon
    La, Sung Chae
    Park, Jong-Ho
    [J]. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2022, 15 (03)
  • [35] Dynamic Network Connectedness of Bitcoin Markets: Evidence from Realized Volatility
    Chen, Shuanglian
    Dong, Hao
    [J]. FRONTIERS IN PHYSICS, 2020, 8
  • [36] Information, trading, and volatility: Evidence from weather-sensitive markets
    Fleming, Jeff
    Kirby, Chris
    Ostdiek, Barbara
    [J]. JOURNAL OF FINANCE, 2006, 61 (06): : 2899 - 2930
  • [37] Returns, volatility and investor sentiment: Evidence from European stock markets
    Frugier, Alain
    [J]. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2016, 38 : 45 - 55
  • [38] Volatility spillovers and macroeconomic announcements: evidence from crude oil markets
    Belgacem, Aymen
    Creti, Anna
    Guesmi, Khaled
    Lahiani, Amine
    [J]. APPLIED ECONOMICS, 2015, 47 (28) : 2974 - 2984
  • [39] Open interest, volume, and volatility: Evidence from Taiwan futures markets
    Yen S.M.
    Chen M.-H.
    [J]. Journal of Economics and Finance, 2010, 34 (2) : 113 - 141
  • [40] Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets
    Vardar G.
    Coşkun Y.
    Yelkenci T.
    [J]. Eurasian Economic Review, 2018, 8 (2) : 231 - 288