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Ripple et al., 2009 - Google Patents

The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility

Ripple et al., 2009

Document ID
13656873647749795741
Author
Ripple R
Moosa I
Publication year
Publication venue
Global Finance Journal

External Links

Snippet

The determinants of the volatility of crude oil futures prices are examined using an intra-day range-based measure of volatility. The paper employs two distinct approaches: one is to present a contract-by-contract analysis within the sample period, and the second is based …
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