Maturity effects in energy futures
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Bibliographic InfoArticle provided by Elsevier in its journal Energy Economics.
Volume (Year): 14 (1992)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/eneco
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- Capitán Herráiz, Álvaro & Rodríguez Monroy, Carlos, 2009. "Analysis of the efficiency of the Iberian power futures market," Energy Policy, Elsevier, vol. 37(9), pages 3566-3579, September.
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"On the volatility–volume relationship in energy futures markets using intraday data,"
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- Julien Chevallier & Benoît Sévi, 2011. "On the volatility-volume relationship in energy futures markets using intraday data," EconomiX Working Papers 2011-16, University of Paris West - Nanterre la Défense, EconomiX.
- repec:ner:dauphi:urn:hdl:123456789/6887 is not listed on IDEAS
- Ripple, Ronald D. & Moosa, Imad A., 2009. "The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility," Global Finance Journal, Elsevier, vol. 20(3), pages 209-219.
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