Empirical Study of the Price Volatility of Domestic and International Oil Futures

2010 3rd International Conference on Information Management, Innovation Management and Industrial Engineering ◽

10.1109/iciii.2010.474 ◽

2010 ◽

Author(s):

Liu Hong ◽

Liu Xiaoxi

Keyword(s):

Empirical Study ◽

Price Volatility ◽

Oil Futures

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Do the Spot Prices Influence the Pricing of Future Contracts? An Empirical Study of Price Volatility of Future Contracts of Select Agricultural Commodities Traded on NCDEX (India)

SSRN Electronic Journal ◽

10.2139/ssrn.1469700 ◽

2009 ◽

Cited By ~ 2

Author(s):

Gurbandini Kaur ◽

D. N. Rao

Keyword(s):

Empirical Study ◽

Price Volatility ◽

Agricultural Commodities ◽

Spot Prices

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Adequate Speculation, Excessive Speculation and Crude Oil Futures Price Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.1928707 ◽

2011 ◽

Author(s):

Yun Pan ◽

Latha Shanker

Keyword(s):

Crude Oil ◽

Price Volatility ◽

Oil Futures ◽

Crude Oil Futures ◽

Futures Price ◽

Excessive Speculation

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Forecasting the oil futures price volatility: Large jumps and small jumps

Energy Economics ◽

10.1016/j.eneco.2018.04.023 ◽

2018 ◽

Vol 72 ◽

pp. 321-330 ◽

Cited By ~ 28

Author(s):

Jing Liu ◽

Feng Ma ◽

Ke Yang ◽

Yaojie Zhang

Keyword(s):

Price Volatility ◽

Oil Futures ◽

Futures Price

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Market imperfections in recycling markets: conceptual issues and empirical study of price volatility in plastics

Resources Conservation and Recycling ◽

10.1016/j.resconrec.2004.02.002 ◽

2004 ◽

Vol 41 (4) ◽

pp. 339-364 ◽

Cited By ~ 17

Author(s):

Per Stromberg

Keyword(s):

Empirical Study ◽

Price Volatility ◽

Market Imperfections

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Electricity Price Volatility and the Marginal Cost of Congestion: An Empirical Study of Peak Hours on the NYISO Market, 2001-2004

The Energy Journal ◽

10.5547/issn0195-6574-ej-vol27-no2-9 ◽

2006 ◽

Vol 27 (2) ◽

Cited By ~ 37

Author(s):

Lester Hadsell ◽

Hany A. Shawky

Keyword(s):

Empirical Study ◽

Marginal Cost ◽

Price Volatility ◽

Electricity Price

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An Empirical Study on the effects of volatility of carbon market on stock price volatility : Focusing on Europe iron and cement sector

International Area Studies Review ◽

10.21212/iasr.21.4.12 ◽

2017 ◽

Vol 21 (4) ◽

pp. 223-245

Author(s):

Dong-woo Lee ◽

Young-duk Kim

Keyword(s):

Empirical Study ◽

Stock Price ◽

Price Volatility ◽

Carbon Market ◽

Stock Price Volatility

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An empirical study on effect of financial accounting indicators towards stock market price volatility

World Review of Science Technology and Sustainable Development ◽

10.1504/wrstsd.2021.10036120 ◽

2021 ◽

Vol 1 (1) ◽

pp. 1

Author(s):

Shilpa Sampathkumar ◽

C.K. Suresh ◽

S. Umamaheswari

Keyword(s):

Stock Market ◽

Empirical Study ◽

Market Price ◽

Price Volatility ◽

Financial Accounting

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Crude Oil Imports, Oil Price Volatility and Exchange Rate Adjustments: An Empirical Study Based on Monthly Data from 1995 to 2010

Communications in Computer and Information Science - Advances in Applied Economics, Business and Development ◽

10.1007/978-3-642-23020-2_49 ◽

2011 ◽

pp. 332-338

Author(s):

Chen Zhang

Keyword(s):

Exchange Rate ◽

Empirical Study ◽

Crude Oil ◽

Price Volatility ◽

Oil Price ◽

Monthly Data ◽

Oil Price Volatility

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Empirical Study to the Price Volatility and Information Flow of China Stock

2006 International Conference on Machine Learning and Cybernetics ◽

10.1109/icmlc.2006.258577 ◽

2006 ◽

Author(s):

Yan-chun Liu ◽

Ru-mei Han ◽

Jing Liu

Keyword(s):

Empirical Study ◽

Information Flow ◽

Price Volatility

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A study of Shanghai fuel oil futures price volatility based on high frequency data: Long-range dependence, modeling and forecasting

Economic Modelling ◽

10.1016/j.econmod.2012.06.029 ◽

2012 ◽

Vol 29 (6) ◽

pp. 2245-2253 ◽

Cited By ~ 30

Author(s):

Li Liu ◽

Jieqiu Wan

Keyword(s):

High Frequency ◽

Price Volatility ◽

Fuel Oil ◽

High Frequency Data ◽

Frequency Data ◽

Oil Futures ◽

Dependence Modeling ◽

Modeling And Forecasting ◽

Futures Price ◽

Fuel Oil Futures

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