Work

On the volatility–volume relationship in energy futures markets using intraday data

Year: 2012

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2012.08.024

Authors: Julien Chevallier, Benoît Sévi

Institutions: Université Paris 8, Centre National de la Recherche Scientifique, Aix-Marseille Université, Aix-Marseille Sciences Economiques, École des hautes études en sciences sociales

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1979150730

FWCI: 5.846

Cites: 54

Cited by: 66

Related to: 10