Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest

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Publication date
2017-07Author
Magkonis, GeorgiosKeyword
Dynamic spillovers; Spot and futures markets; Petroleum markets; Trading volume; Open interestRights
© 2017 Elsevier. Reproduced in accordance with the publisher's self-archiving policy. This manuscript version is made available under the CC-BY-NC-ND 4.0 license (http://creativecommons.org/licenses/by-nc-nd/4.0/)Peer-Reviewed
Yes