✦ LIBER ✦

96/01410 Trading volume, maturity and natural gas futures price volatility

Publisher: Elsevier Science
Year: 1996
Weight: 163 KB
Volume: 37
Category: Article
ISSN: 0140-6701
DOI: 10.1016/0140-6701(96)87464-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Trading volume, maturity and natural gas

Trading volume, maturity and natural gas futures price volatility

✍ John H. Herbert 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 621 KB

Trading volume, bid–ask spread, and pric

Trading volume, bid–ask spread, and price volatility in futures markets

✍ George H. K. Wang; Jot Yau 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 149 KB 👁 2 views

Natural gas prices and the gas storage r

Natural gas prices and the gas storage report: Public news and volatility in energy futures markets

✍ Scott C. Linn; Zhen Zhu 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 259 KB 👁 2 views

## Abstract This study examines the short‐term volatility of natural gas prices through an examination of the intraday prices of the nearby natural gas futures contract traded on the New York Mercantile Exchange. The influence on volatility of what many regard as a key element of the information se