Open AccessFUTURES TRADING, SPOT PRICE VOLATILITY AND STRUCTURAL BREAKS: EVIDENCE FROM ENERGY SECTOR
Author(s) -
Sanjeeta Shirodkar,
Guntur Anjana Raju
Publication year - 2021
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.11086
Subject(s) - futures contract , volatility (finance) , financial economics , economics , autoregressive conditional heteroskedasticity , cash , stock market , econometrics , monetary economics , business , finance , paleontology , horse , biology
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