The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility

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@article{252abf0408984c739101a79ddc31bb65,

title = "The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility",

author = "Ripple, \{Ronald D\} and Moosa, \{Imad Ahmed\}",

year = "2009",

doi = "10.1016/j.gfj.2009.06.001",

language = "English",

volume = "20",

pages = "209 -- 219",

journal = "Global Finance Journal",

issn = "1044-0283",

publisher = "Elsevier",

number = "3",

}

TY - JOUR

T1 - The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility

AU - Ripple, Ronald D

AU - Moosa, Imad Ahmed

PY - 2009

Y1 - 2009

U2 - 10.1016/j.gfj.2009.06.001

DO - 10.1016/j.gfj.2009.06.001

M3 - Article

SN - 1044-0283

VL - 20

SP - 209

EP - 219

JO - Global Finance Journal

JF - Global Finance Journal

IS - 3

ER -