On the relationship between energy returns and trading volume: a multifractal analysis
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DOI: 10.1080/00036846.2018.1564122
Abstract: ABSTRACT Forecasting and modelling commodities price movements and the activity of energy markets are of real interest to investors and policymakers, especially during turbulent times. This study investigates the volume–returns relationship for two major energy… read more here.
Keywords: volume; energy returns; returns trading; relationship ... See more keywords