The volatility-volume relationship in the LME futures market for industrial metals
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DOI: 10.1016/j.resourpol.2018.04.001
Abstract: This study is the first to investigate the volume-volatility relationship for the five most actively traded industrial metal futures contracts of the London Metal Exchange (LME). Based on intraday data of 3-month futures on aluminum,… read more here.
Keywords: volume; volatility volume; volatility; trading ... See more keywords