Liquidity and volatility in the American crude oil futures market

Delphine Lautier () and Fabrice Riva
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Delphine Lautier: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
Fabrice Riva: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Keywords: Volatility; futures markets; speculation; roll over; crude oil (search for similar items in EconPapers)
Date: 2004-09
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Published in Northern Finance Association, Sep 2004, Saint John's, Canada. pp.00

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00153038

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