The determinants of 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; commodity; derivatives; crude oil; futures prices (search for similar items in EconPapers)
Date: 2008-06
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Citations: View citations in EconPapers (1)

Published in OPEC Energy Review, 2008, 32 (2), pp.105-122

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00640796

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