https://orcid.org/0000-0002-8279-5534
Figures & data
Figure 1. Traded average daily volume.
Table 1. Descriptive statistics
Table 2. WTI daily return regressions
Table 3. Brent daily return regressions
Table 4. RBOB gasoline daily return regressions
Table 5. Heating oil daily return regressions
Table 6. Natural gas daily return regressions
Data availability statement
The data supporting this study’s findings are available on request from the corresponding author, SAH. The raw data is collected via a Bloomberg terminal.
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