Advanced search
Publication Cover
International Journal of Green Energy Volume 13, 2016 - Issue 13
Submit an article Journal homepage
161
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

On the price-volume relationship in crude oil futures markets

Yu-Shan WangDepartment of Money and Banking, National Kaohsiung First University of Science and Technology, Kaohsiung, TaiwanCorrespondence[email protected]
&
Yi-Cheng ChenDepartment of Money and Banking, National Kaohsiung First University of Science and Technology, Kaohsiung, Taiwan
Pages 1293-1297 | Published online: 21 Apr 2016

References

  • Bhar, R., and S. Hamori. 2005. Causality in variance and the type of traders in crude oil futures. Energy Economics 27 (3):527–39. doi:10.1016j.eneco.2004.12.003.
  • Ciner, C. 2002. Information content of volume: An investigation of Tokyo commodity futures markets. Pacific-Basin Finance Journal 10 (2):201–15. doi:10.1016S0927–538X(01)00037–3.
  • Clark, P.K. 1973. A subordinated stochastic process model with finite variance for speculative prices. Econometrica 41:135–55. doi:10.23071913889.
  • Copeland, T.E. 1976. A model of asset trading under the assumption of sequential information arrival. The Journal of Finance 31:1149–68. doi:10.23072326280.
  • He, L.Y., and S.P. Chen. 2011. Nonlinear bivariate dependency of price-volume relationships in agricultural commodity futures markets: A perspective from multifractal detrended cross-correlation analysis. Physica A: Statistical Mechanics and its Applications 390 (2):297–308. doi:10.1016j.physa.2010.09.018.
  • Herbert, J.H. 1995. Trading volume, maturity and natural gas futures price volatility. Energy Economics 17 (4):293–99. doi:10.10160140–9883(95)00033-Q.
  • Koenker, R., and G. Bassett. 1978. Regression quantiles. Econometrica 46:33–50. doi:10.23071913643.
  • Koenker, R., and K. F. Hallock. 2001. Quantile regression. Journal of Economic Perspectives 15(4):143–56.
  • Sari, R., S. Hammoudeh, C.L. Chang, and M. McAleer. 2012. Causality between market liquidity and depth for energy and grains. Energy Economics 34 (5):1683–92. doi:10.1016j.eneco.2012.02.006.
  • Zhang, Y.J. 2013. Speculative trading and WTI crude oil futures price movement: An empirical analysis. Applied Energy 107:394–402. doi:10.1016j.apenergy.2013.02.060.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.