A Study on the Return-Volume Relationship in NYMEX Energy Futures
碩士 === 國立臺中科技大學 === 財務金融系碩士班 === 102 === This study adopts quantile regression approach to investigate the relationship among returns, trading volume and open interest. Using data from crude oil, gasoline and heating oil futures on NYMEX. For crude oil and heating oil data, the empirical results sho...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7bc452 |