An econometric analysis of the TOCOM energy futures : volatility, trading activity & market microstructure
Japan is one of the largest importers of different types of energy commodities in the world due to the lack of domestic energy resources. Tokyo Commodity Exchange (TOCOM) plays an important role for participants in the energy markets in Japan, since it is one of the main commodity exchanges for ener...
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City, University of London
2017
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.732335 |