Effect of inventory announcements on crude oil price volatility

Author:

Bu Hui

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference27 articles.

1. Micro effects of macro announcements: real-time price discovery in foreign exchange;Anderson;Am. Econ. Rev.,2003

2. The commodity consumer price connection: fact or fable?;Bloomberg;Fed. Reserve Board N.Y. Econ. Policy Rev.,1995

3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econ.,1986

4. Price dynamics and speculators in crude oil futures market;Bu;Syst. Eng. Proc.,2011

5. Price dynamics and volatility of crude oil futures market: inventory information shocks and trading activities of non-commercial traders;Bu;Syst. Eng. Theory Pract.,2011

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