Matthew Squires

University of Technology Sydney (UTS)

15 Broadway, Ultimo

PO Box 123

Sydney, NSW 2007

Australia

  • University of Technology Sydney (UTS)

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Scholarly Papers (1)

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Determinants of the Crude Oil Futures Curve: Inventory, Consumption and Volatility

Journal of Banking and Finance, Vol. 84, 2017
Number of pages: 32 Posted: 14 Sep 2016 Last Revised: 09 Nov 2020
Christina Sklibosios Nikitopoulos, Matthew Squires, Susan Thorp and Danny Yeung
University of Technology Sydney - Business School, University of Technology Sydney (UTS), The University of Sydney Business School and University of Technology Sydney (UTS)
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Abstract:

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Oil futures curve, Inventory, Consumption, Implied volatility, VAR