Matthew Squires

University of Technology Sydney (UTS)

15 Broadway, Ultimo

PO Box 123

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

116

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

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

Number of pages: 32 Posted: 14 Sep 2016
University of Technology Sydney - Business School, University of Technology Sydney (UTS), The University of Sydney Business School and University of Technology Sydney (UTS)
Downloads 116 (263,127)
Citation 1

Abstract:

Loading...

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