Matthew Squires

University of Technology Sydney (UTS)

15 Broadway, Ultimo

PO Box 123

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

143

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

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
University of Technology Sydney - Business School, University of Technology Sydney (UTS), The University of Sydney Business School and University of Technology Sydney (UTS)
Downloads 143 (278,035)

Abstract:

Loading...

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