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Keywords: Returns and volatility
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Journal Articles
Journal of Economics, Finance and Administrative Science (2020) 25 (50): 239–259.
Published: 05 May 2020
...), gasoline reformulated gasoline blendstock for oxygen blending (RBOB), Brent oil, London gas oil, natural gas and heating oil) market returns and volatilities. Design/methodology/approach To examine the impact of OPEC news on energy futures market returns and volatilities, the authors use a conditional...
