Table 1

Descriptive statistics of high–low range of INE and WTI’s future. Sample period: 26 March 2018–19 July 2023

MeanMedianMinMaxSt. dev.Sk.Kurt.
INE33.1427.000.23251.1823.693.2521.05
WTI40.0432.459.13358.0332.794.8436.65

Note(s): The table reports the Mean, the Median, the Minimum (Min), the Maximum (Max), the Standard Deviation (St. dev.), the Skwewness (Sk.) and the Kurtosis (Kurt.) of the High–Low range. All the variables are expressed in annualized percentage term

Source(s): Eikon Datastream data

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