Table I Summary statistics 30-minute... | Emerald Publishing

Table I

Summary statistics

30-minute intraday data
ICE Brent Crude Futures (CO)	n	Mean	SD	Min.	Max.
1-month Futures prices	45,648	103.4969	13.93815	68.31357	127.3761
2-month Futures prices	41,346	103.1628	13.45866	69.20139	126.46
3-month Futures prices	33,301	103.3742	12.80124	69.79	125.8933
1-month Futures returns	45,647	0.00001	0.0023	−0.03088	0.02606
2-month Futures returns	41,345	0.00001	0.00237	−0.03008	0.02627
3-month Futures returns	33,300	0.00001	0.00261	−0.02904	0.02753
Brent Index Spot	1,066	103.1509	14.22045	69.07	126.14
Brent Index Spot Return	1,065	0.0003	0.01227	−0.04918	0.04322

30-minute intraday data
ICE Brent Crude Futures (CO)	n	Mean	SD	Min.	Max.
1-month Futures prices	45,648	103.4969	13.93815	68.31357	127.3761
2-month Futures prices	41,346	103.1628	13.45866	69.20139	126.46
3-month Futures prices	33,301	103.3742	12.80124	69.79	125.8933
1-month Futures returns	45,647	0.00001	0.0023	−0.03088	0.02606
2-month Futures returns	41,345	0.00001	0.00237	−0.03008	0.02627
3-month Futures returns	33,300	0.00001	0.00261	−0.02904	0.02753
Brent Index Spot	1,066	103.1509	14.22045	69.07	126.14
Brent Index Spot Return	1,065	0.0003	0.01227	−0.04918	0.04322

Notes: Raw price values and raw return values are used for the statistical calculations in the table. The sample period is from January 2010 to March 2014