Authors: Matteo Manera, Marcella Nicolini, Ilaria VignatiSeries: Energy: Resources and MarketsKeywords: Commodities Futures Markets, Speculation, Scalping, Working’s T, Data Frequency, GARCH ModelsJEL n.: C32, G13, Q11, Q43AbstractThis paper evaluates ...
[Published Fondazione Eni Enrico Mattei - May 16 2013]