TY  - RPRT
AU  - Caporin, Massimiliano
AU  - Chang, Chia-Lin
AU  - McAleer, Michael
PY  - 2016
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/27544
AB  - The energy sector is one of the most important in the world, so that time series fluctuations in leading energy sources have been analysed widely. As the leading energy commodities are traded on international stock exchanges, the analysis of the...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - Trading range
KW  - Intra-day prices and returns
KW  - S&P 500 Index
KW  - Crude oil futures
KW  - Natural gas futures
KW  - Ethanol futures
KW  - Overnight returns
KW  - Overnight volume
KW  - Overnight realized volatility
KW  - Asymmetry
KW  - Spillovers.
TI  - Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
TY  - technical report
VL  - 2016
ER  -