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Presentations at an Academic or Professional conference (2003)

Oil Price Volatility: Does It Matter Who Trades?

Ioannidis C., Lantz F., INDJEHAGOPIAN Jean-Pierre

This paper is concerned with the evolution of volatility of the term structure in oil market futures. We estimate a regime-switching model to describe the term structure of oil.

IOANNIDIS, C., LANTZ, F. and INDJEHAGOPIAN, J.P. (2003). Oil Price Volatility: Does It Matter Who Trades?