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Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study

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https://hal-univ-orleans.archives-ouvertes.fr/hal-03573202
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Submitted on : Monday, February 14, 2022 - 3:56:50 PM
Last modification on : Tuesday, April 26, 2022 - 9:48:01 AM

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Sangram Keshari Jena, Amine Lahiani, Aviral Kumar Tiwari, David Roubaud. Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study. Resources Policy, Elsevier, 2021, 74, pp.102277. ⟨10.1016/j.resourpol.2021.102277⟩. ⟨hal-03573202⟩

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