Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information

Hoàng-Long Phan, Ralf Zurbruegg, Paul Brockman, Chia-Feng Yu

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Original language	English
Journal	Journal of Commodity Markets
Publication status	Published - Jun 2022

Cite this

@article{a98588aa93004becb75c3f7f1beaf0ce,

title = "Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information",

author = "Ho{\`a}ng-Long Phan and Ralf Zurbruegg and Paul Brockman and Chia-Feng Yu",

year = "2022",

month = jun,

language = "English",

journal = "Journal of Commodity Markets",

issn = "2405-8513",

publisher = "Elsevier",

}