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 journalArticlepeer-review

1 Citation (Scopus)
Original languageEnglish
JournalJournal of Commodity Markets
Publication statusPublished - Jun 2022

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