Browsing Brage INN by Author "Wu, Yuexiang"
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Trading Time Seasonality in Commodity Futures: An Opportunity for Arbitrage in the Natural Gas and Crude Oil Markets?
Ewald, Christian Oliver; Haugom, Erik; Lien, Gudbrand; Størdal, Ståle; Wu, Yuexiang (Peer reviewed; Journal article, 2022)In this paper we investigate energy futures contracts and the presence of a type of seasonality, that has been given very little to no attention in the literature. We call it trading time seasonality. Such seasonality is ... -
Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?
Ewald, Christian Oliver; Haugom, Erik; Lien, Gudbrand; Størdal, Ståle; Wu, Yuexiang (Peer reviewed; Journal article, 2022)In this paper we investigate energy futures contracts and the presence of a type of seasonality, that has beengiven very little to no attention in the literature —- we call it trading time seasonality. Such seasonality is ...