The Performance of Commodity Futures Markets: Impacts of Volatility, Announcements, Sentiments and Limited Order Book Information

M.E. Verhulst; J.M.E. Pennings; C. Gardebroek

The Performance of Commodity Futures Markets: Impacts of Volatility, Announcements, Sentiments and Limited Order Book Information

M.E. Verhulst, J.M.E. Pennings, C. Gardebroek

Research output: Contribution to conference › Conference paper › Academic

Original language	English
Publication status	Published - Jul 2021
Event	XVI European Association of Agricultural Economics (EAAE) Congress in Prague - Prague, Czech Republic Duration: 20 Jul 2021 → 23 Jul 2021

Conference

Conference	XVI European Association of Agricultural Economics (EAAE) Congress in Prague
Abbreviated title	XVI EAAE Congress
Country/Territory	Czech Republic
City	Prague
Period	20/07/21 → 23/07/21

Cite this

@conference{9321e27bad984df8b20cff19b2b605a7,

title = "The Performance of Commodity Futures Markets: Impacts of Volatility, Announcements, Sentiments and Limited Order Book Information",

author = "M.E. Verhulst and J.M.E. Pennings and C. Gardebroek",

year = "2021",

month = jul,

language = "English",

note = " XVI European Association of Agricultural Economics (EAAE) Congress in Prague, XVI EAAE Congress ; Conference date: 20-07-2021 Through 23-07-2021",

}

The Performance of Commodity Futures Markets: Impacts of Volatility, Announcements, Sentiments and Limited Order Book Information. / Verhulst, M.E.; Pennings, J.M.E.; Gardebroek, C.
2021. Paper presented at XVI European Association of Agricultural Economics (EAAE) Congress in Prague, Prague, Czech Republic.

Research output: Contribution to conference › Conference paper › Academic

TY - CONF

T1 - The Performance of Commodity Futures Markets: Impacts of Volatility, Announcements, Sentiments and Limited Order Book Information

AU - Verhulst, M.E.

AU - Pennings, J.M.E.

AU - Gardebroek, C.

PY - 2021/7

Y1 - 2021/7

M3 - Conference paper

T2 - XVI European Association of Agricultural Economics (EAAE) Congress in Prague

Y2 - 20 July 2021 through 23 July 2021

ER -