Richard Ziyuan Li

Johns Hopkins University - Department of Applied Mathematics and Statistics

3400 N Charles Street

Whitehead 100

Baltimore, MD 21218

United States

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Scholarly Papers (1)

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An Analysis of Intraday Market Response to Crude Oil Inventory Shocks

Journal of Energy Markets, Vol. 11, No. 2, 2018
Number of pages: 36 Posted: 12 Jul 2018
Richard Ziyuan Li and Hélyette Geman
Johns Hopkins University - Department of Applied Mathematics and Statistics and University of London - Economics, Mathematics and Statistics
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Abstract:

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inventory shock, Energy Intelligence Agency (EIA) report, West Texas Intermediate (WTI) futures, price reversal, prereport trend-following strategies.