Wayne K. Talley

Old Dominion University - Economics

Norfolk, VA 23529

United States

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Dynamics of the Forward Curve and Volatility of Energy Futures Prices

Number of pages: 34 Posted: 27 Oct 2010
Amir H. Alizadeh and Wayne K. Talley
City University London - Sir John Cass Business School and Old Dominion University - Economics
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Abstract:

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Energy Futures, Volatility, Forward Curve, Forecasting, VaR