---
title: Crude Oil Futures Time-Frequency Correlation
url: https://www.ml-quant.com/papers/repec/eme-jrfpps-jrf-04-2023-0096/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eme:jrfpps:jrf-04-2023-0096
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJRF-04-2023-0096%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajrfpps%3Ajrf-04-2023-0096
featured: 2024-03-13
citations: unknown
topic: Derivatives & Volatility
---


# Crude Oil Futures Time-Frequency Correlation

Short-term trading increases price volatility in crude oil futures markets, with different futures markets susceptible to same fall but different rise scenarios, according to a study.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJRF-04-2023-0096%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajrfpps%3Ajrf-04-2023-0096
- Identifier: RePEc:eme:jrfpps:jrf-04-2023-0096
- Released: 2024-03-13
- First featured: Quant Letter No. 40 (2024-03-13): https://www.ml-quant.com/issues/2024-03-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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