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Dynamics of the Forward Curve and Volatility of Energy Futures Prices

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Figure

Table 1: Descriptive statistics of daily returns on energy futures prices
Table 2: Estimation results of EGARCH(1,1), EGARCH-X(1,1), and EGARCH-TX(1,1) for NYMEX crude oil futures prices
Table 3: Estimation results of EGARCH(1,1), EGARCH-X(1,1), and EGARCH-TX(1,1) for NYMEX gasoline futures prices
Table 4: Estimation results of EGARCH(1,1), EGARCH-X(1,1), and EGARCH-TX(1,1) for NYMEX heating oil futures prices
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