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PhD thesis — Three essays on high-frequency return and volatility dynamics in commodities and financial futures markets (Université Laval).

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12 	\begin{figure}[h]3	\centering4		\includegraphics[scale=0.4]{pi_cl.png}}5		\caption{Cumulative Abnormal Return of Crude Oil660 Minutes Before and After Macroeconomic Announcements}7		\label{fig:cl}8	\end{figure}9 10	 	\begin{figure}[h]11	\centering12		\includegraphics[scale=0.4]{pi_gc.png}}13		\caption{Cumulative Abnormal Return of Gold1460 Minutes Before and After Macroeconomic Announcements}15		\label{fig:gc}16	\end{figure}1718 	 	\begin{figure}[h]19	\centering20		\includegraphics[scale=0.4]{pi_hg.png}}21		\caption{Cumulative Abnormal Return of Copper2260 Minutes Before and After Macroeconomic Announcements}23		\label{fig:hg}24	\end{figure}2526  	 	\begin{figure}[h]27	\centering28		\includegraphics[scale=0.4]{pi_si.png}}29		\caption{Cumulative Abnormal Return of Silver3060 Minutes Before and After Macroeconomic Announcements}31		\label{fig:pi}32	\end{figure}3334  	 	\begin{figure}[h]35	\centering36		\includegraphics[scale=0.4]{pi_pa.png}}37		\caption{Cumulative Abnormal Return of Palladium3860 Minutes Before and After Macroeconomic Announcements}39		\label{fig:pa}40	\end{figure}4142  	 	\begin{figure}[h]43	\centering44		\includegraphics[scale=0.4]{pi_ng.png}}45		\caption{Cumulative Abnormal Return of Natural Gas4660 Minutes Before and After Macroeconomic Announcements}47		\label{fig:ng}48	\end{figure}49