spb/phd_thesis Public
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[width=\textwidth]{pi_cl.png}5 \caption{Cumulative Abnormal Return of Crude Oil660 Minutes Before and After Macroeconomic Announcements}7 \label{ch1:fig:cl}8 \end{figure}9 10 \begin{figure}[h]11 \centering12 \includegraphics[width=\textwidth]{pi_gc.png}13 \caption{Cumulative Abnormal Return of Gold1460 Minutes Before and After Macroeconomic Announcements}15 \label{ch1:fig:gc}16 \end{figure}1718 \begin{figure}[h]19 \centering20 \includegraphics[width=\textwidth]{pi_hg.png}21 \caption{Cumulative Abnormal Return of Copper2260 Minutes Before and After Macroeconomic Announcements}23 \label{ch1:fig:hg}24 \end{figure}2526 \begin{figure}[h]27 \centering28 \includegraphics[width=\textwidth]{pi_si.png}29 \caption{Cumulative Abnormal Return of Silver3060 Minutes Before and After Macroeconomic Announcements}31 \label{ch1:fig:pi}32 \end{figure}3334 \begin{figure}[h]35 \centering36 \includegraphics[width=\textwidth]{pi_pa.png}37 \caption{Cumulative Abnormal Return of Palladium3860 Minutes Before and After Macroeconomic Announcements}39 \label{ch1:fig:pa}40 \end{figure}4142 \begin{figure}[h]43 \centering44 \includegraphics[width=\textwidth]{pi_ng.png}45 \caption{Cumulative Abnormal Return of Natural Gas4660 Minutes Before and After Macroeconomic Announcements}47 \label{ch1:fig:ng}48 \end{figure}49