@conference{4de46c52a02b429ebf2ee9484ecfcc9f,
title = "Intraday Liquidity Spillovers in Commodity Futures Markets",
keywords = "Liquidity spillovers, limit order book, FUTURES MARKETS, COMMODITY FUTURES, multivariate har models",
author = "Joost Pennings and Koos Gardebroek and Andres Trujillo-Barrera and {de Boer}, Thom",
note = "Data source: co-author(s); NCCC-134 Conference on Commodity Price Analysis, Forecasting, and Market Risk Management ; Conference date: 20-04-2020 Through 21-04-2020",
year = "2020",
month = apr,
language = "English",
}