Session Chairs:

Syed Galib Sultan, University of Washington Seattle

Papers:

"Assessing the Cause of Price Volatility"
Rob Tischer, University of New Hampshire (Contact Author)

"Crude Oil Price Volatility and Asymmetric Gasoline Price Responses"
Sajjadur Rahman, Texas A&M University-San Antonio (Contact Author)

"Did Speculation Cause Greater Volatility in Oil Prices?"
Mahboobeh Asghari, University of Houston (Contact Author)

"Out-of-Sample Forecast Model Averaging with Parameter Instability"
Anwen Yin, Iowa State University (Contact Author)

"Price Discovery Beta—An Order Invariant Measure of Price Discovery with Application to Exchange-Traded Funds"
Syed Galib Sultan, University of Washington Seattle (Contact Author)
Eric Zivot, University of Washington Seattle

Discussants:

Anwen Yin, Iowa State University
Rob Tischer, University of New Hampshire
Sajjadur Rahman, Texas A&M University-San Antonio
Mahboobeh Asghari, University of Houston
Syed Galib Sultan, University of Washington Seattle

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