affect from a government adopting a more restrictive lockdown measures in dark-red zones and uncertainty surrounding the COVID-19 situation that will hinge mainly on the rollout of vaccines in order to
monsoon season and the situation of the epidemic of the COVID-19 that has begun to unravel. As a result, the overall domestic diesel consumption has improved. In addition, the Committee on Energy Policy
Review of high-frequency trading and dark liquidity, ASIC 2015 Variable name Variable description intraday_volatility Standard deviation of 15-minute price returns month_volatility The one month running