markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal … this gap by investigating the volatility cross effects between oil and three different non-energy commodity markets. Using … the bivariate VAR-GARCH models, we do not find any evidence of volatility linkage between oil and agricultural product …

There has been a systematic increase in the volatility of the real price of crude oil since 1986, followed by a decline … in the volatility of oil production since the early 1990s. We explore reasons for this evolution. We show that a likely …

demand and supply shocks. The results show that higher macroeconomic uncertainty, as measured by higher world industrial … production volatility, significantly increases the responsiveness of oil prices to oil shocks. This implies a lower price … volatility. Also the impact of oil shocks on economic activity appears to be significantly stronger in uncertain times. -- oil …

airline stock prices. Overall, these findings are contrary to the general perception that higher oil prices or oil volatility … volatility and oil regimes determined by the globally significant events/shocks. …