2013, particularly on market liquidity and volatility aspects. We rely on a distinctive design of the tax, which is imposed … GARCH (1,1) model, reveal that CTT did not significantly contributed to volatility contradiction as expected by policy … makers. As the results expressed increased volatility in treatment commodity introducing CTT, similar to that of control …

volatility. We develop a unified empirical framework to analyze the media's effects on both returns and volatility using insights … concentrated in soybeans and maize. We find robust evidence that media coverage decreases volatility for these agricultural … commodities on average for the period we study. The effects on volatility balance each other, with decreasing price coverage …

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities … functions, the response of volatility of each commodity to an oil price shock differs significantly depending on the underlying …