-evolving information events, to nineteen years of daily crude oil futures returns and volatility to analyze the pattern of market responses … have the largest impacts on both daily returns and volatility. In addition, the location and duration of event windows vary … futures price volatility. The U.S. invasion of Iraq in 2003 and the bankruptcy filing of Lehman Brothers in 2008 are found to …

California is mostly determined by the production, productivities and dollar returns to the tree nuts, citrus and wine grapes …. Specifically, higher productivity and net returns contribute to the increase in the farmland values. Urban influence factors have …

volatility, it would actually increase domestic price volatility in developing countries, largely by restricting imports when …

of income. Yet some in this debate have argued that, given the extreme volatility in agricultural commodity markets, the …. Results indicate that the short-run impacts of trade liberalization on poverty are not distinguishable from market volatility …

shocks have a greater impact in the volatility of returns in coffee than positive shocks. The presence of the leverage effect …

those markets. Role of wheat futures in price stabilisation/volatility reduction and its relevance to the small scale … (GARCH) model indicated a high degree of volatility in spot prices right from inception of trading and revival of trading …

justified by the high volatility in grain prices and the need to understand how shocks are diffused across markets. We use … causality links among the grain prices and they volatility. Soybean and wheat as well as maize, individually and together, play …

Corn prices experienced enormous volatility over the last decade. In this paper, we apply a structural vector …