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 …

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

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

that significantly decline when futures price volatility is high and when delivery basis weakens significantly … volatility. Overall, we were able to observe ostensible changes in hedgers‟ market participation under changing market conditions. …