Previous sharp oil price declines have been accompanied by elevated ex post volatility. In contrast, volatility was … price declines. This finding is robust to nonparametric and GARCH measures of volatility. Further, the U.S. dollar … appreciation exerted a strong influence on volatility during the recent crash; in contrast, the impact of shocks on equity markets …

This paper investigates the adverse effects of oil price volatility on economic activity and the extent to which … countries can hedge against such effects by using renewable energy. By considering the Realized Volatility of oil prices, rather …, and variance decompositions show that oil price volatility has more-adverse effects in all sample countries than oil price …

Between 1999 and 2008, world oil prices more than quadrupled in real terms. For oil importers, vulnerability to oil … domestic product. Oil intensity fell in more than half the countries in every income group and in every region of the world … pass-through to consumers of increases in world prices of gasoline, diesel, kerosene, and liquefied petroleum gas between …

This paper studies the volatility of commodity prices on the basis of a large dataset of monthly prices observed in … evidence does not actually attempt to measure the volatility of prices of individual goods or commodities. The literature tends … to focus on trends in the evolution and volatility of ratios of price indexes composed of multiple commodities and …

, and the current consensus seems to be that there is at most a weak negative effect of exchange rate volatility on … aggregate trade flows. However, most of this literature examines the impact of exchange rate volatility on aggregate trade flows …, implicitly assuming a uniform impact of this volatility on exporters across sectors. This paper explots the fact that, if …

Soaring commodity prices in 2007 and 2008 raised concerns that volatility was also rising, which would have … prices rather than their volatility characteristics. This paper contributes by examining commodity price volatility with a … main conclusions are: the timing and number of breaks in volatility vary considerably across individual commodities …