In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …

A non-stationary regression model for financial returns is examined theoretically in this paper. Volatility dynamics …

A non-stationary regression model for financial returns is examined theoretically in this paper. Volatility dynamics …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

of the put option, special attention is devoted to the estimation of the volatility for the underlying stock. We analyze … observed daily yields for four different timeframes to estimate the resulting volatility of the stock for Allianz SE using … most plausible estimates for this volatility lie between 20 % and 25 %, implying a mark-up on the fair value of the 'Easy …

for price volatility. Neither the continuous reforms of the common agricultural policy nor weather induced factors … calendar years price volatility coefficients are much higher for German barley prices than price volatility coefficients …

price volatility in agricultural markets to rise. Rather, fundamental factors are made responsible for this. Therefore, most …