dealers. Concerns that soaring options trading could spark incremental volatility of international agricultural commodity … options trading does not have a volatility increasing effect. …

dealers. Concerns that soaring options trading could spark incremental volatility of international agricultural commodity … options trading does not have a volatility increasing effect. …

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 …

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 …

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