volatility of primary commodity prices-metals are no exception. Recent events have led experts to believe that trends have been … for many countries. However, estimating the underlying trend has proven to be difficult, given the persistence and … trends over certain lengths of time remains a contentious issue. We combine robust econometric procedures to calculate the …

metal price series is investigated, as well as time-varying volatility. The results demonstrate that allowing for jumps and … time-varying volatility provides statistically important improvements in the modelling or prices, relative to GBM. These …

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities … functions, the response of volatility of each commodity to an oil price shock differs significantly depending on the underlying …

vary according to whether they are in low or high volatility regimes. …

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities … functions, the response of volatility of each commodity to an oil price shock differs significantly depending on the underlying …

vary according to whether they are in low or high volatility regimes. …

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities … functions, the response of volatility of each commodity to an oil price shock differs significantly depending on the underlying …