of futures speculators destabilize commodity spot prices. We approximate conditional volatility and analyze how it is … whether the speculative impact on conditional volatility increases. With respect to six heavily traded agricultural and energy …

, volatility, and spikes. While price trends are important in the long term, volatility and spikes are more important in the short … volatility. An assessment of the costs of price volatility has shown that the existing literature follows a conventional marginal …. Measuring and estimating the cost of food price volatility should factor in ongoing processes such as economic growth and …