What are the sources of commodity price volatility changes? Based on observation of the palm-oil market (1818 … exceeds six months to one year, is responsible for volatility changes and market instability. Because of the superimposition … of expectations horizons, volatility grows along with the development of short-distance trade. We support this hypothesis …

2000s. Their inception has been linked by some market analysts with the large commodity price increases and volatility … investigate whether the volatility and liquidity effects are more pronounced in larger or smaller sized commodity markets. The … results indicate that larger market proportional ETF holdings are associated with higher EGARCH volatility. Smaller commodity …