particularly acute in regard to volatility spillovers. Using the Diebold and Yilmaz (2009) methodology we analyze these metals over … a 20 year period, showing the evolution of volatility spillovers and identifying the source of same …

examines the stylized facts, correlation and interaction between volatility and returns at the 5-minute frequency of gold … time, indicating an increase in liquidity and efficiency. We also find strong evidence of periodicity in returns …, volatility, volume and bid-ask spread. Returns and volume both experience strong intraday periodicity linked to the opening and …

Australian market remains the dominant force in setting world coal prices, followed by Mozambique and South Africa. We find … little evidence of asymmetric price and volatility transmission. In fact, most markets react to both positive and negative …. While China provides a major source of volatility to the global coal market, it is relatively insignificant in terms of price …

improvements in financial market efficiency. We also conclude that it is unlikely that the compass rose pattern is the product of …