The 2006 spike in corn-based ethanol demand has contributed to the increase in basis volatility in corn and soybean … commodities. Despite the overall rise in basis volatility, there remain differences in the degree of volatility that exists across …

Japan. We also test for the presence of causality-in-mean and volatility spillovers. The econometric framework is a four … found to play a role in a minority of cases, with mixed signs. Finally, most cases of volatility spillovers occur from …

negative for the first time in history. Other crude prices also posted very low values and their volatility soared, far more …

price, volatility and market relationships in the five regional electricity markets in the Australian National Electricity … that assessment of these prices and volatility within and between regional markets allows for better forecasts by … papers explore whether the lagged price and volatility information flows of the connected spot electricity markets can be …

class of multivariate GARCHmodels on price returns for rapeseed, crude oil and related agricultural commodity prices.Volatility … higher volatility level versus agricultural commodity pricesin the past. Furthermore, due to the difficulty in distinguishing …

price volatility, is sufficient? The paper is a contribution to the debate on therecent commodity price bubble and the … relationship among commodity futures markets for agricultural raw materials.More particularly, the transmission of price volatility … between commodity future markets is analysed. Thebackground question is whether and to what extent the volatility of …