The volatility of agricultural markets has increased remarkably in recent years. In spite of this, the way in … whichsupply chain actors perceive market volatility has only rarely been analyzed. This paper seeks to close thisresearch gap by … presenting empirical findings about how the volatility of agricultural markets is perceived, howincreasing market volatilities …

We analyze time-varying volatility in crude oil, heating oil, and natural gas futuresmarkets by incorporating changes …. Further, volatility in these markets is found to change in response to several major events such as the Asian financial crisis … impactthan upward changes do. Finally, volatility spillover from heating oil to natural gasfutures markets is found. …

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 …

volatility, it would actually increase domestic price volatility in developing countries, largely by restricting imports when …

. Yet some in this debate haveargued that, given the extreme volatility in agricultural commodity markets, theadditional …

Despite the fact that there is a substantial literature on the analysis of volatility spillovers between stock returns … and domestic exchange rates, surprisingly, little empirical research has examined volatility spillovers between oil prices …

We study the difference in the volatility dynamics of CBOT corn, soybeans, and oatsfutures prices across different … vary across delivery horizons. Further, it is shown thatthe price volatility is higher before the harvest starts in most of … the cases compared tothe volatility during the planting period. These results have implications for hedging …

One of the impacts of higher prices along with greater volatility in futures and basis is thatthere is pressure for an … escalation in cash contracting for grain. This volatility has resulted inan unprecedented level of contracting with growers in …

The objective of this work is to determine the presence of volatility in the spot and futures exchange rates, detecting …, thus, the presence of risk. Identified the volatility, it is looked for shaping it through the construction of models … volatility of the exchange rates. Gotten the estimates, it is verified existence of convergence of these rates in the date of the …

pork chainand also to characterize the price volatility considering producer, wholesale and retailprices for the state of … for measuringprice volatility. A Granger causality test was also implemented to check the pricedirection transmission. The …