. In particular the relationship between speculation and price volatility on the one side, and the linkage between … excessive speculation and price volatility on the other side, is carefully examined with the scope to establish whether … volatility drives speculation or speculation drives price volatility, or whether there are no linkages between the two variables …

The recent rise in commodity prices and the increase in price volatility have aroused certain concern and controversy … among the leaders of the major world powers and international organisations over the possibility that a new food crisis … could break out. This paper intends to delve into some aspects of the phenomenon known as commodity price volatility. First …

The recent rise in commodity prices and the increase in price volatility have aroused certain concern and controversy … among the leaders of the major world powers and international organisations over the possibility that a new food crisis … could break out. This paper intends to delve into some aspects of the phenomenon known as commodity price volatility. First …

volatility of aid on economic growth, controlling for the level of aid. A four-year panel analysis is conducted encompassing 155 … countries over the period 1966-2001. We find that once the volatility of aid is controlled for, aid has a positive impact on … economic growth. Correspondingly, volatility of aid flows is found to be negatively related to growth. We found no significant …

A new heteroskedastic hedonic regression model is suggested which takes into account time-varying volatility and is … expectation. The art price index is a smooth function of time and has a variability that is comparable to the volatility of stock …

-variance analysis of alternative investments has been hampered by the lack of a systematic treatment of volatility in these markets …. This may seem surprising as derivatives on subsets of the traded goods require a precise modelling and estimation of the … underlying volatility. For example, in art markets, auction houses often give price guarantees to the seller that resemble put …

This paper studies the volatility of commodity prices on the basis of a large dataset of monthly prices observed in … evidence does not actually attempt to measure the volatility of prices of individual goods or commodities. The literature tends … to focus on trends in the evolution and volatility of ratios of price indexes composed of multiple commodities and …

the influence of commodity prices on consumer prices occurs through a money-driven overshooting of commodity prices being … overshooting their new equilibrium values in response to a money supply shock, and the deviation of commodity prices from their …