In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …

diversification potential and therefore risk reduction. Yet, the latter may be counterbalanced by the fact that emerging markets … usually present higher risks when considered on their own; for instance higher price volatility and fluctuating liquidity. We …, emerging market assets could be combined into efficient portfolios when assessed in terms of risk and return. By contrast …

inverse range process of an a-priori unknown volatility random walk. Motivation for this process arises when it is necessary … to obtain statistics that pertain to a process volatility in addition to the usual variance statistics. As a result …, range process statistics are indicated as an additional source of information in the study of processes’ volatility …

local basis for Kansas wheat has changed dramatically relative to historic levels, causing greater risk exposure for ….086 per bushel to $0.327 per bushel. The factors driving this increase in costs are basis volatility, wheat futures harvest …

of shocks: conflicts, natural disasters, climate change, food price volatility, and health crises related to food safety …

occasional spikes. Appropriate pricing, portfolio, and risk management models have to incorporate these characteristics, and the …

shocks depress volatility on consecutive days, while negative shocks increase volatility. Announcement-day shocks have small … persistence, but great impacts on volatility in the short run. Investigation into volume data shows that announcement-day volume … has lower persistence than non-announcement-day volume. No statistically significant risk premium manifests on the release …

Conventional measures of the risk of a financial asset make use of the unobserved (conditional) variance or standard … deviation of its return. In this paper, we treat the observed absolute return as a measure of risk and explore its … return, instead of that of return itself. While the absolute return is interpreted as "volatility", some quantities of its …