value and volatility of bank’s assets for a random sample of 13 Public and 8 Private sector banks in India over the period … value considers the riskiness of the equity and assets both. It is found that the volatility of banks assets is …

of futures speculators destabilize commodity spot prices. We approximate conditional volatility and analyze how it is … whether the speculative impact on conditional volatility increases. With respect to six heavily traded agricultural and energy …

, volatility, and spikes. While price trends are important in the long term, volatility and spikes are more important in the short … volatility. An assessment of the costs of price volatility has shown that the existing literature follows a conventional marginal …. Measuring and estimating the cost of food price volatility should factor in ongoing processes such as economic growth and …

during last fifteen years have led the unstable path and the volatility persistence in the international oil market. We …. Through a structural equation model (SEM) in a linear reduced form we find that the speculation in the oil market measured …

volatility of futures prices. The Granger-causality tests suggest that speculative investments usually follow � rather than … associated with lower volatility of futures returns, while that of swap dealers is sometimes followed by higher price variations. …

In the context of flexible exchange rates, Milton Friedman proposed that speculation must exert a stabilising influence … theoretical developments in the literature on modelling financial volatility, this paper tests the significance of speculators and …-varying conditional volatility GARCH model and its variants have been criticised for lacking economic content, incorporating speculators …

empirically test the relationship between speculation in futures markets and spot price volatility. The contribution of this study … an empirical test of the hypothesis that futures speculation decreases spot price volatility is conducted using data on …The effects of speculation in futures markets has been a topic of a long lasting debate in both empirical and …