fluctuations in the cassava product price, and cassava chips were a product with significant price volatility, adapting to changes … in export volumes. This study aims to analyze the volatility of the price of cassava chips in Thailand from 2010 to 2020 … price for wheat (X5), and Thailand's cassava product export volume (X6). The volatility and the factors affecting the …

metal price series is investigated, as well as time-varying volatility. The results demonstrate that allowing for jumps and … prices. As with many natural resources price series, the arrival of new information can lead to unexpectedly rapid changes … time-varying volatility provides statistically important improvements in the modelling or prices, relative to GBM. These …