The aim of this study is to enhance the understanding of volatility dynamics in commodity returns, such as gold and … capturing volatility clustering, asymmetry, and long-term memory effects in asset returns. By employing models like sGARCH …, eGARCH, gjrGARCH, and FIGARCH, the research offers a nuanced understanding of volatility evolution and its impact on asset …

This paper evaluates how different types of speculation affect the volatility of commodities' futures prices. We adopt …-2010 analyzed at weekly frequency. Using GARCH models we find that speculation significantly affects volatility of returns: short … term speculation has a positive and significant impact on volatility, while long term speculation generally has a negative …