Economic return and volatility spillovers of derivatives markets on a number of assets have been extensively examined … freight options prices in the dry-bulk sector of the international shipping industry. Empirical results indicate the existence …

investigated shipping routes; three months FFA prices for panamax Pacific routes are unbiased predictors of spot prices, while FFA …

Risk management in an industry which is characterized by high volatility in prices, seasonality, strong business cycles … the interplay between revenue and cost. The different types of shipping derivatives products represent modern risk … fluctuations of the aforementioned sources of risk in shipping. By using derivatives products, shipowners can secure (stabilize …

prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related … agricultural commodities, specifically corn and sugarcane, using the multivariate diagonal BEKK conditional volatility model. The …

Using CFTC's COT data, both GARCH and PARCH volatility based models found the lagged volatility and news about … volatility from the previous month to be significant in explaining large hedgers' and speculators' volatility. The greater … current decisions. Furthermore, hedgers' volatility in Treasury bonds and coffee, and speculators' volatility in gold and S …

its pre and post derivative period from Jan 2000 to Dec 2014. The volatility in the Indian stock market exhibits … leverage effect and positive impact of volatility on returns for pre-derivative, post-derivative and whole period of the NIFTY …This paper investigates the volatility dynamics of stock market by using daily data of the NIFTY index of NSE during …