weekly return and volatility data, constructed by the daily prices from four markets, covering the period April 2014 …

-series variation of conditional volatility and skewness of the swap rate distributions implied by the swaption cube. We then develop … and estimate a dynamic term structure model that is consistent with these stylized facts, and use it to infer volatility … these distributions. In particular, we find that volatility, volatility risk premia, skewness, and skewness risk premia are …

-series variation of conditional volatility and skewness of the swap rate distributions implied by the swaption cube. We then develop … and estimate a dynamic term structure model that is consistent with these stylized facts, and use it to infer volatility … these distributions. In particular, we find that volatility, volatility risk premia, skewness, and skewness risk premia are …

The economic, political and climatic conditions in which farmers around the world have to make their production and … investment decisions are changing dramatically. This study analyses the driving forces of changes in agricultural world markets … agriculture are quantified using of a multi-market-model. The mega-trend of declining world market prices has ended. Since the …