Commodity price volatility can create concern for central bank policy-makers. Recent commodity prices peaked in the … volatility are crucial for the conduct of monetary policy (Svensson, 2005). Using an autoregressive moving average with an … series to identify volatility spillovers between monetary policies and commodity price index. The findings show that the …

Using a GARCH model, we analyze the influence of U.S. monetary policy action and communication on the price volatility … significant impact on price volatility. Second, expected target rate changes and communications decrease volatility, whereas … ; Price Volatility …