The oil price volatility index (OPVI) is a direct and more accurate measure of oil price uncertainty. The significance of the crude oil prices volatility index is used in this paper to examine the effects of crude oil uncertainty on the aggregate and market returns in various economic sectors....

The research investigated the impact of macroeconomic variables on the volatility of the commodity futures market in India (together with oil futures, agricultural commodity futures and metal futures). The monetary policies, financial market information and economic environments are determined...