In assessing drivers of commodity prices and volatility at this stage of the current super-cycle in commodities (year …

This paper investigates the time-varying dynamics of global stock volatility, commodity prices, and domestic output and … consumer prices. The main empirical findings of this papers are: (i) stock volatility and commodity price shocks impact each … stock volatility is far greater during the global financial crisis than at other times; (iii) the effects of global stock …

This paper investigates the time-varying dynamics of global stock volatility, commodity prices, and domestic output and … consumer prices. The main empirical findings of this paper are: (i) stock volatility and commodity price shocks impact each … stock volatility is far greater during the global financial crisis than at other times; (iii) the effects of global stock …

commodity futures markets. We ask whether limit events are the result of shocks to fundamental volatility or the result of … temporary volatility induced by the trading of non-commercial market participants (speculators). We find little evidence that …