commodity price uncertainties are proven to be leading indicators of uncertainty rather than volatility in commodity markets. In …

commodity index series, this study assesses the impact significant and unexpected news announcements had on volatility between … return and volatility estimates …

processes. The first looks for common volatility clusters using individual GARCH models to detect whether and when respective …. Evidence emerging about these shock generating processes is linked to the analogous behaviour of the US Consumer Price Index … the detection of temporary bubbles and volatility clusters only partially agrees on the episodes of exuberance, on the …