.S. agricultural commodities market, a comprehensive study on the volatility spillover between the spot and futures markets of 12 … agricultural commodities is carried out to understand the dynamics of volatility factors which hinder the efficiency of those … arriving at relative conclusions. The Granger Causality Test results on the direction of flow of volatility between the spot …

growth rate and volatility of commodity spot prices. This view gained credence because in the 2000s trading volume increased …

volatility of carbon emissions, it is not surprising that crude oil and coal have recently become a very important research topic … causality and volatility spillovers in spot and futures prices of carbon emissions, crude oil, and coal. A likelihood ratio test … is developed to test the multivariate conditional volatility Diagonal BEKK model, which has valid regularity conditions …