Modelling the underlying long-run trend of metal prices is important, given that selected metals are a source of income … trend, which could be secular or broken, for selected metal prices over a century. We find support for the conjecture that …

metal price series is investigated, as well as time-varying volatility. The results demonstrate that allowing for jumps and … complex processes contributed to the fatness of the tails in the distribution of heavy metal price returns. … prices. As with many natural resources price series, the arrival of new information can lead to unexpectedly rapid changes …

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities …. To achieve this goal, we decompose an oil price shock to its underlying components, including macroeconomics and oil … functions, the response of volatility of each commodity to an oil price shock differs significantly depending on the underlying …

Commodity price volatility can create concern for central bank policy-makers. Recent commodity prices peaked in the … connected in a cause and effect relationship with inflation and real output, the driving forces behind commodity price … series to identify volatility spillovers between monetary policies and commodity price index. The findings show that the …

that the crude oil market remains more responsive to pandemic fake news. The shock of the global pandemic panic index and …

This study investigates the price volatility of metals, using the GARCH and GJR models. First we examine the … persistence of volatility and the leverage effect across metal markets taking into account the presence of outliers, and second we … estimate the effects of oil price shocks on the price volatility of metals, allowing for the asymmetric responses. We use daily …

, a theoretical model is developed to explain price transmission for different trade regimes. Drawing from the competitive … international grain price indices. With an autoregressive distributed lag model, we empirically detect countries in which food …