Fluctuations in energy prices impact production costs and inflation. This study examines whether inflation data can predict volatility in energy markets. Both inflation and energy market volatility exhibit complex behaviour over time, including structural shifts due to demand and supply shocks....

This paper examines the macroeconomic determinants of volatility of commodity futures. The focus of this paper is on two emerging commodity markets, China and India. It covers commodity futures from different sectors, including agricultural commodity futures, metal futures and oil futures. The...