physical trade, results in different pricing dynamics on physical and futures markets, and affects futures price volatility by … focusing on realized volatility relations between Black Sea spot and leading futures markets. Here, prices posted at the … intraday seasonally adjusted realized volatility on the CBoT futures market. Further, elevated volatility can be determined in …

examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis … examined using the ADF and PP approach, the stationary process, and order of the incorporated series. The ARCH and GARCH models … were used to examine the degree or severity of volatility based on the first difference, standard deviation and coefficient …