The volatility of agricultural markets has increased remarkably in recent years. In spite of this, the way in … whichsupply chain actors perceive market volatility has only rarely been analyzed. This paper seeks to close thisresearch gap by … presenting empirical findings about how the volatility of agricultural markets is perceived, howincreasing market volatilities …

We analyze time-varying volatility in crude oil, heating oil, and natural gas futuresmarkets by incorporating changes …. Further, volatility in these markets is found to change in response to several major events such as the Asian financial crisis … impactthan upward changes do. Finally, volatility spillover from heating oil to natural gasfutures markets is found. …

The 2006 spike in corn-based ethanol demand has contributed to the increase in basis volatility in corn and soybean … commodities. Despite the overall rise in basis volatility, there remain differences in the degree of volatility that exists across …

.S. beef packing industry. Anecdotal evidence of beef packer margins andrelevant processing costs suggest part of the margin …

We study equilibrium trading strategies, market liquidity, and price efficiency in an economy in which a fraction of … lower and (because of procyclical subjective loss probabilities)countercyclical adverse selection-based market liquidity and … public news aboutthe traded asset’s terminal payoff improves market liquidity and price efficiency and makes such improvement …

This paper investigates the relationship between annual report disclosure, market liquidity, and capital cost for firms … of Disclosure (AIMD). Results show that annual report disclosure enhances market liquidity by changing investors …

This paper develops a reduced form three-factor model which includes a liquidity proxy of market conditions which is … liquidity in the valuation process. Moreover, market liquidity, a measure of investors. willingness to commit resources in the … failure to include a liquidity proxy could underestimate the implied autonomous credit risk. Autonomous credit risk is defined …

liquidity by following the general practice of assuming that credit and market risk follow a Markov process. The study was based … empirical examination of the regime switching tendencies provided quantitative support to the anecdotal view that liquidity …

synthetic liquidity indicator that summarises the data on a broad set of market liquidity measures both for sovereign and … corporate fixed income markets in the US. Our index is based on 17 variables that cover the main dimensions of market liquidity …. The methodology used to calculate the index consists of two steps. First, a transformation of the individual liquidity …

The principal achievement of this paper is to introduce the operation of a specified‘Futures’ model and it’s practice … for decision-makers of financial institutes through anexample based on the price data’s of grain futures market from EU …: public warehousing and futures market.This electronically developed and working model ‘using excel background ‘allows all …