inflation volatility.Also, causality tests results indicate that changes in the exchangerate, output gap volatility, and output … gap will have permanent andtemporary causal effects on inflation volatility. The policymakersshould carefully consider … these results to implement appropriatepolicies to reduce inflation volatility. The finding that the shocks areof temporary …

This study provides analytical insight on modelling macroeconomic and oil price volatility in Nigeria. Mainly, the … GARCH - M); and oil price is a major source of macroeconomic volatility in Nigeria. By implication, the Nigerian economy is … vulnerable to both internal shocks (interest rate volatility, real GDP volatility) and external shocks (exchange rate volatility …

physical trade, results in different pricing dynamics on physical and futures markets, and affects futures price volatility by … four key markets in the MENA region, namely Egypt, Turkey, Saudi Arabia and Iran, shows that grain trade is the central … focusing on realized volatility relations between Black Sea spot and leading futures markets. Here, prices posted at the …