The study examines the intraday volatility spillover between the exchange rate, gold, and crude oil using the Dynamic … volatility is a crucial component of the market for commodities derivatives and can influence transaction profitability, hedging … Generalized Conditional Correlation GARCH model (DCC GARCH) and the BEKK GARCH model. We investigate the spillover effects using …

conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily …, volatility integration has a larger and long-term impact. Therefore, the study endorses the views that gold, crude oil and IR … findings give key implication that government should consider these macroeconomic variables (gold-oil-interest) resilient …

financial speculation on the markets for agricul-tural commodities: According to this current state of research, there is little … price volatility in agricultural markets to rise. Rather, fundamental factors are made responsible for this. Therefore, most …

financial speculation on the markets for agricultural com-modities. According to the current state of research, there is little … volatility in agricultural markets to rise. Rather, fundamental factors are responsible for this. Therefore, most papers are not …