volatility. We develop a unified empirical framework to analyze the media's effects on both returns and volatility using insights … concentrated in soybeans and maize. We find robust evidence that media coverage decreases volatility for these agricultural … commodities on average for the period we study. The effects on volatility balance each other, with decreasing price coverage …

The recent rise in commodity prices and the increase in price volatility have aroused certain concern and controversy … among the leaders of the major world powers and international organisations over the possibility that a new food crisis … could break out. This paper intends to delve into some aspects of the phenomenon known as commodity price volatility. First …

In this paper we investigate price and volatility risk originating in linkages between energy and agricultural … commodity prices in Germany and study their dynamics over time. We propose an econometric approach to quantify the volatility … conditional correlation GARCH model as well as a multivariate multiplicative volatility model. Our approach provides a flexible …

, the role of biofuels in determining recent high corn and other agricultural commodity prices, as well as their volatility … industrial demand for corn, contributing to both higher prices and greater price volatility. But turbulence in recent economic … vary over time in ways that are observable in data. Price volatility and "subsidy incidence" also depend on which regime is …