Calvo-Gonzalez, Oscar; Shankar, Rashmi; Trezzi, Riccardo - 2012
Soaring commodity prices in 2007 and 2008 raised concerns that volatility was also rising, which would have … prices rather than their volatility characteristics. This paper contributes by examining commodity price volatility with a … main conclusions are: the timing and number of breaks in volatility vary considerably across individual commodities …
