This book examines the issue of price volatility in agricultural commodities markets and how this phenomenon has …. Some of these factors are new, appearing as influences on price volatility only in the last decade. Although volatility has … always been a feature of agricultural commodity markets, the evidence suggests that volatility has increased in certain …

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 …