This research studies determinants of silver futures price volatility in Thailand Futures Exchange using generalized … negative role for trading volume and a positive role for open interest in determining silver futures price volatility. The … analysis of silver futures price volatility insists the Clearing House that margin requirements for silver futures should not …

The current paper examines the maturity effect which states that “the futures prices volatility increases as the … futures contract approaches its maturity period”. As per maturity effect theory, when a contract approaches its delivery date …, the flow of information affects the prices. The paper studies the maturity effect in 12 futures commodities (crude oil …

futures price volatility of existing gold futures with two contract sizes, 50 baht-weight and 10 baht-weight, using symmetric … modelling gold futures price volatility. The results confirm that the coming into market of Gold-D significantly reduces the … price volatility of existing gold futures. There is not a significant negative relationship between the introduction of Gold …

Prior theory suggests a positive relation between volatility and market depth, while past empirical research finds … contrasting results. This paper examines the relation between the volatility and the limit order book depth in commodity and … foreign exchange futures markets during a turbulent time using the generalized method of moments (GMM). Results indicate a …

This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market … price and corn futures price. The launch of cornstarch futures market can slightly reduce volatility of domestic corn … the Chinese cornstarch futures price could guide cornstarch spot price uni-directionally and there are long …