The aim of this study is to enhance the understanding of volatility dynamics in commodity returns, such as gold and … capturing volatility clustering, asymmetry, and long-term memory effects in asset returns. By employing models like sGARCH …, eGARCH, gjrGARCH, and FIGARCH, the research offers a nuanced understanding of volatility evolution and its impact on asset …

volatility in recent years. Based on the data examined it distinguishes the involvement of both commercial and non … volatility in raw and soft commodity markets. Along with market examination the paper focuses on possible future outcomes in …

Gold and Silver. Volatility spillovers are bigger in size and affect most commodity returns. Both first and second moment … financial assets, are sensitive to macro news (especially their volatility), and also suggest that the global financial crisis …

Gold and Silver. Volatility spillovers are bigger in size and affect most commodity returns. Both firstand second moment … financial assets, are sensitive to macro news (especially their volatility), and also suggest that the global financial crisis …

This study investigates the price volatility of metals, using the GARCH and GJR models. First we examine the … persistence of volatility and the leverage effect across metal markets taking into account the presence of outliers, and second we … estimate the effects of oil price shocks on the price volatility of metals, allowing for the asymmetric responses. We use daily …