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 examines the effects of oil supply and global demand shocks on the volatility of commodity prices in the … shocks on the volatility of agricultural and metal commodities whereas the latter reflect the share of variation in the … volatility of each commodity arising from each structural shock. Various patterns are provided on how metal and agricultural …