volatility patterns in commodity prices, and linking volatility in commodity markets to these variables.Our results show a …&P500 and WTI to MSCI, CPI to WTI, and MSCI, S&P500 to Dollex. We also study the causal relationships between the volatility … for financialisation of commodity/food markets driving commodity/food returns and their volatility rests on weak …

This paper investigates empirically the relationship between inflation, inflation volatility and output growth in the … the hypotheses that inflation rates are directly related to inflation volatility, and that inflation volatility affects … negatively output growth. It is found that higher inflation rates are associated to higher inflation volatility which in turn …

contribute to the volatility of these materiality measures over a period of time. …

and real income and their associated conditional volatility. We consider a vector error-correction model with conditional …In this paper we investigate the effects of volatility of the fundamental determinants of trade on trade flows in … we find evidence supporting cointegration and obtain income and price elasticities in line with those from previous …

, the Ibovespa and sync up with the S&P500 in New York. The main target is to determine differences of volatility, in the … difference in volatility exists. …

This paper investigates the dynamic properties of both return and volatility of the oil price. The analysis is carried …

information and volatility and to allow the emergence of a consensus. The use of these interruptions is very frequent on the … capitalizations. However, our empirical study emphasizes an inefficiency of the reservations of quotation. Indeed, the volatility of …

which the price and the volatility are the main variables used by the function EVaR. …

domestic economic volatility. The economic theory recommend increase of international trade require integration into huge, even …, however, economic theory also suggests that smaller economies should familiar with greater levels of volatility than larger … verification presented here suggests that the level of domestic economic volatility is not only because of international trade …