attract uninformed speculative investors and thus destabilise cash markets by increasing volatility. On the other hand, it has … discovery, allow the transfer of risk, and may actually reduce spot volatility. The empirical evidence is controversial and has … Athens Stock Exchange, employing a methodology that allows the examination of changes in the nature of volatility rather than …

(GARCH) models, the model that best describes the Indian stock market volatility by (a) building volatility models using the … may be preferable to explaining time-varying volatility in Indian stock returns data. (c) Another feature typical of the … return variance, contributing almost one-fourth as much to volatility as any trading day. …

investigate the impact of index futures trading on the volatility of the spot market in China. Our three main findings are as … follows: (1) the launch of index futures does not decrease the volatility of the spot market; (2) there is a decrease in …

The wave of electoral volatility which swept across most of the West European polities in the late 1960s and 1970s has …, and party system change, on the other. Second, the problem of treating measures of electoral volatility as indicators of …-Rokkan `freezing' hypothesis. Third, the problem of determining the level of electoral volatility which actually `matters' in …

-Andersen. Increased volatility, the decline in partisan vote, mounting ungovernability at the national level and welfare state backlash …

mechanisms. In this respect, the volatility of electricity prices becomes the major explanatory variable for the forecast of … across the energy markets, along with a forecast of price volatility which provide price signals which can be incorporated … into their inter-jurisdiction energy trade planning. In addition, these market participants may consider price volatility …

correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform …, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model: evidence …, forecasting volatility via stock return, range, trading volume and spillover effects: the case of Brazil, estimating and …

This paper analyzes two indexes in order to capture the volatility inherent in El Niños Southern Oscillations (ENSO … suitable for modelling ENSO volatility accurately, and that 1998 is a turning point, which indicates that the ENSO strength has …

mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models … price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …