the introduction of an oil futures market affects the supply volatility of that commodity. I find that following the … emergence of the futures market in oil, the volatility of oil production drops significantly from then on, even when controlling …

This paper investigates volatility forecasting for crude oil and natural gas. The main objective of our research is to … from a related energy commodity. We find that on average, information from related commodity does not improve volatility …, superior volatility forecasts are produced by combining forecasts from various models. As a result, information from the …