-evolving information events, to nineteen years of daily crude oil futures returns and volatility to analyze the pattern of market responses … futures price volatility. The U.S. invasion of Iraq in 2003 and the bankruptcy filing of Lehman Brothers in 2008 are found to … have the largest impacts on both daily returns and volatility. In addition, the location and duration of event windows vary …

reinforcing price pressures due to media activity in the previous days. Finally, we find that even though volatility is higher for … the set of days where there is media coverage, this hides important dynamics between media coverage and volatility. The … volatility of market adjusted returns is negatively correlated with the media coverage, both up and down media coverage. Markets …

What are the sources of commodity price volatility changes? Based on observation of the palm-oil market (1818 … exceeds six months to one year, is responsible for volatility changes and market instability. Because of the superimposition … of expectations horizons, volatility grows along with the development of short-distance trade. We support this hypothesis …

Corn prices experienced enormous volatility over the last decade. In this paper, we apply a structural vector …

that significantly decline when futures price volatility is high and when delivery basis weakens significantly … volatility. Overall, we were able to observe ostensible changes in hedgers‟ market participation under changing market conditions. …

broadacre farming, farm businesses are exposed to greater volatility in productivity. There are only a small proportion of farms …

behaviour, their seasonality, and volatility. Second, we design the requirements, organization, contract model, and steps to the …

means of various methods of calculation as well as a series of practical aspects concerning the estimation of the volatility …