, volatility, and spikes. While price trends are important in the long term, volatility and spikes are more important in the short … volatility. An assessment of the costs of price volatility has shown that the existing literature follows a conventional marginal …. Measuring and estimating the cost of food price volatility should factor in ongoing processes such as economic growth and …

In this article, a review of the price transmission literature addressing volatility interactions between biofuel and …

This paper explores the role of speculation and economy fundamentals in the oil market using a two-component GARCH …-term components in terms of oil market volatility. The results show that the global demand shock is the only one factor found to be … positive and significantly increasing long- or short-term oil volatility in the full sample. This is consistent with a classic …