forecast subsequent gold volatility. We account not only for geopolitical threats and acts, but also for 39 country …-specific sources of geopolitical risk. The response of subsequent volatility is heterogeneous across countries and nonlinear. We find …

electrification of global economies. However, their markets are characterized by high price volatility due to supply concentration …, low substitutability, and limited price elasticity. This paper provides a comprehensive analysis of the price volatility … visualization methods, we identify key features for accurate point and density forecasts. We evaluate various volatility models …

This study investigates the effects of oil price shocks on volatility of selected agricultural and metal commodities … functions, the response of volatility of each commodity to an oil price shock differs significantly depending on the underlying …

vary according to whether they are in low or high volatility regimes. …

forecast subsequent gold volatility. We account not only for geopolitical threats and acts, but also for 39 country …-specific sources of geopolitical risk. The response of subsequent volatility is heterogeneous across countries and nonlinear. We find …

This paper uses fractional integration methods to examine persistence, trends and structural breaks in US house prices … structural breaks is taken into account, segmented trends are detected; the subsample estimates of the fractional differencing …

significant downward trends indicating a decline over time in the degree of pollution in Chinese cities. It is also interesting …

This paper examines trends and persistence in the Greenland ice sheet mass by applying fractional integration methods …

fact around 1 in all specified models, which implies a high degree of persistence of this component. Finally, the order of …