both current and past market returns. Using various time-varying volatility models to accommodate conditional … causality-in-variance is used to analyse if volatility among small traders spills over into spot markets, it is found that …

period ahead; in the Volatility treatment, we also elicit subjective confidence intervals of forecasts, which we take as a … measure of perceived volatility. The realized asset price is derived from a Walrasian market equilibrium equation with non …-linear feedback from individual forecasts. Our experimental markets exhibit high volatility, fat tails and other properties typical of …

Hunger in der Welt wirksam bekämpfen will, muss realwirtschaftlich dafür Sorge tragen, dass das Angebot an Nahrungsmitteln … price volatility in agricultural markets to rise. Rather, fundamental factors are made responsible for this. Therefore, most …

volatility in agricultural markets to rise. Rather, fundamental factors are responsible for this. Therefore, most papers are not … Hunger in der Welt wirksam bekämpfen will, muss realwirtschaftlich dafür Sorge tragen, dass das Angebot an Nahrungsmitteln …

oil price volatility and oil return predictability. Using 25 years of historical data, we document economically large tail … uncertainty measures, suggesting that time-varying oil price fears are an additional source of oil price volatility and …

This paper constitutes a first analysis on stock returns and stock return volatility of energy corporations from the … European utilities, they lead to an appreciation of oil and gas stocks. Most importantly, we show that oil market volatility … negatively affects European oil and gas stocks. In contrast, energy stock volatility is not driven by volatility of the resource …

Belief Equilibrium (RBE) for market volatility. It is argued that the theory of Rational Belief Equilibria (RBE) provides a … unified paradigm for explaining market volatility by the effect of "Endogenous Uncertainty" on financial markets. This … the book regarding market volatility. The structure of the paper is as follows. Section I outlines the basic assumptions …