A significant increase in the level and volatility of many commodity prices over the past decade has led to a debate … level and volatility of commodity prices. The available evidence suggests that while financial investors can affect the … short-run price dynamics for some commodities, the level and volatility of commodity prices appear to be primarily …

This papers develops a dynamic factor models with regime switching to account for the decreasing volatility of the U … extend univariate analysis currently used in the literature on the structural break in conditional volatility to the …

In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …