The dynamics between trading volume and volatility for seven agricultural futures markets are examined by drawing on … trades across different periods, which can have different effects on the volatility-volume relation. The results show that … for time-variation when modeling the relationship between volatility, trading volume and open interest for agricultural …

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 …

-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 …-term oil volatility during the post-2004 period. The results also suggest the existence of asymmetric impacts on the short …

liquid instrument suffers from liquidity shocks that induce periods of increased volatility and significant return …