put options over a wide range of strike prices, and hence is not model based. Speculators can trade on volatility risk …Modelling, monitoring and forecasting volatility are indispensible to sensible portfolio risk management. The … volatility of an asset of composite index can be traded by using volatility derivatives, such as volatility and variance swaps …

reached a peak in 2008. We also find that that the volatility of global fertilizer prices and crude oil price from March to … price and global fertilizer prices. As volatility invokes financial risk, the relationship between oil price and global … fertilizer prices and their associated volatility is important for public policy relating to the development of optimal energy …

The main purpose of this paper is to estimate the volatility in global fertilizer prices. The endogenous structural … volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in other periods, and that … the peak crude oil price caused greater volatility in the crude oil price and global fertilizer prices. …

integrated volatility and covariance with micro-market noise, stress testing correlation matrices for risk management, whether … and volatility series, the economics of data using simple model free volatility in a high frequency world, arbitrage …-free implied vola-tility surfaces for options on single stock futures, the non-uniform pricing effect of employee stock options …

price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the … mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models …