) prices that are related to natural gas stock prices. The volatility spillover effect is the delayed effect of a returns shock … in one physical, biological or financial asset on the subsequent volatility or co-volatility of another physical …, biological or financial asset. Investigating volatility spillovers within and across energy and financial markets is a crucial …

intra-day data. The paper analyses the relationships among the S&P 500 Index and futures prices, returns and volatility of … the fluctuations in stock and financial derivatives prices and returns have also been investigated extensively in recent … intra-day temporal aggregation in examining returns relationships and volatility spillovers across the equity and energy …

Moderationʺ can be found in firm level data as well remains disputed. We study the evolution of firm level output volatility using … trends in unconditional firm level and aggregated output volatility in Germany are similar. There has been a long …-run downward trend, which was interrupted by the unification period. Second, the conditional, idiosyncratic firm level volatility …

From a theoretical point of view, greater trade openness affects firm-level volatility by changing the exposure and the … link between openness and volatility. Using two novel datasets on German firms, we analyze the evolution of firm …-level output volatility and the link between volatility and trade openness. We find that firm-level output volatility displays …

From a theoretical point of view, greater trade openness affects firm-level volatility by changing the exposure and the … link between openness and volatility. Using two novel datasets on German firms, we analyze the evolution of firm …-level output volatility and the link between volatility and trade openness. We find that firm-level output volatility displays …

Moderationʺ can be found in firm level data as well remains disputed. We study the evolution of firm level output volatility using … trends in unconditional firm level and aggregated output volatility in Germany are similar. There has been a long …-run downward trend, which was interrupted by the unification period. Second, the conditional, idiosyncratic firm level volatility …