) 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 …

) 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 …

prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural … that the futures prices of bio-ethanol and the two agricultural commodities, corn and sugarcane, have stronger co-volatility …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related …

prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural … that the futures prices of bio-ethanol and the two agricultural commodities, corn and sugarcane, have stronger co-volatility …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related …

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 …

liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro … illustrations, EVT and tail-risk modelling, with evidence from market indices and volatility series, the economics of data using … simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …

, there has been almost no research on China’s carbon price and volatility. This paper provides an introduction to China … and when these markets might be established, how they might perform, and the subsequent prices for China’s regional and …