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 …

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

, the study strikes a note of caution on account of the volatility in petroleum prices. If the recent decline in global …