introduction: continuous fluctuations in the prices of agricultural commodities have a significant effect on the situation of countries, especially developing countries in the world. in the short term, the impact of price shocks on imports of agricultural commodities and balance of payments and foreign exchange reserves is considerable in developing countries and it has negative effects on soci...

Regarding the fact that each country might be a net oil seller or net buyer, and considering its large share in the whole economy, the price of this commodity as well as its volatility could affect all economies around the world.  The impact of oil price volatility on the economy is seemed to be more dominant in Iran rather than any other developed or emerging economies, especially in recent ye...

The aim of this research was to determine the impact of voluntary information disclosure on informational content of share price. In this regard, future earnings response coefficient was used to determine the informational content of the share price about the future income information. Furthermore, share price synchronicity was used to evaluate the informational content of the share price about...

Assuming that the variance of daily price changes and trading volume are both driven by the same latent variable measuring the number of price-relevant information arriving on the market, the Mixture of Distribution Hypothesis (MDH) represents an intuitive and appealing explanation for the empirically observed correlation between volume and volatility of speculative assets. This paper investiga...

based on current expectations, when the free float is more, more deals done and consequently the share price volatility will also increase. shareholders expect more profits from stocks which have more free floats. this paper examines the kind of relationship between free float and liquidity, risks and returns and the degree of influence of these variables in the percentage of free float. we con...

The main purpose of this paper is to estimate the volatility in global fertilizer prices. The endogenous structural breakpoint unit root test and alternative volatility models, including the generalized autoregressive conditional heteroskedasticity (GARCH) model, Exponential GARCH (EGARCH) model, and GJR model are estimated for six global fertilizer prices and the crude oil price. Weekly data f...

Price volatility analysis has been reported in the literature for most competitive electricity markets around the world. However, no studies have been published yet that quantify price volatility in the Ontario electricity market, which is the focus of the present paper. In this paper, a comparative volatility analysis is conducted for the Ontario market and its neighboring electricity markets....

This paper examines the price volatility in the silver spot (cash) market. A host of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models are used to analyze and gain a better understanding of the volatility of silver prices. We find the TGARCH (1,1) model indicates that both positive and negative shocks do not have a significant effect on volatility in the silver spot marke...