Sentence examples for examining the volatility of from inspiring English sources

The GARCH model is introduced for examining the volatility of commodity futures.

Ewing and Maliq (2013) employs univariate and bivariate GARCH models to examine the volatility of gold and oil futures and showed that incorporating structural breaks is important for empirical analysis focusing on oil prices.

We, then, proceed to examine the volatility aspects of the commodity futures.

Qayyum and Kamal (2006) examined the volatility spillover effects of the two financial markets for Pakistan.

The sample selection is based on idea to examine the volatility spillover in a sample of developed and emerging markets of Asia.

Kumar and Singh (2008) examined the volatility clustering and asymmetric nature of Indian commodity and stock market using S&P CNX Nifty for the stock market, and gold and soybean for the commodity futures market.

In contrast with the above-mentioned studies on the Indian commodity futures market, the present study attempts to examine the return volatility of select commodity futures as financial assets.3.3

This paper examines the pattern of the volatility of the daily return of select commodity futures in India and explores the extent to which the select commodity futures satisfy the Samuelson hypothesis.

In this paper, we examine the links among banking supervision, the volatility of financial flows, and economic growth.

In the present analysis, an attempt is made to examine the trend and pattern of the volatility of daily returns of few select commodity futures in the Indian context.

Manera et al. (2013) examined the effect of different types of speculation on the volatility of commodity futures prices.