1. Wheat price volatility regimes over 140 years: An analysis of daily price ranges. (2023). Huss, Matthias ; Zimmermann, Heinz ; Haase, Marco.
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2. FACTORS AFFECTING FOOD SECURITY. (2020). Daniel, Frona.
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3. The Challenge of Feeding the World. (2019). Harangi-Rakos, Monika ; Szenderak, Janos ; Frona, Daniel.
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4. The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters. (2019). Ozdemir, Zeynel ; Balcilar, Mehmet.
   In: Physica A: Statistical Mechanics and its Applications.
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5. The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet.
   In: Working Papers.
   RePEc:emu:wpaper:15-34.pdf.

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6. .

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7. Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts. (2017). Rodríguez, Gabriel ; Alvaro, Dennis ; Guillen, Angel .
   In: Review of World Economics (Weltwirtschaftliches Archiv).
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8. Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence. (2017). Hamori, Shigeyuki ; Fang, Zheng ; Chang, Youngho.
   In: International Journal of Economics and Finance.
   RePEc:ibn:ijefaa:v:9:y:2017:i:8:p:162-178.

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9. Tests for explosive financial bubbles in the presence of non-stationary volatility. (2016). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Robert, AM ; Sollis, Robert.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:38:y:2016:i:pb:p:548-574.

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10. Persistence of precious metal prices: a fractional integration approach with structural breaks. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Gil-Alaa, Luis Alberiko ; Aye, Goodness C ; Chang, Shinhye.
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11. Persistence of precious metal prices: A fractional integration approach with structural breaks. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Aye, Goodness C. ; Chang, Shinhye.
    In: Resources Policy.
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12. Developing Resource Use Scenarios for Europe. WWWforEurope Working Paper No. 25. (2013). Fischer-Kowalski, Marina ; Hausknost, Daniel ; Pallua, Irene ; Haas, Willi ; Wiedenhofer, Dominik.
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13. Do long-short speculators destabilize commodity futures markets?. (2013). Brooks, Chris ; Miffre, Joelle.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:230-240.

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14. The Relative Volatility of Commodity Prices: A re-appraisal. (2012). Lederman, Daniel ; arezki, rabah ; Zhao, Hongyan.
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15. Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422.

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16. The relative volatility of commodity prices : a reappraisal. (2011). Lederman, Daniel ; arezki, rabah ; Zhao, Hongyan.
    In: Policy Research Working Paper Series.
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17. The Relative Volatility of Commodity Prices; A Reappraisal. (2011). Lederman, Daniel ; arezki, rabah ; Zhao, Hongyan.
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18. The Relative Volatility of Commodity Prices: A Reappraisal. (2011). Lederman, Daniel ; arezki, rabah ; Zhao, Hongyan.
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19. Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities. (). Kourogenis, Nikolaos ; Koundouri, Phoebe ; Antypas, Antonios .
    In: DEOS Working Papers.
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1. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate. (2015). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
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2. Volatility persistence in crude oil markets. (2014). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
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3. Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries. (2013). Çevik, Emrah ; Cevik, Emrah Ismail ; KOSEOGLU, Sinem Derindere .
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4. Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration. (2013). Gebka, Bartosz ; Gbka, Bartosz ; Karoglou, Michail .
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5. Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew.
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6. Return and volatility spillovers among CIVETS stock markets. (2012). Korkmaz, Turhan ; Çevik, Emrah ; Atukeren, Erdal.
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7. One date, one break?. (2011). Law, Siong Hook ; Karoglou, Michail ; Demetriades, Panicos.
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   RePEc:spr:empeco:v:41:y:2011:i:1:p:7-24.

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8. On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2011). Sévi, Benoît ; Chevallier, Julien.
   In: Annals of Finance.
   RePEc:kap:annfin:v:7:y:2011:i:1:p:1-29.

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9. Inflation targeting in Latin America: Empirical analysis using GARCH models. (2011). Broto, Carmen.
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10. Sequential Testing with Uniformly Distributed Size. (2011). Kosenok, Grigory ; Anatolyev, Stanislav.
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11. Fractionally integrated time varying GARCH model. (2010). Boutahar, Mohamed ; Ben Nasr, Adnen ; Trabelsi, Abdelwahed.
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13. Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets. (2009). Funke, Michael ; Colavecchio, Roberta .
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14. Options Introduction and Volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
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15. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
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16. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
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17. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
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18. Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility. (2009). ulu, yasemin ; Schnabl, Gunther ; Hillebrand, Eric.
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19. Which power variation predicts volatility well?. (2009). Sohn, Bumjean ; Ghysels, Eric.
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20. A semiparametric model for the systematic factors of portfolio credit risk premia. (2009). Giammarino, Flavia ; Barrieu, Pauline .
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21. Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets. (2009). Funke, Michael ; Colavecchio, Roberta .
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22. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
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23. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
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24. A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility. (2008). Schnabl, Gunther ; Hillebrand, Eric.
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25. Structural breaks and GARCH models of exchange rate volatility. (2008). Strauss, Jack ; Rapach, David E..
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26. Adaptive pointwise estimation in time-inhomogeneous time-series models. (2008). Härdle, Wolfgang ; Cizek, Pavel ; Schafer, Dorothea ; Lee, Yuh-Jye ; Yeh, Yi-Ren ; Hardle, Wolfgang ; Spokoiny, Vladimir.
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27. Are Asian stock markets efficient? Evidence from new multiple variance ratio tests. (2008). Kim, Jae ; Shamsuddin, Abul.
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28. Inflation targeting in Latin America: Empirical analysis using GARCH models. (2008). Broto, Carmen.
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29. Are there Structural Breaks in Realized Volatility?. (2007). Maheu, John ; Liu, Chun.
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30. How useful are historical data for forecasting the long-run equity return distribution?. (2007). McCurdy, Tom ; Maheu, John.
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31. How useful are historical data for forecasting the long-run equity return distribution?. (2007). McCurdy, Tom ; Maheu, John.
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32. Instability of return prediction models. (2006). Timmermann, Allan ; Paye, Bradley S..
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33. Monitoring disruptions in financial markets. (2006). Andreou, Elena ; Ghysels, Eric.
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34. A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility. (2006). Schnabl, Gunther ; Hillebrand, Eric.
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35. Are feedback factors important in modelling financial data?. (2006). Veiga, Helena.
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36. Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility. (2006). ulu, yasemin ; Schnabl, Gunther ; Hillebrand, Eric.
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37. Overlaying Time Scales in Financial Volatility Data. (2005). Hillebrand, Eric.
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38. Long memory volatility dependency, temporal aggregation and the Korean currency crisis: the role of a high frequency Korean won (KRW)-US dollar ($) exchange rate. (2005). Han, YoungWook .
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39. Beware of breaks in exchange rates: Evidence from European transition countries. (2005). Kočenda, Evžen.
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40. Neglecting parameter changes in GARCH models. (2005). Hillebrand, Eric.
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41. Modelling structural breaks, long memory and stock market volatility: an overview. (2005). Urga, Giovanni ; Banerjee, Anindya.
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42. Testing for causality in variance in the presence of breaks. (2005). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise.
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43. The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection. (2004). Schnabl, Gunther ; Hillebrand, Eric.
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44. The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection. (2004). Schnabl, Gunther ; Hillebrand, Eric.
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45. Structural changes in volatility and stock market development: Evidence for Spain. (2004). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Hidalgo, Fernando Perez de Gracia, ; Eizaguirre, Juncal Cunado.
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46. Monitoring for Disruptions in Financial Markets. (2004). Ghysels, Eric ; Andreou, Elena.
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47. The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests. (2004). Ghysels, Eric ; Andreou, Elena.
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48. How wacky is the DAX? The changing structure of German stock market volatility. (2003). Stapf, Jelena ; Werner, Thomas.
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49. Test for Breaks in the Conditional Co-Movements of Asset Returns. (2003). Ghysels, Eric ; Andreou, Elena.
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50. Testing for Changes in the Unconditional Variance of Financial Time Series. (2003). Sansó, Andreu ; Carrion-i-Silvestre, Josep ; Arago, Vicent .
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