volatility
Volatility and Analysis of Commodity Prices


The Commodity Library contains commodity price volatility reports and analyses.   There are hundreds of daily-updated Classic, VaR, and GARCH commodities price volatility charts.  The chart library also provides Chart Books in PDF format that contain groups of related charts.  The charts can be accessed through various Libraries that allow users to preview the charts by viewing descriptive information and chart thumbnails. These libraries can also be searched so it is very easy for users to find the chart they need.

The Commodity Library also contains many market reports focusing on current price levels and prices trends. The site is driven by a 10-year database containing spot and future rates on all major commodity prices. The database is processed everyday by an econometric software package that calculates and stores volatility information.  Classic/Standard Deviation Volatility is calculated for 20, 50 and 200-day periods, Exponentially Weighted Moving Average (EWMA) volatility is calculated using a .94 decay factor and Generalised Autoregressive Conditional Heteroskedasticity (GARCH) volaility, a state-of-the-art volatility measure, is also calculated daily.

The Market Reports are an ever-expanding group of reports that analyze the commodity market.  Examples include: Top 10 Commodity Volatilities, , Today's Top 10 Commodities Price Movers and Base Metals Prices.  These reports are presented in a powerful format that enables users to view thumbnail and full-size charts.

Market Watch is a service that allows users to place "watches" on commodities prices. When a price falls below or exceeds the limits set by the user they receive alerts in the form of an email that details the rate that triggered the alert and links to corresponding charts in the Chart Library.  The site is updated every day and you will be notified prompty if your limits have been met. Limits are easy to set and modify and there is no limit to the number of instruments you can "watch."

In summary, theFinancials.com Commodity Library allows you to:

- access current-day Commodity Market Price Reports & Charts
- request custom Market Reports and charts
- receive Market Reports daily via email
- receive Market Watch Email Alerts
- access breaking news feeds
- view real-time prices

The Market Reports, Market Watch and Chart Library resources are driven by user demand. If there is something you need that is not addressed by the Commodity Library feel free to contact us at futures at theFinancials.com.

At the Commodity Library, you'll discover an easy to use, information packed web site. Click here to learn more about volatility and commodity analysis.