VOLATILITY IN NATURAL GAS AND OIL MARKETS

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Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases (2005, methodology): “Pindyck (2004a) studies the relationship between the volatility of a commodity, its price and inventory level.”
Ethanol, Corn, and Soybean Price Relations in a Volatile Vehicle-Fuels Market (2009, background): “As noted by Pindyck [7], price volatility reflects the volatility of current as well as expected future values of production, consumption, and inventory demand.”
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “Furthermore, uncertainty is also propagated to households which reduce their consumption of durable goods (Bernanke 1983; Pindyck 2003).”
On the links between stock and commodity markets' volatility (2013, background): “where Dt = diag [√ h1t, √ h2t ] is a diagonal matrix of time-varying standard deviations issued from the estimation of univariate GARCH(1,1) processes: 10The increasing trend in volatility of oil and gas market prices in the USA has also been documented by Pindyck (2004) among others.”