Agricultural Commodity Price Volatility: An Overview

Abstract : Recent years have witnessed a sharp increase in many commodity prices. This report examines the question of whether commodity price volatility has materially changed with the rapid run up in world prices in 2006-09, followed by an equally sharp decline in many commodity prices. The report analyses international price volatility for selected agricultural commodities over the past half-century and their relationship with crude oil, fertiliser and the euro-dollar exchange rates. The analysis utilises different data sources, frequency of price observations, periods of observation, price volatility measures and a number of statistical tests to examine the various dimensions of the issue
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Recent years have witnessed a sharp increase in many commodity prices. This report examines the q.. 2011, non paginé. 〈10.1787/5kg0t00nrthc-en〉
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https://hal-agrocampus-ouest.archives-ouvertes.fr/hal-00842480
Contributeur : Catherine Cliquet <>
Soumis le : jeudi 11 juillet 2013 - 17:34:21
Dernière modification le : mercredi 4 avril 2018 - 09:59:12

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Marilyne Huchet-Bourdon. Agricultural Commodity Price Volatility: An Overview. Recent years have witnessed a sharp increase in many commodity prices. This report examines the q.. 2011, non paginé. 〈10.1787/5kg0t00nrthc-en〉. 〈hal-00842480〉

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