Agricultural Commodity Price Volatility: An Overview
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 i...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Paris
OECD Publishing
2011
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| Series: | OECD Food, Agriculture and Fisheries Papers
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| Subjects: | |
| Online Access: | Volltext |
| Summary: | 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 |
| Physical Description: | 1 Online-Ressource (51 Seiten) 21 x 29.7cm |
| DOI: | 10.1787/5kg0t00nrthc-en |
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| spelling | Huchet-Bourdon, Marilyne Verfasser aut Agricultural Commodity Price Volatility An Overview Marilyne Huchet-Bourdon Paris OECD Publishing 2011 1 Online-Ressource (51 Seiten) 21 x 29.7cm txt rdacontent c rdamedia cr rdacarrier OECD Food, Agriculture and Fisheries Papers 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 Agriculture and Food https://doi.org/10.1787/5kg0t00nrthc-en Verlag kostenfrei Volltext |
| spellingShingle | Huchet-Bourdon, Marilyne Agricultural Commodity Price Volatility An Overview Agriculture and Food |
| title | Agricultural Commodity Price Volatility An Overview |
| title_auth | Agricultural Commodity Price Volatility An Overview |
| title_exact_search | Agricultural Commodity Price Volatility An Overview |
| title_exact_search_txtP | Agricultural Commodity Price Volatility An Overview |
| title_full | Agricultural Commodity Price Volatility An Overview Marilyne Huchet-Bourdon |
| title_fullStr | Agricultural Commodity Price Volatility An Overview Marilyne Huchet-Bourdon |
| title_full_unstemmed | Agricultural Commodity Price Volatility An Overview Marilyne Huchet-Bourdon |
| title_short | Agricultural Commodity Price Volatility |
| title_sort | agricultural commodity price volatility an overview |
| title_sub | An Overview |
| topic | Agriculture and Food |
| topic_facet | Agriculture and Food |
| url | https://doi.org/10.1787/5kg0t00nrthc-en |
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