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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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Paris
OECD Publishing
2011
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Schriftenreihe: | OECD Food, Agriculture and Fisheries Papers
no.52 |
Schlagworte: | |
Online-Zugang: | Volltext |
Zusammenfassung: | 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. |
Beschreibung: | 1 Online-Ressource (51 p.) 21 x 29.7cm. |
DOI: | 10.1787/5kg0t00nrthc-en |
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indexdate | 2024-11-26T14:56:05Z |
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series2 | OECD Food, Agriculture and Fisheries Papers |
spelling | Huchet-Bourdon, Marilyne VerfasserIn aut Agricultural Commodity Price Volatility An Overview Marilyne, Huchet-Bourdon Paris OECD Publishing 2011 1 Online-Ressource (51 p.) 21 x 29.7cm. Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier OECD Food, Agriculture and Fisheries Papers no.52 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 Parallele Sprachausgabe Französisch Est-ce que la volatilité des prix des matières premières agricoles augmente ? : Une étude historique FWS01 ZDB-13-SOC FWS_PDA_SOC https://doi.org/10.1787/5kg0t00nrthc-en 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_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 |
work_keys_str_mv | AT huchetbourdonmarilyne agriculturalcommoditypricevolatilityanoverview |