A systematic review on price volatility in agriculture
Author
Abstract
Suggested Citation
DOI: 10.1111/joes.12549
Download full text from publisher
References listed on IDEAS
- Amani Elobeid & Simla Tokgoz, 2008.
"Removing Distortions in the U.S. Ethanol Market: What Does It Imply for the United States and Brazil?,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 90(4), pages 918-932.
- Elobeid, Amani E. & Tokgoz, Simla, 2007. "Removing Distortions in the U.S. Ethanol Market: What Does It Imply for the United States and Brazil?," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9808, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Bruce A. Babcock, 2012.
"The impact of US biofuel policies on agricultural price levels and volatility,"
China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 4(4), pages 407-426, November.
- Babcock, Bruce A., 2011. "The Impact of US Biofuel Policies on Agricultural Price Levels and Volatility," Price Volatility and Beyond 320192, International Centre for Trade and Sustainable Development (ICTSD).
- Harwood, Joy L. & Heifner, Richard G. & Coble, Keith H. & Perry, Janet E. & Somwaru, Agapi, 1999. "Managing Risk in Farming: Concepts, Research, and Analysis," Agricultural Economic Reports 34081, United States Department of Agriculture, Economic Research Service.
- Helena Kahiluoto, 2020. "Food systems for resilient futures," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 12(4), pages 853-857, August.
- Jian Yang & Michael Haigh & David Leatham, 2001.
"Agricultural liberalization policy and commodity price volatility: a GARCH application,"
Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 593-598.
- Yang, Jian & Leatham, David J. & Haigh, Michael S., 1999. "Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application," 1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada 132337, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- Joshua Huang & Teresa Serra & Philip Garcia, 2021. "The Value of USDA Announcements in the Electronically Traded Corn Futures Market: A Modified Sufficient Test with Risk Adjustments," Journal of Agricultural Economics, Wiley Blackwell, vol. 72(3), pages 712-734, September.
- Lefebvre, Marianne & Midler, Estelle & Bontems, Philippe, 2020. "Adoption of environmentally-friendly agricultural practices with background risk: experimental evidence," TSE Working Papers 20-1079, Toulouse School of Economics (TSE).
- Achille Barnabé Assouto & Denis Acclassato Houensou & Gervasio Semedo, 2020. "Price risk and farmers’ decisions: A case study from Benin," Post-Print hal-03533062, HAL.
- Jian Yang & R. Brian Balyeat & David J. Leatham, 2005.
"Futures Trading Activity and Commodity Cash Price Volatility,"
Journal of Business Finance & Accounting,
Wiley Blackwell, vol. 32(1‐2), pages 297-323, January.
- Jian Yang & R. Brian Balyeat & David J. Leatham, 2005. "Futures Trading Activity and Commodity Cash Price Volatility," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(1-2), pages 297-323.
- Giliola Frey & Matteo Manera, 2007.
"Econometric Models Of Asymmetric Price Transmission,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(2), pages 349-415, April.
- Frey, Giliola & Manera, Matteo, 2005. "Econometric Models of Asymmetric Price Transmission," International Energy Markets Working Papers 12122, Fondazione Eni Enrico Mattei (FEEM).
- Matteo Manera & Giliola Frey, 2005. "Econometric Models of Asymmetric Price Transmission," Working Papers 2005.100, Fondazione Eni Enrico Mattei.
- Joël Cariolle & Michaël Goujon, 2015.
"Measuring Macroeconomic Instability: A Critical Survey Illustrated With Exports Series,"
Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 1-26, February.
- Joel Cariolle & Michaël Goujon, 2015. "Measuring macroeconomic instability: a critical survey illustrated with exports series," Post-Print halshs-01273229, HAL.
- Jason R.V. Franken & Joost M.E. Pennings & Philip Garcia, 2014. "Measuring the effect of risk attitude on marketing behavior," Agricultural Economics, International Association of Agricultural Economists, vol. 45(5), pages 525-535, September.
- Aled Jones & Bradley Hiller, 2017. "Exploring the Dynamics of Responses to Food Production Shocks," Sustainability, MDPI, vol. 9(6), pages 1-12, June.
- Chengsi Zhang & Chunming Meng & Lisa Getz, 2014. "Food prices and inflation dynamics in China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 6(3), pages 395-412, August.
- Jean-Paul Chavas & Aashish Mehta, 2004.
"Price Dynamics in a Vertical Sector: The Case of Butter,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(4), pages 1078-1093.
- Chavas, Jean- Paul & Mehta, Aashish, 2002. "Price Dynamics in a Vertical Sector: The Case of Butter," Working Papers 201555, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
- Chavas, Jean-Paul & Mehta, Aashish, 2002. "Price Dynamics In A Vertical Sector: The Case Of Butter," Staff Papers 12676, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
- Chavas, Jean-Paul & Mehta, Aashish, 2002. "Price Dynamics in a Vertical Sector: The Case of Butter," Staff Paper Series 452, University of Wisconsin, Agricultural and Applied Economics.
- Hervé Ott, 2014. "Extent and possible causes of intrayear agricultural commodity price volatility," Agricultural Economics, International Association of Agricultural Economists, vol. 45(2), pages 225-252, March.
- Donald F. Larson & Jock R. Anderson & Panos Varangis, 2004. "Policies on Managing Risk in Agricultural Markets," The World Bank Research Observer, World Bank, vol. 19(2), pages 199-230.
- Eskandar Elmarzougui & Bruno Larue, 2013.
"On the Evolving Relationship Between Corn and Oil Prices,"
Agribusiness, John Wiley & Sons, Ltd., vol. 29(3), pages 344-360, June.
- Eskandar Elmarzougui & Bruno Larue, 2011. "On the Evolving Relationship between Corn and Oil Prices," Cahiers de recherche CREATE 2011-3, CREATE.
- Elmarzougui, Eskandar & Larue, Bruno, 2011. "On the Evolving Relationship between Corn and Oil Prices," Working Papers 118580, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE).
- Fabio Gaetano Santeramo & Emilia Lamonaca & Francesco Contò & Gianluca Nardone & Antonio Stasi, 2018.
"Drivers of grain price volatility: a cursory critical review,"
Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 64(8), pages 347-356.
- Santeramo, Fabio Gaetano & Lamonaca, Emilia & Contò, Francesco & Stasi, Antonio & Nardone, Gianluca, 2017. "Drivers of grain price volatility: a cursory critical review," MPRA Paper 79427, University Library of Munich, Germany.
- V. Ernesto Alex Guerra & Eugenio Sebastián Antonio Bobenrieth H. & Juan Rodrigo Andrés Bobenrieth H. & Carlo Cafiero, 2015. "Editor's choice Empirical commodity storage model: the challenge of matching data and theory," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 42(4), pages 607-623.
- Bruce A. Babcock, 2012. "The impact of US biofuel policies on agricultural price levels and volatility," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 4(4), pages 407-426, November.
- Marc F. Bellemare & Yu Na Lee & David R. Just, 2020. "Producer Attitudes Toward Output Price Risk: Experimental Evidence from the Lab and from the Field," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(3), pages 806-825, May.
- Dengjun Zhang, 2015. "The trade effect of price risk: a system-wide approach," Empirical Economics, Springer, vol. 48(3), pages 1149-1167, May.
- Olivier Bonroy & Jean-Philippe Gervais & Bruno Larue, 2007.
"Are exports a monotonic function of exchange rate volatility? Evidence from disaggregated pork exports,"
Canadian Journal of Economics, Canadian Economics Association, vol. 40(1), pages 127-154, February.
- Olivier Bonroy & Jean‐Philippe Gervais & Bruno Larue, 2007. "Are exports a monotonic function of exchange rate volatility? Evidence from disaggregated pork exports," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(1), pages 127-154, February.
- Jasmien De Winne & Gert Peersman, 2016.
"Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 47(2 (Fall)), pages 183-286.
- Jasmien De Winne & Gert Peersman, 2016. "Macroeconomic Effects Of Disruptions In Global Food Commodity Markets: Evidence For The United States," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/924, Ghent University, Faculty of Economics and Business Administration.
- Jasmien De Winne & Gert Peersman, 2016. "Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States," CESifo Working Paper Series 6193, CESifo.
- Ghoshray, Atanu, 2011. "A reexamination of trends in primary commodity prices," Journal of Development Economics, Elsevier, vol. 95(2), pages 242-251, July.
- Chang, Chia-Lin & Huang, Biing-Wen & Chen, Meng-Gu & McAleer, Michael, 2011.
"Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1491-1506.
- Chia-Lin Chang & Michael McAleer & Biing-Wen Huang & Meng-Gu Chen, 2009. "Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO," Documentos de Trabajo del ICAE 2009-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer, 2010. "Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO," Working Papers in Economics 10/39, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer, 2009. "Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO," CIRJE F-Series CIRJE-F-642, CIRJE, Faculty of Economics, University of Tokyo.
- Yoji Kunimitsu & Gen Sakurai & Toshichika Iizumi, 2020. "Systemic Risk in Global Agricultural Markets and Trade Liberalization under Climate Change: Synchronized Crop-Yield Change and Agricultural Price Volatility," Sustainability, MDPI, vol. 12(24), pages 1-17, December.
- Tiago Silveira Gontijo & Alexandre de C ssio Rodrigues & Cristiana Fernandes De Muylder & Jefferson Lopes la Falce & Thiago Henrique Martins Pereira, 2020. "Analysis of Olive Oil Market Volatility using the ARCH and GARCH techniques," International Journal of Energy Economics and Policy, Econjournals, vol. 10(3), pages 423-428.
- Calum G. Turvey & Sridar Komar, 2007.
"Martingale Restrictions and the Implied Market Price of Risk,"
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 55(1), pages 138-158, March.
- Calum G. Turvey & Sridar Komar, 2006. "Martingale Restrictions and the Implied Market Price of Risk," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 54(3), pages 379-399, September.
- Ray Huffaker, 2015. "Building Economic Models Corresponding to the Real World," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 37(4), pages 537-552.
- Femenia, Fabienne, 2010. "Impacts of Stockholding Behaviour on Agricultural Market Volatility: A Dynamic Computable General Equilibrium Approach," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 59(03), pages 1-15, September.
- Femenia, Fabienne, 2010. "Impacts of Stockholding Behaviour on Agricultural Market Volatility: A Dynamic Computable General Equilibrium Approach," Journal of International Agricultural Trade and Development, Journal of International Agricultural Trade and Development, vol. 59(3).
- Lance J. Bachmeier & James M. Griffin, 2003.
"New Evidence on Asymmetric Gasoline Price Responses,"
The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 772-776, August.
- Lance J. Bachmeier & James M. Griffin, "undated". "New Evidence on Asymmetric Gasoline Price Responses," Working Papers 0208, East Carolina University, Department of Economics.
- Awartani, Basel & Aktham, Maghyereh & Cherif, Guermat, 2016. "The connectedness between crude oil and financial markets: Evidence from implied volatility indices," Journal of Commodity Markets, Elsevier, vol. 4(1), pages 56-69.
- Yongmei Fang & Bo Guan & Shangjuan Wu & Saeed Heravi, 2020. "Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 877-886, September.
- Jean-Paul Chavas & Kwansoo Kim, 2004. "A Heteroskedastic Multivariate Tobit Analysis of Price Dynamics in the Presence of Price Floors," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(3), pages 576-593.
- Muflikh, Y.N. & Smith, C. & Brown, C. & Aziz, A.A., 2021. "Analysing price volatility in agricultural value chains using systems thinking: A case study of the Indonesian chilli value chain," Agricultural Systems, Elsevier, vol. 192(C).
- Arnade, Carlos & Cooke, Bryce & Gale, Fred, 2017. "Agricultural price transmission: China relationships with world commodity markets," Journal of Commodity Markets, Elsevier, vol. 7(C), pages 28-40.
- Nicolas Legrand, 2019.
"The Empirical Merit Of Structural Explanations Of Commodity Price Volatility: Review And Perspectives,"
Journal of Economic Surveys, Wiley Blackwell, vol. 33(2), pages 639-664, April.
- Nicolas Legrand, 2019. "The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives," Post-Print hal-01924388, HAL.
- Marianne Lefebvre & Estelle Midler & Philippe Bontems, 2020. "Adoption of Environment-Friendly Agricultural Practices with Background Risk: Experimental Evidence," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 76(2), pages 405-428, July.
- Srinivasan, P. V. & Jha, Shikha, 2001. "Liberalized trade and domestic price stability. The case of rice and wheat in India," Journal of Development Economics, Elsevier, vol. 65(2), pages 417-441, August.
- Stacie Beck, 2001. "Autoregressive conditional heteroscedasticity in commodity spot prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 115-132.
- Liu, Xing & Lehtonen, Heikki & Purola, Tuomo & Pavlova, Yulia & Rötter, Reimund & Palosuo, Taru, 2016. "Dynamic economic modelling of crop rotations with farm management practices under future pest pressure," Agricultural Systems, Elsevier, vol. 144(C), pages 65-76.
- Chris M. Boyd & Marc F. Bellemare, 2020. "The Microeconomics of Agricultural Price Risk," Annual Review of Resource Economics, Annual Reviews, vol. 12(1), pages 149-169, October.
- Bolotova, Yuliya & McIntosh, Christopher S. & Muthusamy, Kalamani & Patterson, Paul E., 2008. "The Impact of Coordination of Production and Marketing Strategies on Price Behavior: Evidence from the Idaho Potato Industry," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 11(3), pages 1-30, September.
- Caroline Roussy & Aude Ridier & Karim Chaib & Marie Boyet, 2018. "Marketing contracts and risk management for cereal producers," Agribusiness, John Wiley & Sons, Ltd., vol. 34(3), pages 616-630, June.
- Evan Fraser & Alexander Legwegoh & Krishna KC, 2015. "Food stocks and grain reserves: evaluating whether storing food creates resilient food systems," Journal of Environmental Studies and Sciences, Springer;Association of Environmental Studies and Sciences, vol. 5(3), pages 445-458, September.
- Kim, Kwansoo & Chavas, Jean-Paul, 2002. "A Dynamic Analysis Of The Effects Of A Price Support Program On Price Dynamics And Price Volatility," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(2), pages 1-20, December.
- Gerald Shively & Ganesh Thapa, 2017. "Markets, Transportation Infrastructure, and Food Prices in Nepal," American Journal of Agricultural Economics, John Wiley & Sons, vol. 99(3), pages 660-682, April.
- Monk, M.J. & Jordaan, Henry & Grové, B., 2010. "Factors affecting the price volatility of July futures contracts for white maize in South Africa," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 49(4), December.
- Gerald Shively & Ganesh Thapa, 2017. "Markets, Transportation Infrastructure, and Food Prices in Nepal," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(3), pages 660-682.
- Bettendorf, Leon & van der Geest, Stephanie A. & Varkevisser, Marco, 2003. "Price asymmetry in the Dutch retail gasoline market," Energy Economics, Elsevier, vol. 25(6), pages 669-689, November.
- Fredy T. M. Kilima & Chanjin Chung & Phil Kenkel & Emanuel R. Mbiha, 2008. "Impacts of Market Reform on Spatial Volatility of Maize Prices in Tanzania," Journal of Agricultural Economics, Wiley Blackwell, vol. 59(2), pages 257-270, June.
- Martin T. Bohl, Pierre Siklos, Claudia Wellenreuther, 2018.
"Speculative Activity and Returns to Volatility of Chinese Major Agricultural Commodity Futures,"
LCERPA Working Papers
0111, Laurier Centre for Economic Research and Policy Analysis, revised 30 Jan 2018.
- Martin T. Bohl & Pierre L. Siklos & Claudia Wellenreuther, 2018. "Speculative activity and returns volatility of Chinese major agricultural commodity futures," CAMA Working Papers 2018-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dejan Živkov & Jovan Njegić & Marko Pećanac, 2019. "Multiscale interdependence between the major agricultural commodities," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 65(2), pages 82-92.
- N. R. Bhanumurthy & Pami Dua & Lokendra Kumawat, 2013. "Weather Shocks And Agricultural Commodity Prices In India," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 1-20.
- Jeffrey J. Reimer, 2007. "Assessing Global Computable General Equilibrium Model Validity Using Agricultural Price Volatility," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(2), pages 383-397.
- Olga Isengildina-Massa & Scott H. Irwin & Darrel L. Good & Jennifer K. Gomez, 2008. "Impact of WASDE reports on implied volatility in corn and soybean markets," Agribusiness, John Wiley & Sons, Ltd., vol. 24(4), pages 473-490.
- Philip Abbott & Adeline Borot de Battisti, 2011. "Recent Global Food Price Shocks: Causes, Consequences and Lessons for African Governments and Donors-super- †," Journal of African Economies, Centre for the Study of African Economies, vol. 20(suppl_1), pages -62, May.
- Bohl, Martin T. & Siklos, Pierre L. & Wellenreuther, Claudia, 2018. "Speculative activity and returns volatility of Chinese agricultural commodity futures," Journal of Asian Economics, Elsevier, vol. 54(C), pages 69-91.
- Chengsi Zhang & Chunming Meng & Lisa Getz, 2014. "Food prices and inflation dynamics in China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 6(3), pages 395-412, August.
- Marin Bozic & Christopher A. Kanter & Brian W. Gould, 2012. "Tracing the evolution of the aggregate U.S. milk supply elasticity using a herd dynamics model," Agricultural Economics, International Association of Agricultural Economists, vol. 43(5), pages 515-530, September.
- Titus O. Awokuse & Xiaohong Wang, 2009. "Threshold Effects and Asymmetric Price Adjustments in U.S. Dairy Markets," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 57(2), pages 269-286, June.
- Fofana, Ismaél & Chitiga, Margaret & Mabugu, Ramos, 2009. "Oil prices and the South African economy: A macro-meso-micro analysis," Energy Policy, Elsevier, vol. 37(12), pages 5509-5518, December.
- Blanco, María & Ramos, Fabien & Van Doorslaer, Benjamin & Martínez, Pilar & Fumagalli, Davide & Ceglar, Andrej & Fernández, Francisco J., 2017. "Climate change impacts on EU agriculture: A regionalized perspective taking into account market-driven adjustments," Agricultural Systems, Elsevier, vol. 156(C), pages 52-66.
- Christophe Gouel, 2012.
"Agricultural Price Instability: A Survey Of Competing Explanations And Remedies,"
Journal of Economic Surveys, Wiley Blackwell, vol. 26(1), pages 129-156, February.
- Christophe C. Gouel, 2012. "Agricultural price instability: a survey of competing explanations and remedies," Post-Print hal-01001218, HAL.
- Mehmet Balcilar & Festus Victor Bekun, 2020. "Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index," Agrekon, Taylor & Francis Journals, vol. 59(3), pages 366-385, July.
- Zofia Gródek-Szostak & Gabriela Malik & Danuta Kajrunajtys & Anna Szeląg-Sikora & Jakub Sikora & Maciej Kuboń & Marcin Niemiec & Joanna Kapusta-Duch, 2019. "Modeling the Dependency between Extreme Prices of Selected Agricultural Products on the Derivatives Market Using the Linkage Function," Sustainability, MDPI, vol. 11(15), pages 1-14, August.
- Torun Fretheim & Glenn Kristiansen, 2015. "Commodity market risk from 1995 to 2013: an extreme value theory approach," Applied Economics, Taylor & Francis Journals, vol. 47(26), pages 2768-2782, June.
- Marc F. Bellemare & Christopher B. Barrett & David R. Just, 2013. "The Welfare Impacts of Commodity Price Volatility: Evidence from Rural Ethiopia," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 95(4), pages 877-899.
- Elobeid, Amani & Tokgoz, Simla, 2008. "AJAE Appendix for “Removing Distortions in the U.S. Ethanol Market: What Does It Imply for the United States and Brazil?”," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 90(4), pages 1-30, February.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Lukasz Chmielewski, 2024. "Volatility of Rapeseed and Oil Prices Amid War in Ukraine," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 47-66.
- Faure, Jérôme & Mouysset, Lauriane, 2025. "Natural insurance as a green alternative for farmers? Empirical evidence for semi-natural habitats and methodological bias," Ecological Economics, Elsevier, vol. 227(C).
- Muflikh, Yanti Nuraeni & Smith, Carl & Brown, Colin & Kusnadi, Nunung & Kiloes, Adhitya Marendra & Aziz, Ammar Abdul, 2024. "Integrating system dynamics to value chain analysis to address price volatility in the Indonesian chilli value chain," Food Policy, Elsevier, vol. 128(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Nicolas Legrand, 2019.
"The Empirical Merit Of Structural Explanations Of Commodity Price Volatility: Review And Perspectives,"
Journal of Economic Surveys, Wiley Blackwell, vol. 33(2), pages 639-664, April.
- Nicolas Legrand, 2019. "The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives," Post-Print hal-01924388, HAL.
- Shon Ferguson & David Ubilava, 2022.
"Global commodity market disruption and the fallout,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(4), pages 737-752, October.
- Ferguson, Shon & Ubilava, David, 2022. "Global commodity market disruption and the fallout," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(04), January.
- Oyakhilomen Oyinbo & Jordan Chamberlin & Tahirou Abdoulaye & Miet Maertens, 2022. "Digital extension, price risk, and farm performance: experimental evidence from Nigeria," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(2), pages 831-852, March.
- Antonio, Ronald Jeremy & Valera, Harold Glenn & Mishra, Ashok & Pede, Valerien & Yamano, Takashi & Vieira, Bernardo Oliva, 2024. "Rice price inflation dynamics in the Philippines," MPRA Paper 123641, University Library of Munich, Germany.
- Michael Polemis, 2012. "Competition and price asymmetries in the Greek oil sector: an empirical analysis on gasoline market," Empirical Economics, Springer, vol. 43(2), pages 789-817, October.
- Aymeric Ricome & Arnaud Reynaud, 2022. "Marketing contract choices in agriculture: The role of price expectation and price risk management," Agricultural Economics, International Association of Agricultural Economists, vol. 53(1), pages 170-186, January.
- Deltas, George & Polemis, Michael, 2020.
"Estimating retail gasoline price dynamics: The effects of sample characteristics and research design,"
Energy Economics, Elsevier, vol. 92(C).
- Deltas, George & Polemis, Michael, 2018. "Estimating retail gasoline price dynamics: The effects of sample characteristics and research design," MPRA Paper 89570, University Library of Munich, Germany.
- Bellemare, Marc F., 2022.
"Agricultural value chains: towards a marriage of development economics and industrial organisation?,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(02), January.
- Marc F. Bellemare, 2022. "Agricultural value chains: towards a marriage of development economics and industrial organisation?," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(2), pages 241-255, April.
- Anisa Dwi Utami & Harianto Harianto & Bayu Krisnamurthi, 2023. "Exploring the pattern of price interdependence in rice market in Indonesia in the presence of quality differential," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(1), pages 2178123-217, December.
- Yu Na Lee, 2021. "Does Aversion to Price Risk Drive Migration? Evidence from Rural Ethiopia," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(4), pages 1268-1293, August.
- Ederington, Louis H. & Fernando, Chitru S. & Hoelscher, Seth A. & Lee, Thomas K. & Linn, Scott C., 2019. "A review of the evidence on the relation between crude oil prices and petroleum product prices," Journal of Commodity Markets, Elsevier, vol. 13(C), pages 1-15.
- Jordi Perdiguero-García, 2010. "“Symmetric or asymmetric gasoline prices? A metaanalysis approach”," IREA Working Papers 201013, University of Barcelona, Research Institute of Applied Economics, revised Nov 2010.
- Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security," Agriculture, MDPI, vol. 12(11), pages 1-27, November.
- Christophe Gouel, 2012.
"Agricultural Price Instability: A Survey Of Competing Explanations And Remedies,"
Journal of Economic Surveys, Wiley Blackwell, vol. 26(1), pages 129-156, February.
- Christophe C. Gouel, 2012. "Agricultural price instability: a survey of competing explanations and remedies," Post-Print hal-01001218, HAL.
- Boyd, Chris M. & Bellemare, Marc F., 2022.
"Why not insure prices? Experimental evidence from Peru,"
Journal of Economic Behavior & Organization, Elsevier, vol. 202(C), pages 580-631.
- Boyd, Chris M. & Bellemare, Marc F., 2021. "Why Not Insure Prices? Experimental Evidence from Peru," 2021 Annual Meeting, August 1-3, Austin, Texas 312842, Agricultural and Applied Economics Association.
- Boyd, Chris M. & Bellemare, Marc F., 2021. "Why Not Insure Prices? Experimental Evidence from Peru," 2021 Conference, August 17-31, 2021, Virtual 315337, International Association of Agricultural Economists.
- Giliola Frey & Matteo Manera, 2007.
"Econometric Models Of Asymmetric Price Transmission,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(2), pages 349-415, April.
- Matteo Manera & Giliola Frey, 2005. "Econometric Models of Asymmetric Price Transmission," Working Papers 2005.100, Fondazione Eni Enrico Mattei.
- Frey, Giliola & Manera, Matteo, 2005. "Econometric Models of Asymmetric Price Transmission," International Energy Markets Working Papers 12122, Fondazione Eni Enrico Mattei (FEEM).
- Polemis, Michael L. & Fotis, Panagiotis N., 2014. "The taxation effect on gasoline price asymmetry nexus: Evidence from both sides of the Atlantic," Energy Policy, Elsevier, vol. 73(C), pages 225-233.
- Fabrizio Venditti, 2010. "Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way," Temi di discussione (Economic working papers) 751, Bank of Italy, Economic Research and International Relations Area.
- Bairagi, S. & Mohanty, S., 2018. "Analysis of Price Transmission along the Cambodian Rice Value Chain," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277022, International Association of Agricultural Economists.
- Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jecsur:v:38:y:2024:i:1:p:268-294. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0950-0804 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.