Recent food prices movements: A time series analysis
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- David Coady & Paul Dorosh & Bart Minten, 2008.
"Evaluating Alternative Policy Responses to Higher World Food Prices: The Case of Increasing Rice Prices in Madagascar,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(3), pages 711-722.
- Coady,David & Dorosh,Paul & Minten,Bart, 2008. "Evaluating alternative policy responses to higher world food prices: The case of increasing rice prices in Madagascar," IFPRI discussion papers 780, International Food Policy Research Institute (IFPRI).
- Trostle, Ronald, 2008. "Factors Contributing to Recent Increases in Food Commodity Prices (PowerPoint)," Seminars 43902, USDA Economists Group.
- Coady, David & Dorosh, Paul & Minten, Bart, 2008. "AJAE Appendix for Evaluating Alternative Policy Responses to Higher World Food Prices: The Case of Increasing Rice Prices in Madagascar," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 91(3), pages 1-8, December.
- von Braun, Joachim & Torero, Maximo, 2008. "Physical and virtual global food reserves to protect the poor and prevent market failure:," Policy briefs 4, International Food Policy Research Institute (IFPRI).
- Dwight R. Sanders & Scott H. Irwin & Robert P. Merrin, 2010.
"The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?,"
Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 32(1), pages 77-94.
- Dwight R. Sanders & Scott H. Irwin & Robert P. Merrin, 2010. "The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 32(1), pages 77-94.
- Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2008. "The Adequacy of Speculation in Agricultural Futures Markets:Too Much of a Good Thing?," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37615, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2008. "The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?," Marketing and Outlook Research Reports 37512, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
- Ivanic, Maros & Martin, Will, 2008. "Implications of higher global food prices for poverty in low-income countries," Policy Research Working Paper Series 4594, The World Bank.
- Mitchell, Donald, 2008. "A note on rising food prices," Policy Research Working Paper Series 4682, The World Bank.
- repec:bla:eurcho:v:7:y:2008:i:specialissuecap:p:30-35 is not listed on IDEAS
- Milan Brahmbhatt & Luc Christiaensen, 2008. "Rising Food Prices in East Asia : Challenges and Policy Options," World Bank Publications - Reports 19521, The World Bank Group.
- Irwin, Scott H. & Garcia, Philip & Good, Darrel L. & Kunda, Eugene L., 2008. "Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 23(2), pages 1-6.
- von Braun, Joachim, 2007. "The world food situation: New driving forces and required actions," Food policy reports 18, International Food Policy Research Institute (IFPRI).
- Fan, Shenggen & Rosegrant, Mark W., 2008. "Investing in agriculture to overcome the world food crisis and reduce poverty and hunger:," Policy briefs 3, International Food Policy Research Institute (IFPRI).
- von Braun, Joachim & Ahmed, Akhter & Asenso-Okyere, Kwadwo & Fan, Shenggen & Gulati, Ashok & Hoddinott, John & Pandya-Lorch, Rajul & Rosegrant, Mark W. & Ruel, Marie & Torero, Maximo & van Rheenen, Te, 2008. "High food prices: The what, who, and how of proposed policy actions," Policy briefs 1A, International Food Policy Research Institute (IFPRI).
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.- Nora Lustig, 2009.
"Coping with Rising Food Prices: Policy Dilemmas in the Developing World,"
Working Papers
0907, Tulane University, Department of Economics.
- Nora Lustig, 2009. "Coping with Rising Food Prices: Policy Dilemmas in the Developing World," Working Papers 2009-04, The George Washington University, Institute for International Economic Policy.
- Nora Lustig, 2009. "Coping with Rising Food Prices: Policy Dilemmas in the Developing World," Working Papers 164, Center for Global Development.
- Nora Lustig, 2009. "Coping with Rising Food Prices: Policy Dilemmas in the Developing World," Working Papers id:2241, eSocialSciences.
- Derek Headey & Shenggen Fan, 2008.
"Anatomy of a crisis: the causes and consequences of surging food prices,"
Agricultural Economics, International Association of Agricultural Economists, vol. 39(s1), pages 375-391, November.
- Headey, Derek & Fan, Shenggen, 2008. "Anatomy of a crisis: The causes and consequences of surging food prices," IFPRI discussion papers 831, International Food Policy Research Institute (IFPRI).
- Delphine Boutin, 2011. "D’une crise à l’autre : Mesurer l’impact des prix alimentaires sur la pauvreté," Larefi Working Papers 1106, Larefi, Université Bordeaux 4.
- Yu, T. Edward & Tokgoz, Simla & Wailes, Eric & Chavez, Eddie C., 2017.
"A quantitative analysis of trade policy responses to higher world agricultural commodity prices:,"
IFPRI book chapters, in: Bouët, Antoine & Laborde Debucquet, David (ed.), Agriculture, development, and the global trading system: 2000– 2015, chapter 11,
International Food Policy Research Institute (IFPRI).
- Edward Yu, Tun-Hsiang & Tokgoz, Simla & Wailes, Eric & Chavez, Eddie, 2011. "A quantitative analysis of trade policy responses to higher world agricultural commodity prices," Food Policy, Elsevier, vol. 36(5), pages 545-561, October.
- José Cuesta & Suzanne Duryea & Fidel Jaramillo & Marcos Robles, 2010. "Distributive impacts of the food price crisis in the Andean region," Journal of International Development, John Wiley & Sons, Ltd., vol. 22(7), pages 846-865.
- Gutierrez, L. & Piras, F., 2013. "A Global Wheat Market Model (GLOWMM) for the Analysis of Wheat Export Prices," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149760, Italian Association of Agricultural and Applied Economics (AIEAA).
- Songwe, Vera, 2011. "Food, Financial Crises, and Complex Derivatives: A Tale of High Stakes Innovation and Diversification," World Bank - Economic Premise, The World Bank, issue 69, pages 1-9, November.
- Delphine Boutin, 2011. "D’une crise à l’autre : Mesurer l’impact des prix alimentaires sur la pauvreté," Larefi Working Papers 201106, Larefi, Université Bordeaux 4.
- repec:ebl:ecbull:v:17:y:2008:i:22:p:1-11 is not listed on IDEAS
- Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2012.
"Returns in commodities futures markets and financial speculation: a multivariate GARCH approach,"
Quaderni di Dipartimento
170, University of Pavia, Department of Economics and Quantitative Methods.
- Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria, 2012. "Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach," Energy: Resources and Markets 122868, Fondazione Eni Enrico Mattei (FEEM).
- Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2012. "Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach," Working Papers 2012.23, Fondazione Eni Enrico Mattei.
- Craig Sugden, 2009. "Responding to High Commodity Prices," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 23(1), pages 79-105, May.
- Loening, Josef L. & Durevall, Dick & Ayalew Birru, Yohannes, 2009.
"Inflation Dynamics and Food Prices in an Agricultural Economy: The Case of Ethiopia,"
Working Papers in Economics
347, University of Gothenburg, Department of Economics.
- Loening, Josef L. & Durevall, Dick & Birru, Yohannes A., 2009. "Inflation dynamics and food prices in an agricultural economy : the case of Ethiopia," Policy Research Working Paper Series 4969, The World Bank.
- Baffes, John & Haniotis, Tassos, 2010. "Placing the 2006/08 commodity price boom into perspective," Policy Research Working Paper Series 5371, The World Bank.
- Hovland, Ingeborg, 2009. "The food crisis of 2008: Impact assessment of IFPRI's communications strategy," Impact assessments 29, International Food Policy Research Institute (IFPRI).
- Tandon, Sharad, 2015. "How much do Experiential Measures of Food Security Tell us About Nutrition?," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 204911, Agricultural and Applied Economics Association.
- Brian D. Wright, 2012.
"International Grain Reserves And Other Instruments to Address Volatility in Grain Markets,"
The World Bank Research Observer, World Bank, vol. 27(2), pages 222-260, August.
- Wright, Brian, 2009. "International grain reserves and other instruments to address volatility in grain markets," Policy Research Working Paper Series 5028, The World Bank.
- Algieri, Bernardina, 2013. "A Roller Coaster Ride: an empirical investigation of the main drivers of wheat price," Discussion Papers 145556, University of Bonn, Center for Development Research (ZEF).
- Lafang Wang & Wenjing Duan & Dan Qu & Shaojun Wang, 2018. "What matters for global food price volatility?," Empirical Economics, Springer, vol. 54(4), pages 1549-1572, June.
- C. Peter Timmer, 2009. "Did Speculation Affect World Rice Prices?," Working Papers 09-07, Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA).
- Matteo Manera, Marcella Nicolini, and Ilaria Vignati, 2013.
"Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2013. "Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach," The Energy Journal, , vol. 34(3), pages 55-82, July.
- Valeria Costantini & Graziana Dizonno, 2010. "Bioenergy, Agriculture and the Developing Countries," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 1, March.
More about this item
Keywords
food crisis; time series; speculation; agricultural commodity prices; granger causality;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2010-01-16 (Agricultural Economics)
Statistics
Access and download statisticsCorrections
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:fpr:ifprid:942. 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: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/ifprius.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.