Maize price volatility : does market remoteness matter ?
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Minot, Nicholas, 2014.
"Food price volatility in sub-Saharan Africa: Has it really increased?,"
Food Policy, Elsevier, vol. 45(C), pages 45-56.
- Minot, Nicholas, 2012. "Food price volatility in sub-Saharan Africa: Has it really increased?," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 134146, International Association of Agricultural Economists.
- Baillie, Richard T. & Bollerslev, Tim, 1990. "A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets," Journal of International Money and Finance, Elsevier, vol. 9(3), pages 309-324, September.
- Angus Deaton & Guy Laroque, 1992.
"On the Behaviour of Commodity Prices,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 59(1), pages 1-23.
- Deaton, A. & Laroque, G., 1989. "On The Behavior Of Commodity Prices," Papers 145, Princeton, Woodrow Wilson School - Development Studies.
- Angus Deaton & Guy Laroque, 1990. "On The Behavior of Commodity Prices," NBER Working Papers 3439, National Bureau of Economic Research, Inc.
- Deaton, A. & Laroque, G., 1989. "On The Behavior Of Commodity Prices," Papers 145, Princeton, Woodrow Wilson School - Public and International Affairs.
- Bollerslev, Tim, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
- Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
- Abdulai, Awudu, 2000. "Spatial price transmission and asymmetry in the Ghanaian maize market," Journal of Development Economics, Elsevier, vol. 63(2), pages 327-349, December.
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
- Beck, Stacie E, 1993. "A Rational Expectations Model of Time Varying Risk Premia in Commodities Futures Markets: Theory and Evidence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(1), pages 149-168, February.
- Marcel Fafchamps, 1992. "Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 74(1), pages 90-99.
- Minten, Bart & Kyle, Steven, 1999. "The effect of distance and road quality on food collection, marketing margins, and traders' wages: evidence from the former Zaire," Journal of Development Economics, Elsevier, vol. 60(2), pages 467-495, December.
- Badiane, Ousmane & Shively, Gerald E., 1998. "Spatial integration, transport costs, and the response of local prices to policy changes in Ghana," Journal of Development Economics, Elsevier, vol. 56(2), pages 411-431, August.
- Isabelle Piot-Lepetit & Robert M'Barek (ed.), 2011. "Methods to Analyse Agricultural Commodity Price Volatility," Springer Books, Springer, edition 1, number 978-1-4419-7634-5, January.
- Barrett, Christopher B., 1997. "Liberalization and food price distributions: ARCH-M evidence from Madagascar," Food Policy, Elsevier, vol. 22(2), pages 155-173, April.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Beber, Caetano Luiz & Carpio, Andres Fabricio Ruales & Almadani, Mohamad Isam & Theuvsen, Ludwig, 2019.
"Dairy supply chain in Southern Brazil: barriers to competitiveness,"
International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 22(5), July.
- Beber, C.L. & Ruales Carpio, A.F. & Almadani, M.I., 2018. "Dairy Supply Chain in Southern Brazil: Barriers to Competitiveness," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277243, International Association of Agricultural Economists.
- Tristan Le Cotty & Elodie Maître d'Hôtel & Moctar Ndiaye & Sophie Thoyer, 2016. "Output price risk and fertilizer use decisions in Burkina Faso," Post-Print hal-01419764, HAL.
- Balcha, Yodit & Macleod, Jamie, 2017. "Climate Change, Agricultural Production and Trade in Africa," Conference papers 332921, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Krah, Kwabena, 2023. "Maize price variability, land use change, and forest loss: evidence from Ghana," Land Use Policy, Elsevier, vol. 125(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.- Moctar Ndiaye & Elodie Maître d'Hôtel & Tristan Le Cotty, 2014.
"Maize price volatility: does market remoteness matter?,"
Post-Print
hal-02739021, HAL.
- Moctar Ndiaye & Elodie Maître d'Hôtel & Tristan Le Cotty, 2015. "Maize price volatility: does market remoteness matter?," Working Papers hal-02793025, HAL.
- Stacie Beck, 2001. "Autoregressive conditional heteroscedasticity in commodity spot prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 115-132.
- 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.
- Kritika Mathur & Nidhi Kaicker & Raghav Gaiha & Katsushi S. Imai & Ganesh Thapa, 2014.
"Financialisation of food commodity markets, price surge and volatility: new evidence,"
Chapters, in: Raghbendra Jha & Raghav Gaiha & Anil B. Deolalikar (ed.), Handbook on Food, chapter 7, pages 149-176,
Edward Elgar Publishing.
- Kritika Mathur & Nidhi Kaicker & Raghav Gaiha & Katsushi Imai & Ganesh Thapa, 2013. "Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence," Economics Discussion Paper Series 1312, Economics, The University of Manchester.
- Kritika Mathur & Nidhi Kaicker & Raghav Gaiha & Katsushi S. Imai & Ganesh Thapa, 2013. "Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence," Discussion Paper Series DP2013-22, Research Institute for Economics & Business Administration, Kobe University.
- CARPANTIER, Jean - François, 2010.
"Commodities inventory effect,"
LIDAM Discussion Papers CORE
2010040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jean-François Carpantier & Arnaud Dufays, 2013. "Commodities Inventory Effect," DEM Discussion Paper Series 13-07, Department of Economics at the University of Luxembourg.
- Jean-François Carpantier & Arnaud Dufays, 2013. "Commodities Inventory Effect," Working Papers hal-01821144, HAL.
- Jean-Francois Carpantier, 2010. "Commodities inventory effect," Working Papers hal-01821158, HAL.
- Haigh, Michael S. & Bryant, Henry L., 2000. "Price And Price Risk Dynamics In Barge And Ocean Freight Markets And The Effects On Commodity Trading," 2000 Conference, April 17-18 2000, Chicago, Illinois 18934, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Michael S. Haigh & Henry L. Bryant, 2000. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, International Association of Agricultural Economists, vol. 25(1), pages 41-58, June.
- repec:eid:wpaper:02/11 is not listed on IDEAS
- Sukati, Mphumuzi, 2013. "Measuring Maize Price Volatility in Swaziland using ARCH/GARCH approach," MPRA Paper 51840, University Library of Munich, Germany.
- Dandan Li & A Ghoshray & Bruce Morley, 2011. "Uncovered Interest Parity and the Risk Premium," Department of Economics Working Papers 02/11, University of Bath, Department of Economics.
- Lourdes Uribe & Benjamin Perea & Gerardo Hernández-del-Valle & Oliver Schütze, 2018. "A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 145-166, June.
- Agie Wandala Putra & Jatna Supriatna & Raldi Hendro Koestoer & Tri Edhi Budhi Soesilo, 2021. "Differences in Local Rice Price Volatility, Climate, and Macroeconomic Determinants in the Indonesian Market," Sustainability, MDPI, vol. 13(8), pages 1-21, April.
- Chevallier, Julien & Ielpo, Florian, 2017. "Investigating the leverage effect in commodity markets with a recursive estimation approach," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 763-778.
- Fafchamps, Marcel & Gabre-Madhin, Eleni & Minten, Bart, 2005.
"Increasing returns and market efficiency in agricultural trade,"
Journal of Development Economics, Elsevier, vol. 78(2), pages 406-442, December.
- Marcel Fafchamps & Eleni Gabre-Madhin & Bart Minten, 2002. "Increasing Returns and Market Efficiency in Agricultural Trade," CSAE Working Paper Series 2002-18, Centre for the Study of African Economies, University of Oxford.
- Fafchamps, Marcel & Gabre-Madhin, Eleni Z. & Minten, Bart, 2003. "Increasing returns and market efficiency in agricultural trade," MTID discussion papers 60, International Food Policy Research Institute (IFPRI).
- Marcel Fafchamps & Eleni Gabre-Madhin & Bart Minten, 2004. "Increasing Returns and Market Efficiency in Agricultural Trade," Development and Comp Systems 0409020, University Library of Munich, Germany.
- Donato, Romano & Carraro, Alessandro, 2015. "Modelling Acreage, Production and Yield Supply Response to Domestic Price Volatility," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207278, Italian Association of Agricultural and Applied Economics (AIEAA).
- Shekar Bose, 2001. "Price volatility of south-east fishery's quota species: an empirical analysis," International Economic Journal, Taylor & Francis Journals, vol. 18(3), pages 283-297.
- Dalheimer, Bernhard & Brümmer, Bernhard & Jaghdani, Tinoush Jamali, 2017. "Impacts of Export Restrictions on Food Price Volatility: Evidence from VAR-X and EGARCH-X Models," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017 262151, German Association of Agricultural Economists (GEWISOLA).
- Yao, Wei & Alexiou, Constantinos, 2022. "Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Haigh, Michael S. & Bryant, Henry L., 2001. "The effect of barge and ocean freight price volatility in international grain markets," Agricultural Economics, Blackwell, vol. 25(1), pages 41-58, June.
- Tse, Yiuman, 1998. "International transmission of information: evidence from the Euroyen and Eurodollar futures markets," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 909-929, December.
- Li, Leon, 2017. "Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 116-135.
More about this item
Keywords
Macroeconomic Management; Transport Services; Urban Economic Development; City to City Alliances; Regional Urban Development; National Urban Development Policies&Strategies; Urban Communities; Urban Economics; Food Security; Nutrition;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGR-2015-03-05 (Agricultural Economics)
- NEP-MFD-2015-03-05 (Microfinance)
- NEP-TRE-2015-03-05 (Transport 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:wbk:wbrwps:7202. 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: Roula I. Yazigi (email available below). General contact details of provider: https://edirc.repec.org/data/dvewbus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.