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The Nature and Determinants of Volatility in Agricultural Prices

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  1. Hazrana, Jaweriah & Kishore, Avinash & Roy, Devesh, 2020. "Supply response of staple food crops in the presence of policy distortions: Some evidence from India," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304490, Agricultural and Applied Economics Association.
  2. Tharcisse NKUNZIMANA & François Kayitakire, 2013. "Measuring food price volatility and transmission in West Africa: How important are magnitudes of transmission across cereals and countries?," EcoMod2013 5219, EcoMod.
  3. Listorti, Giulia & Esposti, Roberto, 2012. "Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 1(1), pages 1-28, April.
  4. Maitre d'Hotel, Elodie & le Cotty, Tristan & Jayne, Thomas S., 2012. "Is A Public Regulation Of Food Price Volatility Feasible In Africa? An Arch Approach In Kenya," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122551, European Association of Agricultural Economists.
  5. Briones, Roehlano & Felipe, Jesus, 2013. "Agriculture and Structural Transformation in Developing Asia: Review and Outlook," ADB Economics Working Paper Series 363, Asian Development Bank.
  6. Matthias Kalkuhl & Lukas Kornher & Matthias Kalkuhl & Irfan Mujahid, 2015. "Food price volatility in developing countries – the role of trade and storage," EcoMod2015 8415, EcoMod.
  7. Dagmar Matošková, 2011. "Volatility of agrarian markets aimed at the price development," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 57(1), pages 35-40.
  8. Areal, Francisco José & Balcombe, Kevin & Rapsomanikis, George, 2016. "Testing for bubbles in agriculture commodity markets," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 16(01), June.
  9. Deborah Bentivoglio & Adele Finco & Mirian Rumenos Piedade Bacchi, 2016. "Interdependencies between Biofuel, Fuel and Food Prices: The Case of the Brazilian Ethanol Market," Energies, MDPI, vol. 9(6), pages 1-16, June.
  10. Teresa Serra & José M. Gil, 2013. "Price volatility in food markets: can stock building mitigate price fluctuations?," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 40(3), pages 507-528, July.
  11. Klimkowski, Cezary, 2016. "Common agriculture policy and price stabilisation – the case of wheat market," Rural Areas and Development, European Rural Development Network (ERDN), vol. 13, pages 1-14.
  12. Wanti Fitrianti & Yusman Syaukat & Sri Hartoyo & Anna Fariyanti, 2019. "The Spillover Effect of Shocks of Fundamental Factors and Speculative Activity on Prices Volatility of World Vegetable Oil," International Journal of Economics and Financial Issues, Econjournals, vol. 9(2), pages 230-240.
  13. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Causality and predictability in distribution: The ethanol–food price relation revisited," Energy Economics, Elsevier, vol. 42(C), pages 152-160.
  14. Rosa, Franco & Vasciaveo, Michela & Weaver, Robert D., 2014. "Agricultural and oil commodities: price transmission and market integration between US and Italy," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 3(2), pages 1-25, August.
  15. Tan Ngoc Vu & Chi Minh Ho & Thang Cong Nguyen & Duc Hong Vo, 2020. "The Determinants of Risk Transmission between Oil and Agricultural Prices: An IPVAR Approach," Agriculture, MDPI, vol. 10(4), pages 1-14, April.
  16. Emiliano Magrini & Ayca Donmez, 2013. "Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach," JRC Research Reports JRC84138, Joint Research Centre.
  17. Elodie Maître d'Hôtel & Tristan Le Cotty & Thom Jayne, 2013. "Trade Policy Inconsistency and Maize Price Volatility: An ARCH Approach in Kenya," African Development Review, African Development Bank, vol. 25(4), pages 607-620.
  18. Alexandros SARRIS, 2014. "Options for Developing Countries to Deal with Global Food Commodity Market Volatility," Working Papers P98, FERDI.
  19. Xiarchos, Irene M. & Burnett, J. Wesley & Kucher, Oleg, 2012. "Energy and Speculation: New Dynamics in Agricultural Commodity Price Volatility," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124788, Agricultural and Applied Economics Association.
  20. Kornher, Lukas & Kalkuhl, Matthias, 2013. "Food Price Volatility in Developing Countries and its Determinants," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 52(4), pages 1-32, November.
  21. Bakucs, Lajos Zoltan & Jambor, Attila, 2014. "Consumer price volatility in the New Member States: Insights from the agri-food sector," 142nd Seminar, May 29-30, 2014, Budapest, Hungary 169793, European Association of Agricultural Economists.
  22. Philip Abbott, 2014. "Biofuels, Binding Constraints, and Agricultural Commodity Price Volatility," NBER Chapters, in: The Economics of Food Price Volatility, pages 91-131, National Bureau of Economic Research, Inc.
  23. Daria Loginova & Marco Portmann & Martin Huber, 2021. "Assessing the Effects of Seasonal Tariff‐rate Quotas on Vegetable Prices in Switzerland," Journal of Agricultural Economics, Wiley Blackwell, vol. 72(2), pages 607-627, June.
  24. Luna Méndez, Nexeai & Jaramillo Villanueva, José Luis & Ramírez Juárez, Javier, 2016. "Factores explicativos de la disposición a pagar por atributos culturales en nuez de Castilla," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 16(01), June.
  25. Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric, 2014. "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility," Energy Economics, Elsevier, vol. 45(C), pages 66-98.
  26. Massimo Peri, 2017. "Climate variability and the volatility of global maize and soybean prices," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 9(4), pages 673-683, August.
  27. Saghaian, Sayed & Nemati, Mehdi & Walters, Cory & Chen, Bo, 2018. "Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(1), January.
  28. Abdelradi, Fadi & Serra, Teresa, 2015. "Food–energy nexus in Europe: Price volatility approach," Energy Economics, Elsevier, vol. 48(C), pages 157-167.
  29. Tangermann, Stefan, 2011. "Policy Solutions to Agricultural Market Volatility: A Synthesis," Price Volatility and Beyond 320209, International Centre for Trade and Sustainable Development (ICTSD).
  30. Helmut Herwartz & Alberto Saucedo, 2020. "Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets," Agricultural Economics, International Association of Agricultural Economists, vol. 51(3), pages 387-402, May.
  31. Troester, Bernhard & Staritz, Cornelia, 2013. "Fundamentals or financialisation of commodity markets: What determines recent wheat prices?," Working Papers 43, Austrian Foundation for Development Research (ÖFSE).
  32. Hugo Ferrer-Pérez & Fadi Abdelradi & José M. Gil, 2020. "Geographical Indications and Price Volatility Dynamics of Lamb Prices in Spain," Sustainability, MDPI, vol. 12(7), pages 1-17, April.
  33. Ott, Herve, 2012. "Which factors drive which volatility in the grain sector?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122486, European Association of Agricultural Economists.
  34. Alexandros SARRIS, 2014. "Options for Developing Countries to Deal with Global Food Commodity Market Volatility," Working Papers P98, FERDI.
  35. Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
  36. Ojogho, Osaihiomwan & Egware, Robert Awotu, 2015. "Price Generating Process And Volatility In Nigerian Agricultural Commodities Market," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(4), pages 1-10, October.
  37. Loginova, Daria, 2022. "Assessing the Short-term Effect of Exchange Rate Liberalisation on Food Import Prices: The Regression Discontinuity in Time Employed for Russian Food Markets in 2014," Research on World Agricultural Economy, Nan Yang Academy of Sciences Pte Ltd (NASS), vol. 3(3), September.
  38. Geronimi, Vincent & Taranco, Armand, 2018. "Revisiting the Prebisch-Singer hypothesis of a secular decline in the terms of trade of primary commodities (1900–2016). A dynamic regime approach," Resources Policy, Elsevier, vol. 59(C), pages 329-339.
  39. Zerihun G Kelbore, 2015. "A Comparison of World and Domestic Price Volatilities of Oilseeds: The Ethiopian Case," Journal of Economics and Behavioral Studies, AMH International, vol. 7(2), pages 145-161.
  40. Kelbore, Zerihun Getachew, 2013. "A Comparison of World and Domestic Price Volatilities of Oilseeds: Evidence from Ethiopia," MPRA Paper 62816, University Library of Munich, Germany, revised 15 Apr 2015.
  41. Cezary Klimkowski, 2015. "Changes in selected polish agricultural price volatility," International Conference on Competitiveness of Agro-food and Environmental Economy Proceedings, The Bucharest University of Economic Studies, vol. 4, pages 86-95.
  42. Phillip A. Cartwright & Natalija Riabko, 2016. "Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 579-605, October.
  43. Caramugan, Karlo Martin & Bayacag, Purisima, 2016. "Price Bubble in Selected ASEAN Agricultural Exports: An Application of the Generalized Supremum Augmented Dickey Fuller," MPRA Paper 74807, University Library of Munich, Germany.
  44. Alexandros Sarris, 2014. "Trade, food and welfare," Chapters, in: Raghbendra Jha & Raghav Gaiha & Anil B. Deolalikar (ed.), Handbook on Food, chapter 13, pages 325-352, Edward Elgar Publishing.
  45. Serra, Teresa, 2012. "Biofuel-related price volatility literature: a review and new approaches," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126057, International Association of Agricultural Economists.
  46. 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.
  47. Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2016. "Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis," 2016 International European Forum (151st EAAE Seminar), February 15-19, 2016, Innsbruck-Igls, Austria 244461, International European Forum on System Dynamics and Innovation in Food Networks.
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