Agricultural Commodity Price Volatility [E-Book]: An Overview / Marilyne Huchet-Bourdon
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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Personal Name(s): | Huchet-Bourdon, Marilyne. |
Imprint: |
Paris :
OECD Publishing,
2011
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Physical Description: |
52 p. ; 21 x 29.7cm. |
Note: |
englisch |
DOI: |
10.1787/5kg0t00nrthc-en |
Series Title: |
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OECD Food, Agriculture and Fisheries Papers ;
52 |
Keywords: |
Agriculture and Food |
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. |