Agricultural Commodity Price Volatility [E-Book]: An Overview / Marilyne Huchet-Bourdon
Huchet-Bourdon, Marilyne.
Paris : OECD Publishing, 2011
52 p. ; 21 x 29.7cm.
englisch
10.1787/5kg0t00nrthc-en
OECD Food, Agriculture and Fisheries Papers ; 52
Agriculture and Food
Full Text
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245 1 0 |a Agricultural Commodity Price Volatility  |h [E-Book]:  |b An Overview /  |c Marilyne Huchet-Bourdon 
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520 3 |a 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. 
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