OECD Food, Agriculture and Fisheries Papers

1815-6797 (en ligne)
Cacher / Voir l'abstract
Selected studies on various food, agriculture and fisheries issues from the OECD Trade and Agriculture Directorate.

NB. No. 1 to No. 58 were released under the previous series title OECD Food, Agriculture and Fisheries Working Papers.


Agricultural Commodity Price Volatility

An Overview You or your institution have access to this content

Cliquez pour accéder: 
  • PDF
  • http://www.keepeek.com/Digital-Asset-Management/oecd/agriculture-and-food/agricultural-commodity-price-volatility_5kg0t00nrthc-en
  • LIRE
Marilyne Huchet-Bourdon1
Author Affiliations
  • 1: AgroCampus Ouest, Rennes, France

06 déc 2011
Bibliographic information
Pages :

Cacher / Voir l'abstract

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.
Egalement disponible en Français
agricultural markets, correlation and causality, price volatility
Visit the OECD web site