Measuring food price volatility
Over the past two decades, the prices of agricultural commodities have experienced large and unpredictable fluctuations that have attracted the attention of researchers, policymakers and the media to better understand the mechanisms that govern this phenomenon. It is therefore important to acquire b...
| Main Authors: | , |
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| Format: | Artículo preliminar |
| Language: | Inglés |
| Published: |
International Food Policy Research Institute
2021
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10568/142646 |
| _version_ | 1855523640065392640 |
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| author | Traoré, Fousseini Diop, Insa |
| author_browse | Diop, Insa Traoré, Fousseini |
| author_facet | Traoré, Fousseini Diop, Insa |
| author_sort | Traoré, Fousseini |
| collection | Repository of Agricultural Research Outputs (CGSpace) |
| description | Over the past two decades, the prices of agricultural commodities have experienced large and unpredictable fluctuations that have attracted the attention of researchers, policymakers and the media to better understand the mechanisms that govern this phenomenon. It is therefore important to acquire basic tools to assess the level of price volatility to warn of abnormal movements. The main objective of this technical is to provide an overview of this literature in constant evolution, and tools for measuring food price volatility. The tools developed in this technical help understand the complexity of measuring volatility and the caution required in their use. Thus, the application of these tools requires their adaptation to the nature of the data generating process and the use of appropriate tests and criteria in order to choose the best approach. |
| format | Artículo preliminar |
| id | CGSpace142646 |
| institution | CGIAR Consortium |
| language | Inglés |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | International Food Policy Research Institute |
| publisherStr | International Food Policy Research Institute |
| record_format | dspace |
| spelling | CGSpace1426462025-11-06T06:03:57Z Measuring food price volatility Traoré, Fousseini Diop, Insa agricultural products equipment commodities price volatility food prices Over the past two decades, the prices of agricultural commodities have experienced large and unpredictable fluctuations that have attracted the attention of researchers, policymakers and the media to better understand the mechanisms that govern this phenomenon. It is therefore important to acquire basic tools to assess the level of price volatility to warn of abnormal movements. The main objective of this technical is to provide an overview of this literature in constant evolution, and tools for measuring food price volatility. The tools developed in this technical help understand the complexity of measuring volatility and the caution required in their use. Thus, the application of these tools requires their adaptation to the nature of the data generating process and the use of appropriate tests and criteria in order to choose the best approach. 2021-04-01 2024-05-22T12:10:48Z 2024-05-22T12:10:48Z Working Paper https://hdl.handle.net/10568/142646 en Open Access application/pdf International Food Policy Research Institute Traore, Fousseini; and Diop, Insa. 2021. Measuring food price volatility. AGRODEP Technical 19. Washington, DC: International Food Policy Research Institute (IFPRI). https://doi.org/10.2499/p15738coll2.134399. |
| spellingShingle | agricultural products equipment commodities price volatility food prices Traoré, Fousseini Diop, Insa Measuring food price volatility |
| title | Measuring food price volatility |
| title_full | Measuring food price volatility |
| title_fullStr | Measuring food price volatility |
| title_full_unstemmed | Measuring food price volatility |
| title_short | Measuring food price volatility |
| title_sort | measuring food price volatility |
| topic | agricultural products equipment commodities price volatility food prices |
| url | https://hdl.handle.net/10568/142646 |
| work_keys_str_mv | AT traorefousseini measuringfoodpricevolatility AT diopinsa measuringfoodpricevolatility |