Price, inventories, and volatility in the global wheat market

The study estimates a conditional mean model for international wheat prices and inventories. Endogenous price volatility and exogenous shocks in the price and inventory series are controlled for in estimation. Redressing the empirical linkage between volatility, prices, and inventories is important...

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Bibliographic Details
Main Authors: Pietola, Kyösti, Liu, Xing, Robles, Miguel
Format: Artículo preliminar
Language:Inglés
Published: International Food Policy Research Institute 2010
Subjects:
Online Access:https://hdl.handle.net/10568/154802

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