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This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural, and food commodities using monthly data between 1970 and 2013. The authors study the extent and the time evolution of unconditional and conditional correlations using a uniform-spacings testing approach, a multivariate dynamic conditional correlation model and a rolling regression procedure.
Book Synopsis Co-movement of major commodity price returns: A time-series assessment by : de Nicola, Francesca
Download or read book Co-movement of major commodity price returns: A time-series assessment written by de Nicola, Francesca and published by Intl Food Policy Res Inst. This book was released on 2014-06-13 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural, and food commodities using monthly data between 1970 and 2013. The authors study the extent and the time evolution of unconditional and conditional correlations using a uniform-spacings testing approach, a multivariate dynamic conditional correlation model and a rolling regression procedure.
This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural and food commodities based on monthly data between 1970 and 2013. A uniform-spacings testing approach, a multivariate dynamic conditional correlation model and a rolling regression procedure are used to study the extent and the time-evolution of unconditional and conditional correlations. The results indicate that (i) the price returns of energy and agricultural commodities are highly correlated; (ii) the overall level of co-movement among commodities increased in recent years, especially between energy and agricultural commodities and in particular in the cases of maize and soybean oil, which are important inputs in the production of biofuels; and (iii) particularly after 2007, stock market volatility is positively associated with the co-movement of price returns across markets.
Book Synopsis Co-Movement of Major Commodity Price Returns by : Francesca de Nicola
Download or read book Co-Movement of Major Commodity Price Returns written by Francesca de Nicola and published by . This book was released on 2017 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural and food commodities based on monthly data between 1970 and 2013. A uniform-spacings testing approach, a multivariate dynamic conditional correlation model and a rolling regression procedure are used to study the extent and the time-evolution of unconditional and conditional correlations. The results indicate that (i) the price returns of energy and agricultural commodities are highly correlated; (ii) the overall level of co-movement among commodities increased in recent years, especially between energy and agricultural commodities and in particular in the cases of maize and soybean oil, which are important inputs in the production of biofuels; and (iii) particularly after 2007, stock market volatility is positively associated with the co-movement of price returns across markets.
Book Synopsis Co-Movement of Major Commodity Price Returns: Time-Series Assessment by :
Download or read book Co-Movement of Major Commodity Price Returns: Time-Series Assessment written by and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.
Book Synopsis Commodity Price Dynamics by : Craig Pirrong
Download or read book Commodity Price Dynamics written by Craig Pirrong and published by Cambridge University Press. This book was released on 2011-10-31 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.
This paper was written to help bolster the case and present visual evidence demonstrating why it is important to seriously consider spatial soil fertility variability in Ghana and to promote area-specific fertilizer recommendations. Using geostatistical analysis of soil samples collected from farmer plots in three districts (Tamale Municipality, Savelugu-Nanton, and West Mamprusi in northern Ghana), the paper analyzes spatial variations in soil fertility. The results clearly show that there are variations in soil pH, organic matter content, and available phosphorous even at the community level, supporting the need for Ghana to seriously consider location-specific fertilizer recommendations.
Book Synopsis Examining the sense and science behind Ghanas current blanket fertilizer recommendation by : Chapoto, Antony
Download or read book Examining the sense and science behind Ghanas current blanket fertilizer recommendation written by Chapoto, Antony and published by Intl Food Policy Res Inst. This book was released on 2014-07-31 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper was written to help bolster the case and present visual evidence demonstrating why it is important to seriously consider spatial soil fertility variability in Ghana and to promote area-specific fertilizer recommendations. Using geostatistical analysis of soil samples collected from farmer plots in three districts (Tamale Municipality, Savelugu-Nanton, and West Mamprusi in northern Ghana), the paper analyzes spatial variations in soil fertility. The results clearly show that there are variations in soil pH, organic matter content, and available phosphorous even at the community level, supporting the need for Ghana to seriously consider location-specific fertilizer recommendations.
This paper investigates linkages between womens empowerment in agriculture and the nutritional status of women and children using 2012 baseline data from the Feed the Future population-based survey in Ghana. The sample consists of 3,344 children and 3,640 women and is statistically representative of the northernmost regions of Ghana where the Feed the Future programs are operating.
Book Synopsis What dimensions of womens empowerment in agriculture matter for nutrition-related practices and outcomes in Ghana? by : Malapit, Hazel J.
Download or read book What dimensions of womens empowerment in agriculture matter for nutrition-related practices and outcomes in Ghana? written by Malapit, Hazel J. and published by Intl Food Policy Res Inst. This book was released on 2014-09-01 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates linkages between womens empowerment in agriculture and the nutritional status of women and children using 2012 baseline data from the Feed the Future population-based survey in Ghana. The sample consists of 3,344 children and 3,640 women and is statistically representative of the northernmost regions of Ghana where the Feed the Future programs are operating.
Book Synopsis A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India by : Dr GangineniDhanaiah
Download or read book A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India written by Dr GangineniDhanaiah and published by Archers & Elevators Publishing House. This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
From 2006 to mid-2008 the international prices of agricultural commodities increased considerably, by a factor larger than two. This upward trend in agricultural prices captured the world's attention as a new food crisis was emerging. Several explanations for these movements in prices, ranging from demand-driven forces to supply shocks, have been provided by analysts, researchers, and development institutions. This paper is an attempt to empirically validate these explanations using time series econometrics and data at monthly frequency. We focus on the international price of corn, wheat, rice, and soybeans. First, we identify variables associated with the factors mentioned as causing the increase in these agricultural commodities prices. Second, we use time series analysis to try to quantitatively validate those explanations. The empirical work presented here includes first difference models and rolling Granger causality tests. Overall, our empirical analysis mainly provides evidence that financial activity in futures markets and proxies for speculation can help explain the observed change in food prices; any other explanation is not well supported by our time series analysis.
Book Synopsis Recent food prices movements by : Bryce Cooke
Download or read book Recent food prices movements written by Bryce Cooke and published by Intl Food Policy Res Inst. This book was released on with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: From 2006 to mid-2008 the international prices of agricultural commodities increased considerably, by a factor larger than two. This upward trend in agricultural prices captured the world's attention as a new food crisis was emerging. Several explanations for these movements in prices, ranging from demand-driven forces to supply shocks, have been provided by analysts, researchers, and development institutions. This paper is an attempt to empirically validate these explanations using time series econometrics and data at monthly frequency. We focus on the international price of corn, wheat, rice, and soybeans. First, we identify variables associated with the factors mentioned as causing the increase in these agricultural commodities prices. Second, we use time series analysis to try to quantitatively validate those explanations. The empirical work presented here includes first difference models and rolling Granger causality tests. Overall, our empirical analysis mainly provides evidence that financial activity in futures markets and proxies for speculation can help explain the observed change in food prices; any other explanation is not well supported by our time series analysis.
This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.
Book Synopsis Food Price Volatility and Its Implications for Food Security and Policy by : Matthias Kalkuhl
Download or read book Food Price Volatility and Its Implications for Food Security and Policy written by Matthias Kalkuhl and published by Springer. This book was released on 2016-04-12 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.
What has been the recent performance of the agricultural sector in Mozambique and the progress made thus far toward achieving the objectives established under the Comprehensive Africa Agriculture Development Programme (CAADP) initiative for Mozambique that began in late-2011?
Book Synopsis Assessing progress made toward shared agricultural transformation objectives in Mozambique by : Benson, Todd
Download or read book Assessing progress made toward shared agricultural transformation objectives in Mozambique written by Benson, Todd and published by Intl Food Policy Res Inst. This book was released on 2014-09-08 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: What has been the recent performance of the agricultural sector in Mozambique and the progress made thus far toward achieving the objectives established under the Comprehensive Africa Agriculture Development Programme (CAADP) initiative for Mozambique that began in late-2011?
