Chapter

Methods to Analyse Agricultural Commodity Price Volatility

pp 1-11

Date:

Methods to Analyse Agricultural Commodity Price Volatility

  • Isabelle Piot-LepetitAffiliated withInstitute for Prospective Technological Studies (IPTS), Joint Research Centre (JRC), European Commission Email author 
  • , Robert M’BarekAffiliated withInstitute for Prospective Technological Studies (IPTS), Joint Research Centre (JRC), European Commission

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Abstract

A broad set of methods are available to analyse price volatility. However, due to specific market characteristics and policy implications, agricultural commodity price volatility cannot be analysed as financial price volatility. This chapter reviews these points and outlines the content of the book.