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Price volatility on the German Agricultural Markets

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  • Ledebur, Oliver von
  • Schmitz, Jochen
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    Abstract

    In this contribution, the development of price volatility on German agricultural markets is analyzed. We quantify the degree of price volatility for selected German agricultural markets and determine how it evolves over time and search for policy driven structural changes in volatility levels measured by the historical volatility. Based on annualised historical volatilities t test were performed to identify if the change in the volatility levels show any relationship to the process of reform of the CAP. An increase in volatility could be identified for the main German markets regulated by the Common Market Organisations. A positive relationship among the reform process of the CAP and the changes of the volatility levels could be identified particularly for the cereals markets.

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    Bibliographic Info

    Paper provided by European Association of Agricultural Economists in its series 123rd Seminar, February 23-24, 2012, Dublin, Ireland with number 122534.

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    Date of creation: 23 Feb 2012
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    Handle: RePEc:ags:eaa123:122534

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    Related research

    Keywords: volatility; German agricultural markets; agricultural policy; Risk and Uncertainty; Q11; Q13; Q18;

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    1. Artavia, Marco & Deppermann, Andre & Filler, Gunther & Grethe, Harald & Haeger, Astrid & Kirschke, Dieter & Odening, Martin, 2010. "Ertrags- Und Preisinstabilität Auf Agrarmärkten In Deutschland Und Der Eu," 50st Annual Conference, Braunschweig, Germany, September 29-October 1, 2010 93956, German Association of Agricultural Economists (GEWISOLA).
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    Cited by:
    1. Diekmann, Anton & Wolbert-Haverkamp, Matthias & Mußhoff, Oliver, 2014. "Die Bewertung der Umstellung einer einjährigen Ackerkultur auf den Anbau von Miscanthus: Eine Anwendung des Realoptionsansatzes," DARE Discussion Papers 1406, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).

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