This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Did Speculation Affect World Rice Prices?

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
C. Peter Timmer (Non-resident Fellow, Center for Global Development, Washington D.C., USA)
Abstract

How much did speculation affect the formation of rice prices during the rapid escalation of prices in world markets late in 2007 and early in 2008, through what mechanisms, what will happen as these influences unwind, and how is the story for rice different from other commodities? To answer these questions, this paper addresses four separate topics, each linked to the others by basic mechanisms of price formation. Simple supply and demand models are a start. The difference between short run responses to prices changes, and those responses after full adaptation is possible in the long run, is crucial and the conceptual model highlights the importance of these differences for understanding current prices. History matters. But storage and price expectations also become important for storable commodities in the short run—the length of time the commodity can be stored—a year or so for rice. A model of the “supply of storage,” is used to understand the factors affecting price expectations, and price formation, in the short run. This model is very powerful in its ability to explain hoarding behavior and subsequent impact on prices. Next, an effort is made to understand empirically the impact of financial factors and actors on commodity price formation using very short run prices and Granger causality analysis, for a wide range of financial and commodity markets, including rice. Speculative money seems to surge in and out of commodity markets, strongly linking financial variables with commodity prices during some time periods. But these periods are often short and the relationships disappear entirely for long periods of time. The links between financial markets and commodity markets are not simple nor are they stable. Finally, the paper addresses the long-run relationship between prices of the three basic cereal staples, rice, wheat and corn (maize), since 1900. It is clear there has been a long-run decline in the prices of all three cereals. Despite this common pattern, however, and important cross-commodity linkages, price formation for rice has several unique dimensions that are also worthy of further study.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: ftp://ftp.fao.org/docrep/fao/011/ak232e/ak232e00.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA) in its series Working Papers with number 09-07.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 43 pages
Date of creation: 2009
Date of revision:
Handle: RePEc:fao:wpaper:0907

Contact details of provider:
Postal: Agricultural Sector in Economic Development Service FAO Viale delle Terme di Caracalla 00153 Rome Italy
Phone: +39(6) 57051
Fax: +39 06 57055522
Email:
Web page: http://www.fao.org/es/esa/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Gustavo Anríquez).

Related research
Keywords: Commodity price formation; speculation; world rice market; world food crisis.;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
D4 - Microeconomics - - Market Structure and Pricing
D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
L66 - Industrial Organization - - Industry Studies: Manufacturing - - - Food; Beverages; Cosmetics; Tobacco
O13 - Economic Development, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Jeffrey A. Frankel, 2006. "The Effect of Monetary Policy on Real Commodity Prices," NBER Working Papers 12713, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Mitchell, Donald, 2008. "A note on rising food prices," Policy Research Working Paper Series 4682, The World Bank. [Downloadable!]
  3. Lester G. Telser, 1958. "Futures Trading and the Storage of Cotton and Wheat," Journal of Political Economy, University of Chicago Press, vol. 66, pages 233. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? You too can volunteer for RePEc, for example by editing a NEP report.

This page was last updated on 2009-11-16.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.