Distinguishing between endogenous and exogenous price volatility in food security assessment: An empirical nonlinear dynamics approach
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Hommes, Cars H., 1991. "Adaptive learning and roads to chaos : The case of the cobweb," Economics Letters, Elsevier, vol. 36(2), pages 127-132, June.
- Deaton, Angus & Laroque, Guy, 1996. "Competitive Storage and Commodity Price Dynamics," Journal of Political Economy, University of Chicago Press, vol. 104(5), pages 896-923, October.
- Gershon Feder, 1979. "Pesticides, Information, and Pest Management under Uncertainty," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 61(1), pages 97-103.
- Mevik, Björn-Helge & Wehrens, Ron, 2007. "The pls Package: Principal Component and Partial Least Squares Regression in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 18(i02).
- Cafiero, Carlo & Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2011. "The empirical relevance of the competitive storage model," Journal of Econometrics, Elsevier, vol. 162(1), pages 44-54, May.
- Jean-Paul Chavas & Matthew T. Holt, 1993. "Market Instability and Nonlinear Dynamics," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 75(1), pages 113-120.
- B. Adrangi & A. Chatrath, 2003. "Non-linear dynamics in futures prices: evidence from the coffee, sugar and cocoa exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 13(4), pages 245-256.
- Charles F. Nicholson & Mark W. Stephenson, 2015. "Milk Price Cycles in the U.S. Dairy Supply Chain and Their Management Implications," Agribusiness, John Wiley & Sons, Ltd., vol. 31(4), pages 507-520, October.
- Matthias Kalkuhl & Lukas Kornher & Marta Kozicka & Pierre Boulanger & Maximo Torero, 2013. "Conceptual framework on price volatility and its impact on food and nutrition security in the short term," FOODSECURE Working papers 15, LEI Wageningen UR.
- Jensen, Roderick V. & Urban, Robin, 1984. "Chaotic price behavior in a non-linear cobweb model," Economics Letters, Elsevier, vol. 15(3-4), pages 235-240.
- Golyandina, Nina & Korobeynikov, Anton, 2014. "Basic Singular Spectrum Analysis and forecasting with R," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 934-954.
- Berg, Ernst & Huffaker, Ray, 2015. "Economic Dynamics of the German Hog-Price Cycle," International Journal on Food System Dynamics, International Center for Management, Communication, and Research, vol. 0(Number 2), pages 1-17, July.
- Christophe Gouel, 2012.
"Agricultural Price Instability: A Survey Of Competing Explanations And Remedies,"
Journal of Economic Surveys,
Wiley Blackwell, vol. 26(1), pages 129-156, February.
- Christophe Gouel, 2012. "Agricultural price instability: a survey of competing explanations and remedies," Post-Print hal-01001218, HAL.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:ecmode:v:72:y:2018:i:c:p:363-378 is not listed on IDEAS
More about this item
KeywordsFood security; Price volatility; Phase space reconstruction;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:agisys:v:160:y:2018:i:c:p:98-109. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/agsy .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.