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Measuring food price volatility

Author

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  • Traore, Fousseini
  • Diop, Insa

Abstract

Over the past two decades, the prices of agricultural commodities have experienced large and unpredictable fluctuations that have attracted the attention of researchers, policymakers and the media to better understand the mechanisms that govern this phenomenon. It is therefore important to acquire basic tools to assess the level of price volatility to warn of abnormal movements. The main objective of this technical note is to provide an overview of this literature in constant evolution, and tools for measuring food price volatility. The tools developed in this technical note help understand the complexity of measuring volatility and the caution required in their use. Thus, the application of these tools requires their adaptation to the nature of the data generating process and the use of appropriate tests and criteria in order to choose the best approach.

Suggested Citation

  • Traore, Fousseini & Diop, Insa, 2021. "Measuring food price volatility," AGRODEP technical notes TN-19, International Food Policy Research Institute (IFPRI).
    • Handle: RePEc:fpr:agrotn:tn-19
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    Cited by:

    1. Wenshou Yan & Yan Cai & Faqin Lin & Dessie Tarko Ambaw, 2021. "The Impacts of Trade Restrictions on World Agricultural Price Volatility during the COVID‐19 Pandemic," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(6), pages 139-158, November.

    More about this item

    Keywords

    food prices; price volatility; tools; agricultural products; commodities; food price volatility;
    All these keywords.

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