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Recent food prices movements: A time series analysis

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  • Cooke, Bryce
  • Robles, Miguel

Abstract

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  • Cooke, Bryce & Robles, Miguel, 2009. "Recent food prices movements: A time series analysis," IFPRI discussion papers 942, International Food Policy Research Institute (IFPRI).
    • Handle: RePEc:fpr:ifprid:942
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    File URL: http://www.ifpri.org/sites/default/files/publications/ifpridp00942.pdf
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    References listed on IDEAS

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    1. David Coady & Paul Dorosh & Bart Minten, 2008. "Evaluating Alternative Policy Responses to Higher World Food Prices: The Case of Increasing Rice Prices in Madagascar," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(3), pages 711-722.
    2. Trostle, Ronald, 2008. "Factors Contributing to Recent Increases in Food Commodity Prices (PowerPoint)," Seminars 43902, USDA Economists Group.
    3. von Braun, Joachim & Torero, Maximo, 2008. "Physical and virtual global food reserves to protect the poor and prevent market failure:," Policy briefs 4, International Food Policy Research Institute (IFPRI).
    4. Dwight R. Sanders & Scott H. Irwin & Robert P. Merrin, 2010. "The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 32(1), pages 77-94.
    5. von Braun, Joachim, 2007. "The world food situation: New driving forces and required actions," Food policy reports 18, International Food Policy Research Institute (IFPRI).
    6. Fan, Shenggen & Rosegrant, Mark W., 2008. "Investing in agriculture to overcome the world food crisis and reduce poverty and hunger:," Policy briefs 3, International Food Policy Research Institute (IFPRI).
    7. Ivanic, Maros & Martin, Will, 2008. "Implications of higher global food prices for poverty in low-income countries," Policy Research Working Paper Series 4594, The World Bank.
    8. Mitchell, Donald, 2008. "A note on rising food prices," Policy Research Working Paper Series 4682, The World Bank.
    9. von Braun, Joachim & Ahmed, Akhter & Asenso-Okyere, Kwadwo & Fan, Shenggen & Gulati, Ashok & Hoddinott, John & Pandya-Lorch, Rajul & Rosegrant, Mark W. & Ruel, Marie & Torero, Maximo & van Rheenen, Te, 2008. "High food prices: The what, who, and how of proposed policy actions," Policy briefs 1A, International Food Policy Research Institute (IFPRI).
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    Citations

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    Cited by:

    1. Headey, Derek, 2011. "Rethinking the global food crisis: The role of trade shocks," Food Policy, Elsevier, vol. 36(2), pages 136-146, April.
    2. Estrades, Carmen & Terra, María Inés, 2012. "Commodity prices, trade, and poverty in Uruguay," Food Policy, Elsevier, vol. 37(1), pages 58-66.
    3. Derek Headey & Sangeetha Malaiyandi & Shenggen Fan, 2010. "Navigating the perfect storm: reflections on the food, energy, and financial crises," Agricultural Economics, International Association of Agricultural Economists, vol. 41(s1), pages 217-228, November.
    4. Verpoorten, Marijke & Arora, Abhimanyu, 2011. "Food Prices, Social Unrest and the Facebook Generation," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114230, European Association of Agricultural Economists.
    5. Nazlioglu, Saban, 2011. "World oil and agricultural commodity prices: Evidence from nonlinear causality," Energy Policy, Elsevier, vol. 39(5), pages 2935-2943, May.
    6. Gilbert, Christopher L. & Mugera, Harriet K., 2017. "The effects of US biofuels policy: A structural break analysis of the WTI pass-through to the corn price," 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland 258646, Agricultural Economics Society.
    7. repec:dau:papers:123456789/12798 is not listed on IDEAS
    8. Reboredo, Juan C., 2012. "Do food and oil prices co-move?," Energy Policy, Elsevier, vol. 49(C), pages 456-467.
    9. Serra, Teresa & Zilberman, David, 2013. "Biofuel-related price transmission literature: A review," Energy Economics, Elsevier, vol. 37(C), pages 141-151.
    10. Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min, 2014. "Dynamic spillovers among major energy and cereal commodity prices," Energy Economics, Elsevier, vol. 43(C), pages 225-243.
    11. Christopher L. Gilbert, 2010. "How to Understand High Food Prices," Journal of Agricultural Economics, Wiley Blackwell, vol. 61(2), pages 398-425.
    12. Anthony N. Rezitis, 2015. "The relationship between agricultural commodity prices, crude oil prices and US dollar exchange rates: a panel VAR approach and causality analysis," International Review of Applied Economics, Taylor & Francis Journals, vol. 29(3), pages 403-434, May.
    13. Kuhanathan Ano Sujithan & Sanvi Avouyi-Dovi & Lyes Koliai, 2014. "On the determinants of food price volatility," Post-Print hal-01511900, HAL.
    14. Chiu, Fan-Ping & Hsu, Chia-Sheng & Ho, Alan & Chen, Chi-Chung, 2016. "Modeling the price relationships between crude oil, energy crops and biofuels," Energy, Elsevier, vol. 109(C), pages 845-857.
    15. Serra, Teresa, 2012. "Biofuel-related price volatility literature: a review and new approaches," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126057, International Association of Agricultural Economists.
    16. Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2014. "Internet, noise trading and commodity futures prices," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 82-89.
    17. Nourou, Mohammadou, 2015. "Can Mastitis ‘Contaminate’ Poultry? Evidence on the Transmission of Volatility between Poultry and Other Commodity Prices," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 0(Special I), pages 1-14, July.
    18. Rude, James & An, Henry, 2015. "Explaining grain and oilseed price volatility: The role of export restrictions," Food Policy, Elsevier, vol. 57(C), pages 83-92.
    19. Hernandez, Manuel & Torero, Maximo, 2010. "Examining the dynamic relationship between spot and future prices of agricultural commodities," IFPRI discussion papers 988, International Food Policy Research Institute (IFPRI).
    20. Beckmann, Joscha & Czudaj, Robert, 2014. "Volatility transmission in agricultural futures markets," Economic Modelling, Elsevier, vol. 36(C), pages 541-546.
    21. Anthony N. Rezitis, 2015. "Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates using Panel Data Econometric Methods," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 851-868.

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    Keywords

    food crisis; time series; speculation; agricultural commodity prices; granger causality;

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