What explains price volatility changes in commodity markets? Answers from the world palm-oil market

Agricultural Economics

Volumn 25, Issue 2-3, 2001, Pages 295-301

  Voituriez, T ^a  

^a CIRAD   (France)

Author keywords

Chaotic dynamics; Commodity market; Price insurance; Volatility

Indexed keywords

COMMODITY MARKET; INTERNATIONAL TRADE; PRICE DYNAMICS; VEGETABLE OIL;

EID: 0035168638     PISSN: 01695150     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-5150(01)00086-X     Document Type: Conference Paper

References (16)

1. The pricing of options and corporate liabilities
2. Bulls, bears and market sheep
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. The behavior of stock market prices
5. Price fluctuations in the early palm-oil-trade
6. Stock returns and real activity: A century of evidence