This study analyzes the interrelationship and volatility between grain and oil prices. Specifically, the objective of … this study is to investigate the volatility transmission mechanism of grain prices with oil prices, under the assumption …

Very little research exists on the potential impact of exchange rate volatility on agricultural trade. This paper … evaluates the effects of exchange rate volatility on U.S. poultry exports using the gravity model on panel data. We find that … exchange rate volatility has a negative effect on the U.S. poultry export but only statistically significant for the model in …

The relationship between price volatility and competition is examined. A theoretic, vector autoregressions on farm …

regions. A two-step procedure was utilized to model, estimate, and analyze volatility, conditional correlations, and the …

of Engle and Rangel (2008) to explain the period of exceptionally high price volatility in commodity markets during 2006 …-2008. We find that decomposing realized volatility into high- and low-frequency components reveals the impact of slowly …-evolving macroeconomic variables on the price volatility. Further, we find that while macroeconomic variables have similar effects within the …

Our paper looks at how price volatility in the Brazilian ethanol industry changes over time and across markets by using … volatility. Increased volatility in crude oil markets results in increased volatility in ethanol markets. Ethanol prices, on the … other hand, influence sugar price levels and an increase in their volatility levels also impacts, though less strongly, on …

The 2006 spike in corn-based ethanol demand has contributed to the increase in basis volatility in corn and soybean … commodities. Despite the overall rise in basis volatility, there remain differences in the degree of volatility that exists across …

Climate volatility will increase in the future, with agricultural productivity expected to become increasingly volatile … as well. For Tanzania, where food production and prices are sensitive to the climate, rising climate volatility can have …