This study complements OECD analyses on commodity price volatility by providing quantitative assessments of the impact … volatility. The factors examined relate to changes in demand in the large emerging countries of the BRICs (comprising Brazil, the … volatility by examining some effects of a hypothetical international buffer stockholding scheme to stabilise international wheat …

assumptions, recent experience of highly turbulent markets has renewed interest in quantitative assessment of price volatility by … implemented. As an application, the impact of crop yield shocks on price volatility is studied. Since the concurrent reduction in … of yield shocks to price volatility is measured. This paper shows that correlation effects account for a significant …