The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...

The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017. The authors employ the generalized vector...

The Fiji Islands economy is widely held to be constrained by a lack of market and transport infrastructure. Such infrastructure problems can reduce the efficiency of markets and result in wider than optimal disparities in food prices, both between markets and over time. In this paper we use...