Modeling and forecasting volatility in global food commodity prices
To capture the volatility in the global food commodity prices, we employed two competing models, the thin tailed the normal distribution, and the fat-tailed Student t-distribution models. Results based on wheat, rice, sugar, beef, coffee, and groundnut prices, during the sample period from October 1...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Czech Academy of Agricultural Sciences
2011-03-01
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| Series: | Agricultural Economics (AGRICECON) |
| Subjects: | |
| Online Access: | https://agricecon.agriculturejournals.cz/artkey/age-201103-0003_modeling-and-forecasting-volatility-in-global-food-commodity-prices.php |