Changes in selected polish agricultural price volatility

Cezary Klimkowski ()
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Cezary Klimkowski: Institute of Agricultural and Food Economics, Warsaw, Poland

International Conference on Competitiveness of Agro-food and Environmental Economy Proceedings, 2015, vol. 4, 86-95

Abstract: There is a growing concern about issues related to high agricultural commodities price volatility since the food crisis in 2007/08. In this contribution the development of Polish agricultural price volatility is analyzed. Polish wheat, pork and beef prices volatilities were quantified and compare to volatilities of prices on European and international markets. There is an increase in wheat price volatility in 2005-2014 comparing to years 1993-2003, while pork and beef prices became more stable. Relative growth of Polish agricultural price volatility is present on all three analyzed markets. To identify changes in volatility transmission patters Granger causality tests were also performed. Change in wheat price volatility transmission was revealed.

Keywords: agricultural prices; volatility; agricultural policy; Polish agricultural markets (search for similar items in EconPapers)
Date: 2015
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