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Drivers of grain price volatility: a cursory critical review

Fabio Santeramo (), Emilia Lamonaca, Francesco Contò, Antonio Stasi () and Gianluca Nardone

MPRA Paper from University Library of Munich, Germany

Abstract: Understanding the determinants of price volatility is a key step to prevent potential negative consequences of to the uncertainty faced by farmers. Our critical provides a novel categorization of grain price volatility drivers. We distinguish endogenous and exogenous causes and conclude on the potential effects that each of identified factors may generate on price dynamics. In particular, we deepen on the contribution of endogenous factors such as spatial and temporal arbitrage, as well as drivers of shocks of demand and supply.

Keywords: Grain; Price; Risk; Uncertainty; Volatility (search for similar items in EconPapers)
JEL-codes: D81 E31 Q11 Q13 Q17 Q18 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-agr, nep-dcm and nep-mac
Date: 2017-04-01
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