The Resource Stochastic Model Development and Price Volatility Analysis, Shinichi Taya, (electronic resource)

Stochastic Model Development and Price Volatility Analysis, Shinichi Taya, (electronic resource)

Label
Stochastic Model Development and Price Volatility Analysis
Title
Stochastic Model Development and Price Volatility Analysis
Statement of responsibility
Shinichi Taya
Creator
Subject
Language
eng
Summary
The OECD-FAO Agricultural Outlook provides mid-term projections of global agricultural markets simulated by the AGLINK-COSIMO model. While the projections typically present a deterministic outlook for markets that are conditional on a set of assumptions, recent experience of highly turbulent markets has renewed interest in quantitative assessment of price volatility by stochastic simulations using the AGLINK-COSIMO model. Improvements in the methodology of stochastic analyses are pursued and implemented. As an application, the impact of crop yield shocks on price volatility is studied. Since the concurrent reduction in production in different countries is deemed as one of the factors of the price spike in 2007/08, the contribution of correlation of yield shocks to price volatility is measured. This paper shows that correlation effects account for a significant portion of price volatility for coarse grains and wheat
Member of
Cataloging source
FR-PaOEC
http://library.link/vocab/creatorName
Taya, Shinichi
Government publication
international or intergovernmental publication
Index
no index present
Literary form
non fiction
Nature of contents
dictionaries
Series statement
OECD Food, Agriculture and Fisheries Working Papers,
Series volume
no.57
http://library.link/vocab/subjectName
Agriculture and Food
Label
Stochastic Model Development and Price Volatility Analysis, Shinichi Taya, (electronic resource)
Instantiates
Publication
Antecedent source
not applicable
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
805661643
Dimensions
21 x 30 cm
Extent
37 pages
File format
one file format
Form of item
online
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1787/5k95tmlz3522-en
Specific material designation
remote
System control number
(OCoLC)805661643
Label
Stochastic Model Development and Price Volatility Analysis, Shinichi Taya, (electronic resource)
Publication
Antecedent source
not applicable
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
805661643
Dimensions
21 x 30 cm
Extent
37 pages
File format
one file format
Form of item
online
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1787/5k95tmlz3522-en
Specific material designation
remote
System control number
(OCoLC)805661643

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