This paper aims to study the dynamics of the long term price series of primary commodities, with special attention to agricultural ones. Based on a previous study of Scandizzo and Diakosavvas (1991), and by making use of the time series used by this study and subsequently updated by Grilli and Yang (1988) and by Pfaffenzeller et al. (2007), we analyze the evolution the of the primary and manufactured price series from 1900 to present.
Scandizzo, P.l., Savastano, S., Vezzani, A. (2010). The deterministic and speculative component of the terms of trade of primary commodities: an eclectic real option value approach. In 114th Seminar, April 15-16, 2010, Berlin, Germany 61086, European Association of Agricultural Economists (pp.1-32). Berlin : European Association of Agricultural Economists.
The deterministic and speculative component of the terms of trade of primary commodities: an eclectic real option value approach
SCANDIZZO, PASQUALE LUCIO;SAVASTANO, SARA;
2010-07-02
Abstract
This paper aims to study the dynamics of the long term price series of primary commodities, with special attention to agricultural ones. Based on a previous study of Scandizzo and Diakosavvas (1991), and by making use of the time series used by this study and subsequently updated by Grilli and Yang (1988) and by Pfaffenzeller et al. (2007), we analyze the evolution the of the primary and manufactured price series from 1900 to present.File | Dimensione | Formato | |
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