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Food price volatility in sub-Saharan Africa
7 references·8 citing·31 second hop
Food price volatility in sub-Saharan Africa (2014)Food price volatility in sub-Saharan Afri…Food price volatility (2010)Food price volatilityWhen speculation matters (2009)When speculation mattersPractical Issues in the Analysis of Univariate GARCH Models (2009)Practical Issues in the Analy…Handbook of Financial Time Series (2009)Handbook of Financial Time Se…A Forecast Comparison of Volatility Models: Does Anything Beat a Garch(1,1)? (2001)A Forecast Comparison of Vola…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Predictive Modeling of Peanut Oil Prices Utilizing a Gaussian Process Regression-Based Machine Learning Framework (2025)Predictive Modeling of Peanut…Canola and soybean oil price forecasts via neural networks (2022)Canola and soybean oil price …Food prices and marketing margins during the COVID‐19 pandemic: Evidence from vegetable value chains in Ethiopia (2021)Food prices and marketing mar…Food price volatility and household food security: Evidence from Nigeria (2021)Food price volatility and hou…How the international media framed ‘food riots’ during the global food crises of 2007–12 (2018)How the international media f…Grain Price and Volatility Transmission from International to Domestic Markets in Developing Countries (2017)Grain Price and Volatility Tr…Volatile and Extreme Food Prices, Food Security, and Policy: An Overview (2016)Volatile and Extreme Food Pri…Food price seasonality in Africa: Measurement and extent (2016)Food price seasonality in Afr…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Google Internet search activity and volatility prediction in the market for foreign currency (2012)EGARCH models with fat tails, skewness and leverage (2013)Learning from History: Volatility and Financial Crises (2018)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Essays in Positive Economics (1954)Commodity volatility breaks (2012)Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets (2013)Dynamic spillovers among major energy and cereal commodity prices (2014)Multivariate GARCH models: a surveyMultivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)How Does Women's Time in Reproductive Work and Agriculture Affect Maternal and Child Nutrition? Evidence from Bangladesh, Cambodia, Ghana, Mozambique, and Nepal (2016)Comparing Predictive Accuracy (1994)Choosing the Best Volatility Models: The Model Confidence Set Approach* (2003)Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood (2004)The use of GARCH models in VaR estimation (2004)Seasonal Dimensions to Rural Poverty. (1983)Vulnerability, seasonality and poverty in Ethiopia (2000)A behavioral investigation of supply chain contracts for a newsvendor problem in a developing economy (2019)Economics and Consumer Behavior (1980)Saving and Liquidity Constraints (1989)Econometric Analysis of Cross Section and Panel Data (2001)Copula–Based Models for Financial Time Series (2009)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Conditional Tail-Risk in Cryptocurrency Markets (2018)A speculative bubble in commodity futures prices? Cross‐sectional evidence (2010)Safeguarding food security in volatile global markets. (2011)Volatility linkages between energy and agricultural commodity prices (2015)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2010Food price volatility428 cited
  • 2009Handbook of Financial Time Series406 cited
  • 2001A Forecast Comparison of Volatility Models: Does Anything Beat a Garch(1,1)?297 cited
  • 2009When speculation matters219 cited
  • 2009Practical Issues in the Analysis of Univariate GARCH Models198 cited

Cited by

  • 2016Food price seasonality in Africa: Measurement and extent128 cited
  • 2017Grain Price and Volatility Transmission from International to Domestic Markets in Developing Countries117 cited
  • 2021Food price volatility and household food security: Evidence from Nigeria116 cited
  • 2022Canola and soybean oil price forecasts via neural networks111 cited
  • 2025Predictive Modeling of Peanut Oil Prices Utilizing a Gaussian Process Regression-Based Machine Learning Framework101 cited
  • 2016Volatile and Extreme Food Prices, Food Security, and Policy: An Overview81 cited
  • 2021Food prices and marketing margins during the COVID‐19 pandemic: Evidence from vegetable value chains in Ethiopia81 cited

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2018
How the international media framed ‘food riots’ during the global food crises of 2007–12
14 cited