Price thresholds, price volatility, and the private costs of investment in a developing country grain market

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dc.contributorFoster, Kenen
dc.contributorMasters, Williamen
dc.contributor.authorShively, Gerald E.en
dc.contributor.departmentSustainable Agriculture and Natural Resource Management (SANREM) Knowledgebaseen
dc.coverage.spatialGhanaen
dc.date.accessioned2016-04-19T18:07:30Zen
dc.date.available2016-04-19T18:07:30Zen
dc.date.issued2001en
dc.descriptionMetadata only recorden
dc.description.abstractThis paper discusses price thresholds and volatility in an African maize market, based on analysis of data from Ghana using linear and threshold-ARCH models. There was a non-linear link between past prices and the level and volatility of present prices. The paper also describes the importance of critical thresholds for economic inference and reports on the cost of market participation, using econometric results to account for the implied risk.en
dc.format.mimetypetext/plainen
dc.identifier256en
dc.identifier.citationEconomic Modelling 18(3): 399-414en
dc.identifier.issn0264-9993en
dc.identifier.urihttp://hdl.handle.net/10919/65320en
dc.language.isoen_USen
dc.publisherLondon, England: North-Hollanden
dc.rightsIn Copyrighten
dc.rights.holderCopyright 2001 Elsevier Science B.V. All rights reserveden
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subjectEconomic analysesen
dc.subjectMarketsen
dc.subjectStorage infrastructureen
dc.subjectMarketing and tradeen
dc.subjectVulnerability and risken
dc.subjectGhanaen
dc.subjectFood price variabilityen
dc.subjectInvestment under uncertaintyen
dc.subjectThreshold archen
dc.subjectRegression modelen
dc.subjectMaizeen
dc.subjectPrice volatilityen
dc.subjectPrice thresholdsen
dc.subjectGrain storageen
dc.subjectFarm/Enterprise Scale Governanceen
dc.titlePrice thresholds, price volatility, and the private costs of investment in a developing country grain marketen
dc.typeAbstracten
dc.type.dcmitypeTexten

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