Mar 2017AMIS Research Paper No. 6 aims at identifying thresholds that are associated with the transition between different levels of price volatility. To this end, the study surveys a host of factors related to price dynamics of food crops, and tries to isolate relevant determinants of volatility transition and to discover their change points using a statistical estimation and variable selection algorithm termed component-wise gradient boosting.
This is a non-technical summary of AMIS Research Paper No. 6, which analyses thresholds associated with transitions between different levels of price volatility.
Reliable data on grain stocks help decision makers understand food availability, plan the necessary interventions on market stabilization, and address issues related to food insecurity. These Guidelines support statisticians and [...]
One of the original goals of the Agricultural Market Information System (AMIS) was to develop a set of early warning global market indicators which could alert AMIS members to detect [...]
Forecasting crop production is an important dimension when monitoring agricultural markets. Over time, forecasting techniques have evolved, as has agriculture itself and the specifications of the forecasts that are needed. [...]
Studies and working papers - Belgium - China - Morocco - South Africa - United States of America - Production forecasting
This presentation explains the logic behind some of the technical charts that are published in the AMIS Market Monitor. Specifically, it describes the Commitments of Traders charts that visualize the volume [...]