The study explores a long memory conditional volatility model on international grain markets, demonstrating importance of modeling both temporal effects of volatility and long memory process. This study adopts six different volatility models, nested in an ARMA(p,q)- FIGARCH(P,D,Q), to capture...

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The study explores a long memory conditional volatility model on international grain markets, demonstrating importance of modeling both temporal effects of volatility and long memory process. This study adopts six different volatility models, nested in an ARMA(p,q)- FIGARCH(P,D,Q), to capture...

The Ifamr is published quarterly by IFAMA. www.ifama.org

En los últimos años, en los países desarrollados, existe una mayor preocupación por parte del consumidor por aspectos como la seguridad alimentaria, entendida como la influencia de la alimentación en la salud o sobre el deterioro del medio ambiente. El incremento del consumo de productos...

The situation on the fruit market seemed particularly difficult in 2007 considering two events which took place almost at the same time. First concerns the reform of the fruit market planned by the European Commission for 2008-2013, second involves the estimation of losses and consequence of...

This outlook contains updated baseline rice projections from the Arkansas Global Rice Economics Program (AGREP) for the U.S. and international rice economies. The purpose of this document is to present the current state and the expected directions of the rice economies in the world by assessing...