In this research the relationship between wheat prices and its volatility in a dynamic model for Iran has been studied using daily data during 2009-2011. Therefore, shocks on wheat prices and its effects on prices using GARCH, ARIMA and SVM models were studied. According to the results, price volatility recognized as a reason of wheat price changes. Comparative results show that domestic wheat price volatility is greater than the global price fluctuations. Also, the wheat price volatility in the last period is a factor volatility of the price of wheat at the present. Therefore the appropriate policies to have a dynamic market for agricultural commodities and using derivative instruments like future and option contract can control fluctuations.
Siami, A., Fakari Sardehae, B., Hasannejad, M., & Mahmodi, H. (2015). Analyzing the Wheat Price Fluctuations Using GARCH, SVM and ARIMA Models. Agricultural Economics and Development, 23(1), 73-93. doi: 10.30490/aead.2015.58954
MLA
A. Siami; B. Fakari Sardehae; M. Hasannejad; H. Mahmodi. "Analyzing the Wheat Price Fluctuations Using GARCH, SVM and ARIMA Models". Agricultural Economics and Development, 23, 1, 2015, 73-93. doi: 10.30490/aead.2015.58954
HARVARD
Siami, A., Fakari Sardehae, B., Hasannejad, M., Mahmodi, H. (2015). 'Analyzing the Wheat Price Fluctuations Using GARCH, SVM and ARIMA Models', Agricultural Economics and Development, 23(1), pp. 73-93. doi: 10.30490/aead.2015.58954
VANCOUVER
Siami, A., Fakari Sardehae, B., Hasannejad, M., Mahmodi, H. Analyzing the Wheat Price Fluctuations Using GARCH, SVM and ARIMA Models. Agricultural Economics and Development, 2015; 23(1): 73-93. doi: 10.30490/aead.2015.58954
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