Dergiler / Türk Tarım ve Doğa Bilimleri Dergisi / 2026 / Volume: 13 Issue: 4

Climate and Macroeconomic Drivers of Agricultural Input Price Volatility in Türkiye: An XGBoost-SHAP Analysis

Mutlu Bulut(NİĞDE ÖMER HALİSDEMİR ÜNİVERSİTESİ)0000-0002-4673-3133
Sayfa
—
Yayın Tarihi
2026-10-19
🏛️Bu makalenin bibliyografik verileri ve tam metin bağlantısı DergiPark üzerinden sağlanmıştır.
DergiPark Kaydı ↗
✨

Yapay Zeka Hızlı Bakış & Çıkarımlar

AI Insight
⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

The findings suggest that agricultural input price policy should be integrated with climate risk management and that the identified lag structure can contribute to early warning systems.

📌 3 Maddede Bu Makale

🎯
Amaç & Hipotez:The main objective of this study is to determine the dynamics of agricultural input prices in Turkey.
📊
Temel Bulgular & Veri:The study incorporates meteorological and macroeconomic data as dependent and explanatory variables.
💡
Sonuç & Katkı:The findings suggest that agricultural input price policy should be integrated with climate risk management and that the identified lag structure can contribute to early warning systems.
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:2020 Verileri
⚙️Değişkenler:Machine learning · explainable artificial intelligence · time-series forecasting

Abstract

The main objective of this study is to determine the dynamics of agricultural input prices in Turkey. The study incorporates meteorological and macroeconomic data as dependent and explanatory variables. The data used in the research covers the period from February 2020 to April 2026. The ten subcategories of the Turkish Statistical Institute (TÜİK) Agricultural Input Price Index are used as dependent variables, while average temperature, total precipitation, temperature anomaly, USD/TRY exchange rate, and Brent crude oil price are used as explanatory variables. A separate XGBoost model was established for each category. Hyperparameter optimization with Optuna, time series cross-validation, and SHAP interpretability analysis were applied in the study. According to the findings, XGBoost outperforms Ordinary Least Squares (OLS) regression in all categories. The highest predictive power was obtained in the Other (R² = 0.532) and Energy (R² = 0.500) categories. Temperature anomaly and lagged precipitation variables provided significant SHAP contributions in many categories, especially energy, fertilizer, and animal feed. These results indicate that climate variables exhibit category-specific and lagged predictive associations with agricultural input price changes. On the other hand, the Seeds, Pesticides, Veterinary, Machinery Maintenance, and Building Maintenance categories produced negative R² values in all approaches. SHAP results for categories with negative out-of-sample R² values are interpreted cautiously as exploratory model-specific patterns, considering that the corresponding models do not exhibit reliable predictive performance. The findings suggest that agricultural input price policy should be integrated with climate risk management and that the identified lag structure can contribute to early warning systems.

🔖

Bu Makaleye Atıf Yap

Bulut, M. (2026). Climate and Macroeconomic Drivers of Agricultural Input Price Volatility in Türkiye: An XGBoost-SHAP Analysis. Türk Tarım ve Doğa Bilimleri Dergisi, Volume: 13 Issue: 4. https://doi.org/10.30910/turkjans.1987114

📄 Tam Metin PDF Okuyucu

📄

PDF görüntüleyici hazırlanıyor...

Kaynakça (25)

  1. Aron, J., Macdonald, R., & Muellbauer, J. (2014). Exchange rate pass-through in developing and emerging markets: A survey of conceptual, methodological and policy issues, and selected empirical findings. The Journal of Development Studies, 50(1), 101-143. https://doi.org/10.1080/00220388.2013.847180
  2. Atalan-Helicke, N., & Abiral, B. (2021). Alternative food distribution networks, resilience, and urban food security in Turkey amid the COVID-19 pandemic. Journal of Agriculture, Food Systems, and Community Development, 1-16. https://doi.org/10.5304/jafscd.2021.102.021
  3. Breiman, L. (2001). Random forests. Machine Learning, 45(1), 5-32. https://doi.org/10.1023/A:1010933404324
  4. Bussière, M., Delle Chiaie, S., & Peltonen, T. A. (2014). Exchange rate pass-through in the global economy: The role of emerging market economies. IMF Economic Review, 62(1), 146-178. https://doi.org/10.1057/imfer.2014.5
  5. Chen, T., & Guestrin, C. (2016). XGBoost: A scalable tree boosting system. In Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (pp. 785-794). San Francisco, CA, USA. https://doi.org/10.1145/2939672.2939785
  6. Demir, O., Gültekim, G. C., & Uzundumlu, A. S. (2023). The place and importance of agriculture in the Turkish economy. Journal of Animal Science and Economics, 2(2), 62-69.
  7. Hersbach, H., Bell, B., Berrisford, P., Hirahara, S., Horányi, A., Muñoz-Sabater, J.,. & Thépaut, J. N. (2020). The ERA5 global reanalysis. Quarterly Journal of the Royal Meteorological Society, 146(730), 1999-2049. https://doi.org/10.1002/qj.3803
  8. Hyndman, R. J., & Athanasopoulos, G. (2018). Forecasting: Principles and Practice (2nd ed.). Melbourne: OTexts.
  9. Investing.com. (2026a). USD/TRY historical data. https://tr.investing.com/currencies/usd-try-historical-data (Accessed date: 20.06.2026)
  10. Investing.com. (2026b). Brent crude oil historical data. https://tr.investing.com/commodities/brent-oil-historical-data (Accessed date: 20.06.2026)
  11. Issah, O., Zubeiru, M., & Anaba, S. (2026). Machine learning prediction of environmental, social and governance reporting quality: A global cross-sectional analysis. Corporate Social Responsibility and Environmental Management. https://doi.org/10.1002/csr.70732
  12. López Segura, M. V., Aguilar Lasserre, A. A., Fernández Lámbert, G., Posada Gómez, R., & Villanueva Vásquez, D. (2025). XGBoost sequential system for the prediction of Persian lemon crop yield. Crop Science, 65(1), e21148. https://doi.org/10.1002/csc2.21148
  13. Lundberg, S. M., Erion, G., Chen, H., DeGrave, A., Prutkin, J. M., Nair, B., Katz, R., Himmelfarb, J., Bansal, N., & Lee, S. I. (2020). From local explanations to global understanding with explainable AI for trees. Nature Machine Intelligence, 2, 56–67. https://doi.org/10.48550/arXiv.1905.04610
  14. Nigatu, G., Badau, F., Seeley, R., & Hansen, J. (2020). Factors contributing to changes in agricultural commodity prices and trade for the United States and the world. United States Department of Agriculture (USDA), Economic Research Service. https://doi.org/10.22004/ag.econ.301181
  15. Oxford Analytica. (2022). Ukraine war will hurt Turkey's economy. Emerald Expert Briefings. https://doi.org/10.1108/OXAN-DB267878
  16. Özden, C. (2023). İstatistiksel ve derin öğrenme yöntemlerini kullanarak tarımsal girdi fiyat endeksinin tahmin edilmesi. Turkish Journal of Agriculture-Food Science and Technology, 11(9), 1751-1755. https://doi.org/10.24925/turjaf.v11i9.1751-1755.6359
  17. Rea, R. S., Islam, M. R., Rahman, M. M., Nath, B., & Mix, K. (2022). Growth, nutrient accumulation, and drought tolerance in crop plants with silicon application: A review. Sustainability, 14(8), 4525. https://doi.org/10.3390/su14084525
  18. Theofilou, A., Nastis, S. A., Michailidis, A., Bournaris, T., & Mattas, K. (2025). Predicting prices of staple crops using machine learning: A systematic review of studies on wheat, corn, and rice. Sustainability, 17(12), 5456. https://doi.org/10.3390/su17125456
  19. Turkish Statistical Institute (TurkStat). (2026). Agricultural Input Price Index. https://veriportali.tuik.gov.tr/tr/press/58082 (Accessed date: 20.06.2026)
  20. Turkish Statistical Institute (TurkStat). (2026). Quarterly Gross Domestic Product, Quarter IV: October-December 2025. https://data.tuik.gov.tr/en/ (Accessed date: 29.06.2026)
  21. Vos, R., Glauber, J., Hebebrand, C., & Rice, B. (2025). Global shocks to fertilizer markets: Impacts on prices, demand and farm profitability. Food Policy, 133, 102790. https://doi.org/10.1016/j.foodpol.2024.102790
  22. Wang, M., Lu, S. Y., Xin, H., Fan, Y., Zhang, H., Saunik, S., & Shaw, R. (2026). A review of heat wave impacts on the food-energy-water nexus and policy response. Climate, 14(1), 27. https://doi.org/10.3390/cli14010027
  23. Yan, H., Manfredo, M., & Mishra, A. K. (2026). Forecasting for food price inflation using machine learning methodology: Expansion on FRED-MD. Food Policy, 140, 103077. https://doi.org/10.1016/j.foodpol.2026.103077
  24. Zhou, D., Zhang, J., Zou, F., Li, Z., & Huan, H. (2026). Optimization and driving mechanisms of agricultural resilience measurement based on XGBoost-SHAP model: Evidence from China. Frontiers in Sustainable Food Systems, 10, 1767684. https://doi.org/10.3389/fsufs.2026.1767684
  25. Hersbach, H., Bell, B., Berrisford, P., Hirahara, S., Horányi, A., Muñoz-Sabater, J.,. & Thépaut, J. N. (2020). The ERA5 global reanalysis. Quarterly Journal of the Royal Meteorological Society, 146(730), 1999-2049. https://doi.org/10.1002/qj.3803