  In this study we continue to search for possible manifestations of space
weather influence on prices of agricultural products and consumables. We note
that the connection between solar activity and prices is based on the causal
chain that includes several nonlinear transition elements. These non-linear
elements are characterized by threshold sensitivity to external parameters and
lead to very inhomogeneous local sensitivity of the price to space weather
conditions. It is noted that "soft type" models are the most adequate for
description of this class of connections. Two main observational effects
suitable for testing causal connections of this type of sensitivity are
considered: burst-like price reactions on changes in solar activity and price
asymmetry for selected phases of the sunspot cycle. The connection, discovered
earlier for wheat prices of Medieval England, is examined in this work on the
basis of another 700-year data set of consumable prices in England. Using the
same technique as in the previous part of our work (Pistilnik and Yom Din 2004)
we show that statistical parameters of the interval distributions for price
bursts of consumables basket and for sunspot minimum states are similar one to
another, like it was reported earlier for wheat price bursts. Possible sources
of these consistencies between three different multiyear samples are discussed.
For search of possible manifestations of the "space weather - wheat market"
connection in modern time, we analyze dynamics of wheat prices in the USA in
the twentieth century. We show that the wheat prices revealed a maximum/minimum
price asymmetry consistent with the phases of the sunspot cycle. We discuss
possible explanations of this observed asymmetry, unexpected under conditions
of globalization of the modern wheat market.
