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	Provedor de dados AgEcon (1) Autor Ramirez, Octavio A. (1) Palavra-chave Agribusiness (1) Asymmetric cycles (1) C22 (1) C53 (1) Coffee prices (1) Crop Production/Industries (1) Demand and Price Analysis (1) Risk and Uncertainty (1) Soybean prices (1) Threshold autoregressive models (1) Time series forecasting (1) Mais... Tipo do documento Journal Article (1) Ano 2009 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última The Asymmetric Cycling of U.S. Soybeans and Brazilian Coffee Prices: An Opportunity for Improved Forecasting and Understanding of Price Behavior AgEcon Ramirez, Octavio A.. The behavior of agricultural commodity markets can arguably result in markedly asymmetric price cycles, that is, downward cycles of substantially different length and breadth than upward cycles. This study assesses whether asymmetric-cycle models can enhance the understanding of the dynamics and provide for a better forecasting of U.S. soybeans and Brazilian coffee prices. The forecasts from asymmetric cycle models are found to be substantially mode precise than those obtained from standard autoregressive models. The asymmetric cycle models also provide useful insights on the markedly different dynamics of the upward versus the downward cycles exhibited by the prices of these two commodities. Tipo: Journal Article Palavras-chave: Asymmetric cycles; Coffee prices; Soybean prices; Threshold autoregressive models; Time series forecasting; Agribusiness; Crop Production/Industries; Demand and Price Analysis; Risk and Uncertainty; C22; C53. Ano: 2009 URL: http://purl.umn.edu/48760 Registros recuperados: 1 Primeira ... 1 ... Última

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