Home Itens selecionados Provedores de dados OAI Créditos Sobre Ajuda

			Busca avançada
	Provedor de dados AgEcon (4) Autor Busse, Stefan (4) Brümmer, Bernhard (3) Ihle, Rico (3) Palavra-chave Demand and Price Analysis (3) Q11 (3) Agricultural and Food Policy (2) Biodiesel (2) C22 (2) Cointegration (2) Markov-switching (2) Q18 (2) Research Methods/ Statistical Methods (2) C32 (1) Crude oil (1) E44 (1) Food crisis (1) G1 (1) Hochpreisphase (1) MATIF (1) Markovsprung-Vektor-Fehlerkorrektur-Modell (1) Multivariate GARCH (1) Nonlinear vector error correction model (1) Nonlinear vector error-correction model (1) Mais... Tipo do documento Conference Paper or Presentation (4) Ano 2010 (2) 2009 (2) País United States (4) Idioma Inglês (3) Alemão (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 4 Primeira ... 1 ... Última INVESTIGATING RAPESEED PRICE VOLATILITIES IN THE COURSE OF THE FOOD CRISIS AgEcon Busse, Stefan; Brümmer, Bernhard; Ihle, Rico. C2_3 Tipo: Conference Paper or Presentation Palavras-chave: Multivariate GARCH; MATIF; Rapeseed; Crude oil; Volatilities; Food crisis; Demand and Price Analysis; Research Methods/ Statistical Methods; C32; E44; G1; Q11; Q13; Q49. Ano: 2010 URL: http://purl.umn.edu/93957 German Rapeseed Oil and Biodiesel Pricing under Changing Market Conditions: A Markov-switching Vector Error Correction Model Approach AgEcon Busse, Stefan; Ihle, Rico. We analyze vertical price transmission in the German biodiesel market studying the relationship between rapeseed oil, soya oil and biodiesel prices. We focus on the period from summer 2002 to late 2007 during which the German biodiesel market developed into the largest market worldwide, mainly driven by political intervention. Tests on the adequacy of a traditional linear vector error correction model provide strong evidence against it and favor a regime-dependent model. We consider the Markov-switching vector error correction model which allows for parameter switching between regimes to be suitable for the question to be analyzed. We find two distinct regimes with differing error-correction behavior. Estimation results indicate that only rapeseed oil... Tipo: Conference Paper or Presentation Palavras-chave: Biodiesel; Cointegration; Nonlinear vector error-correction model; Regime dependent model; Markov-switching; Agricultural and Food Policy; Demand and Price Analysis; Resource /Energy Economics and Policy; C22; Q11; Q18. Ano: 2009 URL: http://purl.umn.edu/51032 The Pattern of Integration between Fossil Fuel and Vegetable Oil Markets: The Case of Biodiesel in Germany AgEcon Busse, Stefan; Brümmer, Bernhard; Ihle, Rico. With this paper, we provide the first quantitative investigation of vertical price transmission in the biodiesel supply chain in Germany with the focus on the developments during the food crisis and the impact of subsidized US biodiesel exports. With the strong promotion of the production and use of biodiesel during the first half of the past decade, the German biodiesel market became the largest national biodiesel market worldwide. This analysis utilizes prices of rapeseed oil, soya oil, biodiesel and crude oil over a sample period covering the rapid growth of the German demand in 2002 until its decline in 2009. The effects of both the market development and different policies on price transmission are analyzed in detail. Due to the numerous changes in... Tipo: Conference Paper or Presentation Palavras-chave: Biodiesel; Cointegration; Nonlinear vector error correction model; Regime-dependent model; Markov-switching; Agricultural and Food Policy; Demand and Price Analysis; C22; Q11; Q18. Ano: 2010 URL: http://purl.umn.edu/61010 Bestimmung der Determinanten der Rapspreisentwicklung in der Hochpreisphase auf Basis von Markovzeitreihenmodellen AgEcon Busse, Stefan; Brümmer, Bernhard. Der Einfluss der Entwicklungen auf verschiedenen Agrarmärkten auf den deutschen Rapsmarkt wird im vorliegenden Beitrag anhand von multivariaten Zeitreihenmodellen für die Produktpreise untersucht. Da sich in Hochpreisphasen die Preisanpassungsprozesse möglicherweise im Vergleich zu Phasen niedriger Preise ändern, wird auf ein nichtlineares Vektor-Fehlerkorrektur-Modell (VFKM) zurückgegriffen, das regimeabhängige Anpassungen zulässt. Die Spezifikation des Modells als Markovsprung-VFKM (MS-VFKM) erweist sich hier als vorteilhaft, da es keiner a priori Regimespezifizierung und -abgrenzung bedarf. Die Analyse zeigt, dass in den Jahren 2007/08 signifikante Änderungen in den Anpassungsprozessen der Rapspreise im Verhältnis zu anderen Agrargütern auftraten, wobei... Tipo: Conference Paper or Presentation Palavras-chave: Markovsprung-Vektor-Fehlerkorrektur-Modell; Regimeabhängiges Verhalten; Rapsmarkt; Hochpreisphase; Research Methods/ Statistical Methods. Ano: 2009 URL: http://purl.umn.edu/53271 Registros recuperados: 4 Primeira ... 1 ... Última

Empresa Brasileira de Pesquisa Agropecuária - Embrapa Todos os direitos reservados, conforme Lei n° 9.610 Política de Privacidade Área restrita		Embrapa Parque Estação Biológica - PqEB s/n° Brasília, DF - Brasil - CEP 70770-901 Fone: (61) 3448-4433 - Fax: (61) 3448-4890 / 3448-4891 SAC: https://www.embrapa.br/fale-conosco