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	Provedor de dados AgEcon (1) Autor Bryant, Henry L. (1) Haigh, Michael S. (1) Palavra-chave Barge and ocean freight prices (1) Futures contracts (1) International Relations/Trade (1) Multivariate GARCH-Models (1) Price volatility (1) Tipo do documento Conference Paper or Presentation (1) Ano 2000 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última PRICE AND PRICE RISK DYNAMICS IN BARGE AND OCEAN FREIGHT MARKETS AND THE EFFECTS ON COMMODITY TRADING AgEcon Haigh, Michael S.; Bryant, Henry L.. The effects of volatility of barge and ocean freight prices on prices throughout the international grain-marketing channel are analyzed using a Multivariate GARCH-M model. The model is used to infer the extent to which transportation price risk affects the level of international grain prices. Results indicate that both barge and ocean price volatility influence grain prices, but barge price volatility tends to have a greater impact on grain prices than that arising from ocean price volatility. The lack of a futures contract for barge rates may be partially responsible for its significant influence on grain price levels. Tipo: Conference Paper or Presentation Palavras-chave: Barge and ocean freight prices; Futures contracts; Multivariate GARCH-Models; Price volatility; International Relations/Trade. Ano: 2000 URL: http://purl.umn.edu/18934 Registros recuperados: 1 Primeira ... 1 ... Última

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