Home Itens selecionados Provedores de dados OAI Créditos Sobre Ajuda

			Busca avançada
	Provedor de dados AgEcon (2) Autor Bekkerman, Anton (2) Goodwin, Barry K. (1) Pelletier, Denis (1) Piggott, Nicholas E. (1) Palavra-chave Demand and Price Analysis (2) Q11 (2) Spatially separated markets (2) Agricultural Finance (1) Basis (1) G13 (1) Impulse response (1) Marketing (1) Multivariate GARCH (1) Neutral band (1) Q13 (1) Q14 (1) Threshold autoregression (1) Volatility (1) Mais... Tipo do documento Conference Paper or Presentation (2) Ano 2009 (2) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Spatial Analysis of Market Linkages in North Carolina Using Threshold Autoregression Models with Variable Transaction Costs AgEcon Bekkerman, Anton; Goodwin, Barry K.; Piggott, Nicholas E.. In North Carolina, where soybeans and corn are the two primary crops, the recent increase in the demand for U.S. corn has triggered a shift of farm acreage from soybeans to corn, leading to a rapid rise in prices of both commodities. However, the rate of the price changes, as well as the price level, is significantly different in markets that are located in different parts of the state. This study extends the literature that examines linkages between spatially separated markets by using a threshold autoregressive model with a less restrictive assumption for estimating the transaction cost neutral band -- the band within which trade is not profitable. This generalization allows the neutral band of transactions costs to change according to various external... Tipo: Conference Paper or Presentation Palavras-chave: Threshold autoregression; Spatially separated markets; Impulse response; Neutral band; Demand and Price Analysis; Marketing; Q11; Q13. Ano: 2009 URL: http://purl.umn.edu/49282 Basis Volatilities of Corn and Soybean in Spatially Separated Markets: The Effect of Ethanol Demand AgEcon Bekkerman, Anton; Pelletier, Denis. The 2006 spike in corn-based ethanol demand has contributed to the increase in basis volatility in corn and soybean markets across the United States, which has, to a significant degree, led to the observed large jumps in the prices of the two commodities. Despite the overall rise in basis volatility, there remain differences in the degree of volatility that exists across spatially separated markets, which might be caused by factors such as transportation costs, seasonality, and time-to-delivery. The focus of this study is threefold first, this work models basis data for six corn and soybean markets by using a multivariate GARCH model that incorporates the spatial linkages of these markets; next, the model is used to investigate whether the increase in... Tipo: Conference Paper or Presentation Palavras-chave: Basis; Spatially separated markets; Multivariate GARCH; Volatility; Agricultural Finance; Demand and Price Analysis; Q11; Q14; G13. Ano: 2009 URL: http://purl.umn.edu/49281 Registros recuperados: 2 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