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Registros recuperados: 7
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Análise da estrutura de mercado na cadeia produtiva do leite no período de 1998 a 2008 AgEcon
Barros, Fabiano Luiz Alves; Lima, Joao Ricardo Ferreira de; Fernandes, Rosangela Aparecida Soares.
The dairy industry productive chain is among the most important domestic agricultural and cattle raising products, accounting for a significant part of agribusiness. In the last years, this sector has undergone significant structural changes, with increased participation of relatively smaller enterprises and reduced number of larger enterprises in the market. The aim of this work is to understand the dynamics between industry and retail performance and the effect on the prices paid to dairy producers. Specifically, this work aims to calculate the sector’s concentration indexes and causality indexes between the prices paid to the producer, the industry markup and the retail prices. Based on price temporal series, a VAR model was estimated and the Granger...
Tipo: Journal Article Palavras-chave: Market concentration; Dairy sector; Granger causality test; Industrial Organization.
Ano: 2010 URL: http://purl.umn.edu/95067
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Co-integration Analysis of the Relationship between Logistics Transportation and Economic Growth of Agriculture in Zhejiang Province AgEcon
Wang, Dong-hui.
The thesis selects freight volume and passenger capacity from 1978 to 2008 in Zhejiang Province and the total output value of the primary industry as the object of research, uses quantitative method of co-integration analysis to analyze the freight volume and passenger capacity, and the total output value of the primary industry in Zhejiang Province. After the stationary test of the time sequence, I conduct the regression analysis of the relationship between freight volume and the total output value of agriculture, and the relationship between passenger capacity and the total output value of agriculture. In addition, I conduct Granger causality test of the relationship between freight volume and passenger capacity, and the total output value of...
Tipo: Journal Article Palavras-chave: Logistics transportation; Agricultural economy; Co-integration; Granger causality test; China; Agribusiness.
Ano: 2010 URL: http://purl.umn.edu/102382
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Dynamic Relation Mechanism between Cotton Future Price and Stock Price of Related Listed Companies AgEcon
Liu, Peng.
The Dynamic relation mechanism between ZCE cotton futures price and related listed company stock price had been studied based on the metastock historical data in January 1st, 2007 to September 1st, 2010,Johansen co-integration analysis, Vector error correction model, Granger causality test and variance decomposition method. The results indicated that: long-term equilibrium relationship existed between ZCE cotton futures price and Xinsai share stock price while which changed in the same tendency and speed in the long-term. Cotton futures price is the main reason for the changing of Xinsai share stock price. The lead-lag relationship in changing course had been confirmed that existed between ZCE cotton futures price and the Xinsai share stock price....
Tipo: Journal Article Palavras-chave: Cotton futures; Listed companies stock price; Relation mechanism; Vector error correction model; Granger causality test; China; Agribusiness.
Ano: 2011 URL: http://purl.umn.edu/117428
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Implication of Cotton Price Behavior on Market Integration AgEcon
Ge, Yuanlong; Wang, H. Holly; Ahn, Sung K..
The cotton market in China is highly interactive with international markets, especially, the US market. The prices in these two markets can reveal important market relations. Investigating the data of futures prices from the New York Board of Trade (NYBOT) and the Zhengzhou Commodity Exchange (CZCE) using several time series methods, we find a long-run cointegration relationship between these I(1) series. Furthermore, a bi-directional Granger Causality between these two futures markets is detected with Generalized Autoregressive Conditional Heteroskedasticity (GARCH) error specifications. We also find the relationship is impacted by the Chinese exchange rate policy change in the 2005.
Tipo: Conference Paper or Presentation Palavras-chave: Cotton futures prices; Cointegration; Granger causality test; AR-GARCH.; Agricultural Finance.
Ano: 2008 URL: http://purl.umn.edu/37623
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The Empirical Analysis of the Dynamic Prices Relationship between Cotton Spot Market and Futures Market in Xinjiang AgEcon
Sun, Liang-bin.
The thesis analyzes the causal relationship between the cotton spot, and the tendency and impact of prices of futures markets in Xinjiang by using ADF test, co-integration analysis, Granger causality test and other econometric methods in order to discuss the interacted relationship between futures market prices of cotton and spot market prices since the futures of cotton in Xinjiang go public. The results of empirical analysis show that the spot market prices of cotton and the futures market prices in Xinjiang fluctuate prominently in the short run and tend to counterpoise in the long run; the futures market of cotton plays the role of leading the spot market prices of cotton in Xinjiang, while the spot market prices of cotton in Xinjiang impacts little on...
Tipo: Journal Article Palavras-chave: Cotton Price; Spot Market; Futures Market; Granger causality test; China; Agribusiness.
Ano: 2011 URL: http://purl.umn.edu/113209
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The Empirical Analysis of the Dynamic Prices Relationship between Cotton Spot Market and Futures Market in Xinjiang AgEcon
Sun, Liang-bin.
The thesis analyzes the causal relationship between the cotton spot, and the tendency and impact of prices of futures markets in Xinjiang by using ADF test, co-integration analysis, Granger causality test and other econometric methods in order to discuss the interacted relationship between futures market prices of cotton and spot market prices since the futures of cotton in Xinjiang go public. The results of empirical analysis show that the spot market prices of cotton and the futures market prices in Xinjiang fluctuate prominently in the short run and tend to counterpoise in the long run; the futures market of cotton plays the role of leading the spot market prices of cotton in Xinjiang, while the spot market prices of cotton in Xinjiang impacts little on...
Tipo: Journal Article Palavras-chave: Cotton Price; Spot Market; Futures Market; Granger causality test; China; Agribusiness.
Ano: 2011 URL: http://purl.umn.edu/108456
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Trade and Integration of the US and China’s Cotton Markets AgEcon
Ge, Yuanlong; Wang, H. Holly; Ahn, Sung K..
The cotton market in China is highly interactive with international markets, especially, the US market. The prices in these two markets can reveal important market relations. Investigating the data of futures prices from the New York Board of Trade (NYBOT) and the Zhengzhou Commodity Exchange (CZCE) using several time series methods, we find a long-run cointegration relationship between these I(1) series. Furthermore, a bi-directional Granger Causality between these two futures markets is detected with Generalized Autoregressive Conditional Heteroskedasticity (GARCH) error specifications. We also find the relationship is impacted by the Chinese exchange rate policy change in the 2005.
Tipo: Conference Paper or Presentation Palavras-chave: Cotton futures prices; Cointegration; Granger causality test; AR-GARCH; Agricultural Finance; Demand and Price Analysis; International Relations/Trade.
Ano: 2007 URL: http://purl.umn.edu/36975
Registros recuperados: 7
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