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Registros recuperados: 5
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ANÁLISE COMPARATIVA ENTRE ESTRATÉGIAS DE HEDGE COM BASE EM MODELOS ESTÁTICOS E DINÂMICOS PARA CONTRATOS FUTUROS DE CAFÉ ARÁBICA AgEcon
Muller, Carlos Andre da Silva; Moura, Altair Dias de; Lima, Joao Eustaquio de.
Dentro do agronegócio brasileiro, o café arábica está entre os produtos com o mais elevado nível de risco e, ainda assim, é um produto importante para a economia brasileira. Os mercados futuros são reconhecidos como meio de gerenciamento desses riscos, mas observou-se o baixo uso desse mecanismo no caso brasileiro. Por outro lado, a literatura tem avançado quanto aos métodos para realização de estratégias de hedge. Em vista disso, esse artigo teve a finalidade de analisar a efetividade, em redução de riscos, de diferentes estratégias de hedge para o café arábica no Brasil. Foram Testadas quatro estratégias: não atuação em mercados futuros; cobertura completa; estratégia estática que incorpora o conteúdo informacional em médias condicionais, obtida pelo...
Tipo: Conference Paper or Presentation Palavras-chave: Efetividade; Hedge; Café arábica; VEC; MGARCH BEKK; Effectiveness; Hedge; Arabian coffee; Agribusiness; Crop Production/Industries; Risk and Uncertainty.
Ano: 2008 URL: http://purl.umn.edu/113187
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Impact of Changes in Dietary Preferences on U.S. Retail Demand for Beef: Health Concerns and the Role of Media AgEcon
Miljkovic, Dragan; Mostad, Daniel.
The goal of this study is twofold: to determine if in the long run health concerns affect, via changes in consumer dietary preferences, the retail demand for beef in the United States and to establish if media coverage of popular diets (media frenzy) causes the change in retail demand for beef, or if it simply reports the facts about the changes in consumer dietary preferences. Data used in the analysis are the quarterly retail demand index for beef and the number of newspaper articles and magazine features on low-fat, low-cholesterol and low-carb diets published in the United States between 1990:I and 2004:IV. Johansen's cointegration method and vector error correction (VEC) model based Granger causality test were used in the long-run and short-run...
Tipo: Conference Paper or Presentation Palavras-chave: Health concerns; Media; Demand for beef; Cointegration; VEC; Granger causality; Food Consumption/Nutrition/Food Safety; D12; Q13.
Ano: 2005 URL: http://purl.umn.edu/19487
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International Interlinkages of Biofuel Prices: The Role of Biofuel Policies AgEcon
Rajcaniova, Miroslava; Drabik, Dusan; Ciaian, Pavel.
Kliauga, de Gorter, and Just (2008) and de Gorter, Drabik, and Just (2010) argue that the United States and the European Union establish the world ethanol and biodiesel prices, respectively. We test these theories using a cointegration analysis and the Vector Error Correction (VEC) model. Weekly price series are analyzed for the major global biofuel producers (European Union, United States, and Brazil) for the period 2002 – 2010. Biofuel policies in both the United States and Brazil appear to play a role in determining the ethanol prices in other countries, thus only partially confirming the previous findings for the U.S. price leadership in the literature. For biodiesel, our results demonstrate that the EU tax exemption and mandate impact the world...
Tipo: Conference Paper or Presentation Palavras-chave: Biofuels; Biofuel polices; Price leadership; VEC; Agricultural and Food Policy; International Relations/Trade; C32; Q16; Q17; Q47.
Ano: 2011 URL: http://purl.umn.edu/103222
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International Interlinkages of Biofuel Prices: The Role of Biofuel Policies AgEcon
Rajcaniova, Miroslava; Drabik, Dusan; Ciaian, Pavel.
Based on their theoretical predictions, Kliauga, de Gorter, and Just (2008) and de Gorter, Drabik, and Just (2010) argue that the United States and the European Union establish the world ethanol and biodiesel prices, respectively. We test these theories using cointegration analysis and the Vector Error Correction (VEC) model. Weekly price series are analyzed for the major global biofuel producers (European Union, United States, and Brazil) for the period 2002 – 2010. Polices in the United States and Brazil appear to play an equal role in determining ethanol prices in other countries, thus only partially confirming the theoretical predictions. For biodiesel, our results demonstrate that the EU mandate impacts the world biodiesel price and thus they confirm...
Tipo: Conference Paper or Presentation Palavras-chave: Biofuels; Biofuel polices; Price leadership; VEC; International Relations/Trade; Resource /Energy Economics and Policy; C32; Q16; Q17; Q47.
Ano: 2011 URL: http://purl.umn.edu/114786
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Transmissão de preços no mercado internacional de café robusta AgEcon
Cunha, Denis Antonio da; Braga, Marcelo Jose; Campos, Antonio Carvalho; Fernandes, Luciany Lima.
The robusta coffee market has experienced changes which are characterized by a growth in the demand and the confirmation of Vietnam as the world’s greater producer and exporter leaving behind traditional producers as Indonesia. These changes motivated the analysis of international price integration and the main markets of this commodity: Vietnam, Brazil, Indonesia and India. It was tested the hypothesis that Vietnam transmits prices shocks to the other markets. The framework used the analysis of co-integration and the Vector Error Correction (VEC) model. It was shown that, in the period from 1988 to 2005, the foreign price and the ones from Vietnam, Brazil and Indonesia were integrated and the India’s price was affected by factors that are not common to...
Tipo: Journal Article Palavras-chave: Robusta coffee; Price transmission; Market integration; VEC; Demand and Price Analysis.
Ano: 2008 URL: http://purl.umn.edu/54075
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