This dissertation consists of two parts. The first part introduces a neural network approach that is used to forecast the conditional probability density function of asset returns. The model is unified with the idea of Arbitrage Pricing Theory (APT). In the second part, an algorithm called...

Under the normal conditions of construction contracts, the client is obliged to pay the contractor in monthly instalments. The amount of each instalment is based on the value of construction work actually produced in the previous month and forecasts are needed in advance of the likely value of...

Studies of the value relevance of accounting number in capital market research are consistent with the simple view that, in equilibrium, book values are equal to or have some long-term relationship with market values, and that market returns are related to book returns. This dissertation...

Desde meados da década de 70, os mercados brasileiros de açúcar e álcool têm passado por importantes transformações que conduziram o país de volta à posição de líder mundial na produção de cana-de-açúcar. O objetivo deste trabalho é avaliar o papel de choques de oferta (área e...

No Estado do Rio Grande do Norte, o agronegócio é uma atividade que está crescendo cada vez mais devido ao setor fruticultura irrigada, destacando-se a produção de melão, que é um dos principais produtos agrícolas da economia norte-riograndense. Neste sentido, o objetivo do presente...

Replaced with revised version of paper 11/17/06. Former title: Forecasting Food Price Inflation, Challenges for Central Banks in Developing Countries using an Inflation Targeting Framework: the Case of Colombia

The paper is focused on the modeling of a partial equilibrium on the beef market in the Czech Republic. The goal of the paper is a construction and a quantification of a partial equilibrium model of mentioned trade, used for simulation purpose and enabling delimitation of main determinants of...

Since 2000 a number of factors impacted agricultural markets drastically. Among these are structuralchanges in global demand and repeated supply constraints that supported the observed positive development ofagricultural prices. Given the increasingly interdependent global markets, the question...

We demonstrate how to specify and estimate a time series model that can isolate the effects of changes in fishery policy and forecast the outcome of policy changes in the context of changing climate and economic factors. The approach is illustrated with data from the headboat fishery for red...

The FAO Code of Conduct for Responsible Fisheries aims at establishing principles and criteria for the elaboration and implementation of national policies for sustainable fisheries management and development. This objective consists in the identification of correct policy measures on the fish...