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Seasonal Asymmetric Price Transmission in Ghanaian Tomato Markets: Adapting Johansen’s Estimation Method
Amikuzuno, Joseph; Ihle, Rico - 2010
Ghanaian tomato marketswhich are characterized by pronounced seasonality in production and trade flows.We analyse the tomato …
Persistent link: https://www.econbiz.de/10009443657
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Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change
Wang, Xiaoyang; Garcia, Philip - 2011
daily prices. Estimates in a Fractional Integrated GARCH framework identify the importance of long memory, seasonality, and … seasonality, and long memory specifications which perform well at more distant horizons particularly with rising volatility. The …
Persistent link: https://www.econbiz.de/10009444337
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Does Futures Price Volatility Differ Across Delivery Horizon?
Karali, Berna; Dorfman, Jeffrey H.; Thurman, Walter N. - 2009
We study the difference in the volatility dynamics of CBOT corn, soybeans, and oatsfutures prices across different delivery horizons via the smoothed Bayesian estimatorof Karali, Dorfman, and Thurman (2010). We show that the futures price volatilitiesin these markets are affected by the...
Persistent link: https://www.econbiz.de/10009446386
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ANÁLISE DA ESTACIONALIDADE DE PREÇOS DA MAMONA NO PARANÁ
Silva, Gerson Henrique Da; Esperancini, Maura Seiko Tsutsui - 2008
Com o aumento de preços e consumo do petróleo, tem-se procurado na biomassa alternativa energética renovável para sua substituição. Dentre as culturas capazes de atender à produção de insumo destinado à obtenção de energia renovável encontra-se a mamona. Objetivou-se, neste...
Persistent link: https://www.econbiz.de/10009446744
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An Autoregressive Conditional Filtering Process to remove Intraday Seasonal Volatility and its Application to Testing the Noisy Rational Expectations Model
Cho, Jang Hyung - 2008
We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering...
Persistent link: https://www.econbiz.de/10009460480
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Testing for conditional heteroscedasticity in the components of inflation
Broto Pelegrín, Carmen; Ruiz, Esther - 2008
Incluye bibliografía ; In this paper we propose a model for monthly inflation with stochastic trend, seasonal and transitory components with QGARCH disturbances. This model distinguishes whether the long-run or short-run components are heteroscedastic. Furthermore, the uncertainty associated...
Persistent link: https://www.econbiz.de/10012530206
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Clean development mechanism: Perspectives from developing countries
Sari, Agus P.; Meyers, Stephen - 2008
acceptance of CDM. The outgrowth of CDM from a proposal from Brazil to establish a Clean Development Fund gave developing …
Persistent link: https://www.econbiz.de/10009435560
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Conservation potential of compact fluorescent lamps in India and Brazil
Gadgil, A.; Martino Jannuzzi, G. de - Universidade Estadual de Campinas, SP - 2008
electrical energy and peak demand in India and Brazil. Using very conservative assumptions, we find that the cost of conserved … of avoided peak installed capacity is 6 and 9.5 times less than the cost of new installed capacity for India and Brazil … national savings of the order of US $1.2 million per day for India and US $2.5 million per day for Brazil are reached in 10 …
Persistent link: https://www.econbiz.de/10009436308
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Projected refined product balances in key Latin American countries: A preliminary examination
2009
Over the years, the East-West Center (EWC) has developed considerable expertise in refinery modeling, especially in the area of forecasting product balances for countries, given planned capacity changes, changes in product demand, changes in crude slates, and changes in product specifications....
Persistent link: https://www.econbiz.de/10009436759
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Carbon mitigation potential and costs of forestry options in Brazil, China, India, Indonesia, Mexico, the Philippines and Tanzania
Sathaye, J.; Makundi, W.; Andrasko, K.; Boer, R.; … - 2009
This paper summarizes studies of carbon (C) mitigation potential and costs of about 40 forestry options in seven developing countries. Each study uses the same methodological approach - Comprehensive Mitigation Assessment Process (COMAP) - to estimate the above parameters between 2000 and 2030....
Persistent link: https://www.econbiz.de/10009437412