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The paper examines the effectiveness of the price stabilization mechanism for the broiler and poultry industry in Taiwan during the period 1999–2008. After presenting some background information on the domestic marketing system and price stabilization mechanisms for the broiler and pork...
Persistent link: https://www.econbiz.de/10010751864
This study presents an analysis of Ghana’s performance in export of cocoa using the revealed comparative advantage and revealed symmetric comparative advantage measures of competitiveness for the periods 1964-69 (immediate years following the collapse of world price of cocoa), 1983-92 (Reform...
Persistent link: https://www.econbiz.de/10011111392
This paper estimates a long memory volatility model for 16 agricultural commodity futures returns from different futures markets, namely corn, oats, soybeans, soybean meal, soybean oil, wheat, live cattle, cattle feeder, pork, cocoa, coffee, cotton, orange juice, Kansas City wheat, rubber, and...
Persistent link: https://www.econbiz.de/10010545927
This paper estimates a long memory volatility model for 16 agricultural commodity futures returns from different futures markets, namely corn, oats, soybeans, soybean meal, soybean oil, wheat, live cattle, cattle feeder, pork, cocoa, coffee, cotton, orange juice, Kansas City wheat, rubber, and...
Persistent link: https://www.econbiz.de/10010548109
This paper estimates the long memory volatility model for 16 agricultural commodity futures returns from different futures markets, namely corn, oats, soybeans, soybean meal, soybean oil, wheat, live cattle, cattle feeder, pork, cocoa, coffee, cotton, orange juice, Kansas City wheat, rubber, and...
Persistent link: https://www.econbiz.de/10010732611
This paper estimates the long memory volatility model for 16 agricultural commodity futures returns from different futures markets, namely corn, oats, soybeans, soybean meal, soybean oil, wheat, live cattle, cattle feeder, pork, cocoa, coffee, cotton, orange juice, Kansas City wheat, rubber, and...
Persistent link: https://www.econbiz.de/10014202478
This paper estimates a long memory volatility model for 16 agricultural commodity futures returns from different futures markets, namely corn, oats, soybeans, soybean meal, soybean oil, wheat, live cattle, cattle feeder, pork, cocoa, coffee, cotton, orange juice, Kansas City wheat, rubber, and...
Persistent link: https://www.econbiz.de/10010778713
Commodity storage models, developed first within agricultural economics in the tradition of Gustafson (1958) , are valuable in helping us understand how prices of storable commodity markets behave, and how they respond to policy interventions. They show that the policy-relevant dynamic effects...
Persistent link: https://www.econbiz.de/10014024122
It is known that simple price limiters may have unexpected consequences in irregular commodity price fluctuations between bull and bear markets and complicated impacts on the size of buffer stocks. In particular, imposing a lower price boundary may lead to a huge buffer stock, e.g. to a ?butter...
Persistent link: https://www.econbiz.de/10004984577
This paper studies measurement of welfare e¤ects, transient and permanent, of stabilizing or deregulating prices in Cobweb-like settings. As in Cobweb-models, producers must commit inputs in face of uncertainty. Here, however, we consider producers who are concerned with adaptations of inputs...
Persistent link: https://www.econbiz.de/10008925670