|
|
Registros recuperados : 1 | |
Registros recuperados : 1 | |
|
|
Registro Completo
Biblioteca(s): |
Embrapa Unidades Centrais. |
Data corrente: |
10/07/2019 |
Data da última atualização: |
10/07/2019 |
Autoria: |
TABOSA, F. J. S.; CASTELAR, P. U. |
Afiliação: |
Francisco José Silva Tabosa, professor do curso de Finanças/Universidade Federal do Ceará - UFC; Pablo Urano Castelar, Universidade Federal do Ceará - UFC/professor do Departamento de Economia Agrícola. |
Título: |
Price convergence in Brazilian corn and wheat markets. |
Ano de publicação: |
2018 |
Fonte/Imprenta: |
Revista de Política Agrícola, Brasília, DF, n. 27, n. 4, p. 37-46, out./nov. 2018 |
Idioma: |
Inglês |
Notas: |
Título em português: Convergência de preços nos mercados brasileiros de milho e trigo. |
Conteúdo: |
This paper aims to verify the integration of markets, price convergence and the estimation of the half-life of the two main products of the Brazilian agribusiness: corn and wheat. For this purpose, the methodology used in this study is based on works by Choi et al. (2006), Mohsin & Gilbert (2010), Chin & Habibullah (2008) and Ucak (2012). Panel data from several Brazilian markets for corn and wheat is used, covering the period from January 2000 to June 2018. The results show that, according to the LLC and IPS unit root tests, both for the cases of corn and wheat, there is integration between these markets, thus indicating a convergence between the price series. This result is similar to the conclusions reached by works such as Barros et al. (2014) and Tabosa et al. (2014). |
Palavras-Chave: |
Half-life; Integração de mercados; Market integration; Meia-vida. |
Thesaurus NAL: |
Brazil. |
Categoria do assunto: |
-- |
URL: |
https://ainfo.cnptia.embrapa.br/digital/bitstream/item/199405/1/Price-convergence-in-brazilian.pdf
|
Marc: |
LEADER 01461naa a2200205 a 4500 001 2110547 005 2019-07-10 008 2018 bl uuuu u00u1 u #d 100 1 $aTABOSA, F. J. S. 245 $aPrice convergence in Brazilian corn and wheat markets.$h[electronic resource] 260 $c2018 500 $aTítulo em português: Convergência de preços nos mercados brasileiros de milho e trigo. 520 $aThis paper aims to verify the integration of markets, price convergence and the estimation of the half-life of the two main products of the Brazilian agribusiness: corn and wheat. For this purpose, the methodology used in this study is based on works by Choi et al. (2006), Mohsin & Gilbert (2010), Chin & Habibullah (2008) and Ucak (2012). Panel data from several Brazilian markets for corn and wheat is used, covering the period from January 2000 to June 2018. The results show that, according to the LLC and IPS unit root tests, both for the cases of corn and wheat, there is integration between these markets, thus indicating a convergence between the price series. This result is similar to the conclusions reached by works such as Barros et al. (2014) and Tabosa et al. (2014). 650 $aBrazil 653 $aHalf-life 653 $aIntegração de mercados 653 $aMarket integration 653 $aMeia-vida 700 1 $aCASTELAR, P. U. 773 $tRevista de Política Agrícola, Brasília, DF$gn. 27, n. 4, p. 37-46, out./nov. 2018
Download
Esconder MarcMostrar Marc Completo |
Registro original: |
Embrapa Unidades Centrais (AI-SEDE) |
|
Biblioteca |
ID |
Origem |
Tipo/Formato |
Classificação |
Cutter |
Registro |
Volume |
Status |
Fechar
|
Nenhum registro encontrado para a expressão de busca informada. |
|
|