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https://hdl.handle.net/1959.11/15768| Title: | Modelling Volatility of Australian Beef Export Prices | Contributor(s): | Morales, L Emilio (author) ; Hoang, Nam (author) ; Ramsay, Tony (author) |
Publication Date: | 2013 | Handle Link: | https://hdl.handle.net/1959.11/15768 | Abstract: | Beef price variations have been widely analysed to identify the factors that influence these fluctuations over the time as a way to reduce negative risk effects over the whole industry. Quarterly data of Australian live cattle exported from 1988 to 2011 was analysed using a GARCH-X model, indicating that volatility of beef export prices is positively related to international macroeconomic conditions and oil price variations, while it is negatively related to variations in corn price, the first quarter of the year and when the cycle of beef prices is moving up. Finally, variations in exchange rate are insignificant in relation to volatility in beef export prices. | Publication Type: | Conference Publication | Conference Details: | AARES 2013: 57th Annual Conference of the Australian Agricultural and Resource Economics Society, Sydney, Australia, 5th - 8th February, 2013 | Source of Publication: | Australian Agricultural and Resource Economics Society 2013 Conference Contributed Paper Abstracts, p. 20-20 | Publisher: | Australian Agricultural and Resource Economics Society (AARES) | Place of Publication: | Sydney, Australia | Fields of Research (FoR) 2008: | 140201 Agricultural Economics | Fields of Research (FoR) 2020: | 380101 Agricultural economics | Socio-Economic Objective (SEO) 2008: | 910206 Market-Based Mechanisms | Socio-Economic Objective (SEO) 2020: | 150506 Market-based mechanisms | HERDC Category Description: | E3 Extract of Scholarly Conference Publication | Publisher/associated links: | http://www.aares.org.au/aares/documents/2013AC/Presentations/ContributedPapers.pdf |
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| Appears in Collections: | Conference Publication UNE Business School |
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