Please use this identifier to cite or link to this item: https://hdl.handle.net/1959.11/15768
Title: Modelling Volatility of Australian Beef Export Prices
Contributor(s): Morales, L Emilio  (author)orcid ; Hoang, Nam  (author)orcid ; Ramsay, Tony  (author)orcid 
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: AARES: Australian Agricultural and Resource Economics Society
Place of Publication: Sydney, Australia
Field of Research (FoR) 2008: 140201 Agricultural Economics
Field of Research (FoR) 2020: 380101 Agricultural economics
Socio-Economic Objective (SEO) 2008: 910206 Market-Based Mechanisms
HERDC Category Description: E3 Extract of Scholarly Conference Publication
Other 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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