Export Price Volatility

2011 ◽  
Keyword(s):  
Export Price ◽  
Price Volatility

THE LEVEL AND PRICE VOLATILITY OF BLUEBERRY FRUITS (VACCINIUM CORYMBOSUM L.) OBTAINED BY PRODUCER AND ON THE WHOLESALE MARKET DURING 2007-2016

2017 ◽  
Vol XIX (2) ◽  
pp. 275-281 ◽  
Author(s):  
Wioletta Wróblewska ◽  
Eugenia Czernyszewicz
Keyword(s):  
Export Price ◽  
Market Price ◽  
Distribution Channel ◽  
Price Volatility ◽  
Vaccinium Corymbosum ◽  
Domestic Market ◽  
Wholesale Market ◽  
Price Changes ◽  
Market Prices

The aim of the study was to assess the level and volatility of prices of blueberry obtained in the farm (in wholesale on the domestic market and in export) and on the wholesale market during 2007-2016, due to choice of distribution channel. The level, direction and intensification of price changes were analyzed. The study shows that the prices of blueberry at the producer level were characterized by greater volatility than the wholesale market. Prices obtained by the producers on wholesale on the domestic market were significantly lower than in exports and in the wholesale market, on average in the analyzed period accounted for only 69% of the export price and 52% of the wholesale market price. Regardless of where the price comes from,the highest price for fruits was obtained in September, and the lowest in August, which is the month of the largest supply of fruits on the market.

scholarly journals The effects of international price volatility on farmer prices and marketing margins in cattle markets

2018 ◽  
Vol 21 (3) ◽  
pp. 335-350
Author(s):  
L. Emilio Morales
Keyword(s):  
Developing Countries ◽  
Fixed Effects ◽  
Service Providers ◽  
Export Price ◽  
Price Volatility ◽  
Developed Countries ◽  
Price Transmission ◽  
Export Prices ◽  
Cattle Markets ◽  
Marketing Margins

This study examines the effects of export price volatility in cattle markets using panel data from twelve countries between 1970 and 2013. Fixed-effects models with Driscoll and Kraay standard errors were estimated to control for cross-sectional dependence. Results indicate that price transmission depends on prices previously paid to farmers, variations in export prices and volatility of export prices, which reduces farmer prices in developed countries and it increases them in developing countries. In contrast, marketing margins are reduced by contemporaneous export price volatility and are increased by previous volatility. Exporters in developing countries take more time to transmit shocks in international prices, pay lower prices to farmers and absorb a bigger proportion of price fluctuations. These price transmission imperfections affect investments, technology adoption, production level and quality across the chain in developing countries, which negatively impact farmers, input and service providers, traders and other actors of the beef cattle chain.

Book Reviews

2012 ◽  
Vol 50 (1) ◽  
pp. 210-213
Keyword(s):  
Latin American ◽  
Third World ◽  
Export Price ◽  
Price Volatility ◽  
Dutch Disease ◽  
The Third ◽  
University Of Wisconsin ◽  
Great Divergence ◽  
The Third World ◽  
The University

Kris James Mitchener of Santa Clara University and NBER reviews “Trade and Poverty: When the Third World Fell Behind” by Jeffrey G. Williamson. The EconLit Abstract of the reviewed work begins: Explores the great divergence between the third world and the postindustrial West in terms of long-standing differences in trade, commodity specialization, and poverty. Discusses when the third world fell behind; the first global century up to 1913; the biggest third world terms of trade boom ever; the economics of third world growth engines and Dutch diseases; measuring third world deindustrialization and Dutch disease; an Asian deindustrialization illustration--an Indian paradox; a Middle East deindustrialization illustration--Ottoman problems; a Latin American deindustrialization illustration--Mexican exceptionalism; whether rising third world inequality during the trade boom mattered; export price volatility--another drag on third world growth; the globalization and great divergence connection; better late than never--the spread of industrialization to the poor periphery; policy response--what they did and what they should have done; and morals of the story. Williamson is Laird Bell Professor of Economics Emeritus at Harvard University and Honorary Fellow in the Department of Economics at the University of Wisconsin, Madison. Index.

scholarly journals Brazil nuts a non-timber potential: Uncertainties and investments

2021 ◽  
Vol 10 (15) ◽  
pp. e22101521868
Author(s):  
Lyvia Julienne Sousa Rêgo ◽  
Naisy Silva Soares ◽  
Crismeire Isbaex ◽  
Simone Silva ◽  
José Cola Zanuncio ◽  
...  
Keyword(s):  
Standard Deviation ◽  
Export Price ◽  
Price Volatility ◽  
Forest Products ◽  
Brazil Nut ◽  
Export Prices ◽  
Brazil Nuts ◽  
Risk Return ◽  
Price Series ◽  
Historical Series

The Brazil nut is one of the main non-timber forest products in Brazil, but its price fluctuations generate uncertainties and risks for both extractivists and investors. Econometric models or other simpler methods can estimate price changes and indicate the investment attractiveness of the Brazil nut. The objective of the present study was to analyze the risk-return relationship and the export price for both volatility of the Brazil nut over a 15 years period. The historical series of Brazil nut export prices, shelled and unshelled nuts, was evaluated from 2002 to 2016. The geometric growth rate and the variation coefficient indicate the return and risk respectively, associated with its price series. The price volatility of shelled and unshelled Brazil nuts was estimated with the standard deviation of the price series and with generalized models of ARCH (GARCH, EGARCH and TARCH). The shelled or unshelled Brazil nut coefficient increased over 15 years, with a low risk-return ratio. The shelled Brazil nut volatility was lower in the 2002 to 2006, 2007 to 2011 and 2012 to 2016 periods than for the unshelled nut when estimated by the standard deviation method than for the unshelled nut. The shelled Brazil nut price was higher from 2002 to 2016, with low volatility and persistent shocks. The estimate of the shelled and unshelled Brazil nut price volatility was better with the TARCH and the EGARCH models, respectively.

Predicting Stock Market Performance

2020 ◽  
pp. 1-10
Author(s):  
Thomas Plieger ◽  
Thomas Grünhage ◽  
Éilish Duke ◽  
Martin Reuter
Keyword(s):  
Stock Market ◽  
Risk Taking ◽  
Life Stress ◽  
Price Volatility ◽  
Individual Characteristics ◽  
Self Report ◽  
Financial Behavior ◽  
Market Simulation ◽  
Stock Market Performance ◽  
Risk Taking Behavior

Abstract. Gender and personality traits influence risk proneness in the context of financial decisions. However, most studies on this topic have relied on either self-report data or on artificial measures of financial risk-taking behavior. Our study aimed to identify relevant trading behaviors and personal characteristics related to trading success. N = 108 Caucasians took part in a three-week stock market simulation paradigm, in which they traded shares of eight fictional companies that differed in issue price, volatility, and outcome. Participants also completed questionnaires measuring personality, risk-taking behavior, and life stress. Our model showed that being male and scoring high on self-directedness led to more risky financial behavior, which in turn positively predicted success in the stock market simulation. The total model explained 39% of the variance in trading success, indicating a role for other factors in influencing trading behavior. Future studies should try to enrich our model to get a more accurate impression of the associations between individual characteristics and financially successful behavior in context of stock trading.

Can Bitcoin be the Future of Digital Payments?

2019 ◽  
Vol 10 (6) ◽  
pp. 489-500
Author(s):  
Andrea Valente ◽  
◽  
David Atkinson ◽  
Keyword(s):  
Price Volatility ◽  
Global Scale ◽  
White Paper ◽  
Innovative Technology ◽  
Policy Makers ◽  
The Future ◽  
Key Drivers ◽  
Digital Payments ◽  
Robust Regulation ◽  
Stakeholder Acceptance

This study aimed to investigate the conditions in which Bitcoin has developed as a leading cryptocurrency and, according to Nakamoto (2008), could become an instrument for everyday payments around the world. In comparison to other digital payment solutions, Bitcoin is based on a peer-to-peer electronic cash system using “the blockchain”. This innovative technology allows for decentralised storage and movement of currency in a fully anonymous way, introducing advantageous methods for encrypted security and faster transactions (Hagiu & Beach, 2014). Scepticism regards Bitcoin’s foundation, energy consumption and price volatility, however, did not take long to arise (Holthaus, 2017). Ten years from its white paper release, Bitcoin is further supported by the same drivers which could sustain its growth as the future of digital payments (Russo, 2018). In order to investigate the key drivers and feasibility of acceptance, a London based survey was used to understand the desirability of Bitcoin as a day-to-day tool for digital payments. Additionally, this research analysed Bitcoin’s stakeholders and forecast drivers of sustainability for its application to become the future of the payment industry. A space which relies on policies that involve multiple layers of society, governments, regulators and tech-firms, all on a global scale. The findings confirmed how the increasing lack of trust of political and financial institutions, coupled with the increasing cases of data-breaches by tech-firms, encouraged over 70% of respondents to consider more decentralised and anonymous methods for their day-to-day actions; like payments. Policy makers need to cope with societies increasingly separating politically but gathering together digitally (LBS, 2017). For Bitcoin to truly establish itself as a global digital payment solution, key stakeholder acceptance must converge alongside the introduction of more robust regulation.

Solar Renewable Energy Credit Price Volatility and Investment Returns: Have Policies Stranded Capital Investment?

Commonwealth ◽  
2017 ◽  
Vol 19 (1) ◽  
Author(s):  
Somayeh Youssefi ◽  
Patrick L. Gurian
Keyword(s):  
Solar Energy ◽  
Capital Investment ◽  
Supply And Demand ◽  
Price Volatility ◽  
The United States ◽  
Investment Model ◽  
Capital Investments ◽  
Demand Model ◽  
Market Prices ◽  
Investment Returns

Pennsylvania is one of a number of U.S. states that provide incentives for the generation of electricity by solar energy through Solar Renewal Energy Credits (SRECs). This article develops a return on investment model for solar energy generation in the PJM (mid-­Atlantic) region of the United States. Model results indicate that SREC values of roughly $150 are needed for residential scale systems to break even over a 25-­year project period at 3% interest. Market prices for SRECs in Pennsylvania have been well below this range from late 2011 through the first half of 2016, indicating that previous capital investments in solar generation have been stranded as a result of steep declines in the value of SRECs. A simple conceptual supply and demand model is developed to explain the sharp decline in market prices for SRECs. Also discussed is a possible policy remedy that would add unsold SRECs in a given year to the SREC quota for the subsequent year.

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