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.
| Original language | English |
|---|---|
| Pages | 20-20 |
| Publication status | Published - 2013 |
| Event | AARES 2013: 57th Annual Conference of the Australian Agricultural and Resource Economics Society - Sydney, Australia Duration: 5 Feb 2013 → 8 Feb 2013 |
Conference
| Conference | AARES 2013: 57th Annual Conference of the Australian Agricultural and Resource Economics Society |
|---|---|
| City | Sydney, Australia |
| Period | 5/02/13 → 8/02/13 |
Keywords
- Agricultural Economics
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