Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons

Zhang, Hui‐Jun; Dufour, Jean–Marie; Galbraith, John W.

doi:10.2139/ssrn.2369438

Cited by 3 publications

(1 citation statement)

References 44 publications

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“…Step (2): The Granger causality test [7] and Galbraith [8], the Granger [7] introduced the concept of causality in terms of predictability at one horizon of (vector) variable X from its own past, the Step (3): Following Enders [9], our analysis of causality relationships involved two main steps:…”

Section: Methodsmentioning

confidence: 99%

Price Analyses of the Brazilian Citrus Supply Chain

Silva¹,

Barros²,

Boteon³

2017

JFSE

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Abstract:The Brazilian citrus chain is comprised by an upstream farm sector, made up of numerous heterogeneous (by size and technology) farm units serviced by input suppliers, and a downstream segment consisting of a small number of processing industries. Our study examines the behavior of citrus pricing along this supply chain, focusing on the relationship between orange juice prices established in international markets and orange fruit prices paid to Brazilian farmers. Results indicate that the price of orange fruit is fundamentally linked to the price of its juice, regardless of data source considered for testing. Evidence was found indicating that there is asymmetry of price transmission within the Brazilian orange sector, with juice price increases being transmitted to the farmer in smaller proportions than juice price decreases. The results of our study did not give a particularly strong indication of the cause of this price asymmetry.

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Section: Methodsmentioning

confidence: 99%

Price Analyses of the Brazilian Citrus Supply Chain

Silva¹,

Barros²,

Boteon³

2017

JFSE

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Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons

2013

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Chile potencia alimentaria: ¿Éxito o fracaso de una política?

Mesa-Mesina

Espinoza-Tellez

Quevedo

2023

RDLUZ

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Chile implementó en el 2006 una política público-privada denominada: Chile Potencia Alimentaria. La política tuvo como objetivo posicionar a Chile como una potencia exportadora en alimentos a nivel mundial. El presente trabajo es una investigación exploratoria, descriptiva y de análisis longitudinal. La información se recopiló a través de una ficha de contenido que incluyó: autor, año, área de investigación, frase o párrafo, número de página, título, lugar, edición, editorial, fuente, web. La información se obtuvo de: bases de datos académicas, internet y medios de comunicación social, los cuales fueron validados con información oficial del gobierno de Chile y organismos internacionales. El trabajo concluye que las exportaciones de alimentos de Chile en montos FOB: frutas y hortalizas, pescados y mariscos y bebidas alcohólicas han tenido un crecimiento económico lineal de un 275% entre el período 2002 al 2018 y continúan creciendo. Finalmente, podemos decir que la Política Chile Potencia Alimentaria fue un éxito en las exportaciones de alimentos con valor agregado, a pesar de lo competitivo que son los mercados mundiales de alimentos y lo difícil que es acceder a ellos.

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Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons

Cited by 3 publications

References 44 publications

Price Analyses of the Brazilian Citrus Supply Chain

Price Analyses of the Brazilian Citrus Supply Chain

Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons

Chile potencia alimentaria: ¿Éxito o fracaso de una política?

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