التفاصيل البيبلوغرافية
| العنوان: |
Agricultural commodities pricing model applied to the Brazilian sugar market |
| المؤلفون: |
Pereira, Leonel M., Ribeiro, Celma de Oliveira, Securato, Jose R. |
| المجموعة: |
RePEc (Research Papers in Economics) |
| الوصف: |
This article suggests a pricing model for commodities used to produce biofuel. The model is based on the concept that the deterministic component of the Wiener process is not constant and depends on time and exogenous variables. The model, which incorporates theory of storage, the convenience yield and the seasonality of harvests, was applied in the Brazilian sugar market. After predictions were made with the Kalman filter, the model produced results that were statistically more accurate than those returned by the two-factor model available in the literature. ; Crop Production/Industries, Marketing, Production Economics |
| نوع الوثيقة: |
article in journal/newspaper |
| اللغة: |
unknown |
| Relation: |
https://ageconsearch.umn.edu/record/229817/files/j.1467-8489.2012.00594.x.pdf |
| الاتاحة: |
https://ageconsearch.umn.edu/record/229817/files/j.1467-8489.2012.00594.x.pdf |
| رقم الانضمام: |
edsbas.42F8DF65 |
| قاعدة البيانات: |
BASE |