Relationship between exchange rate and export prices of soybean complex products

被引：0
|
作者：
Bender Filho, Reisoli [1 ,2 ]
Amorim, Airton Lopes [2 ,3 ]
de Sousa, Eliane Pinheiro [2 ,4 ,5 ]
Coronel, Daniel Arruda [1 ,2 ]
机构：
[1] Univ Fed Santa Maria, Programa Posgrad Adm, Santa Maria, RS, Brazil
[2] Univ Fed Vicosa, Econ Aplicada, Vicosa, MG, Brazil
[3] Univ Fed Vicosa, Econ, Vicosa, MG, Brazil
[4] Univ Reg Cariri URCA, Dept Econ, Crato, CE, Brazil
[5] FUNCAP, Fortaleza, Ceara, Brazil
来源：
REVISTA CIENCIAS ADMINISTRATIVAS | 2013年 / 19卷 / 01期
关键词：
Soybean Complex; Export Prices; Pass-Through;
D O I：
暂无
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
The purpose of this study was to examine the relationship between exchange rate variations and export prices of the Brazilian soybean complex products (soybean, soybean meal and soybean oil), a relationship defined as the exchange rate pass-through, having as reference the period from 1999 to 2011. In order to achieve that, time series tools were used, especially from the Vector Error Correction Model. The results found provided indications that the exchange rate pass-through level for the export prices of the soybean complex happened in an incomplete way in the period under analysis. In addition, it was noticed that the soybean and the soybean oil export prices showed low sensibility to the exchange rate variations, whereas the soybean meal export price showed high sensibility to the exchange rate variations, approximately twice as high as the price of the other products.
引用
下载
收藏
页码：121 / 144
页数：24
相关论文
共 50 条
  • [1] Effects of exchange rate volatility on export volume and prices of forest products
    Zhang, Sijia
    Buongiorno, Joseph
    CANADIAN JOURNAL OF FOREST RESEARCH, 2010, 40 (11) : 2069 - 2081
  • [2] On the Relationship between the Nominal Exchange Rate and Export Demand in India
    Bhattacharyya, Ranajoy
    Rit, Bipradas
    SOUTH ASIAN JOURNAL OF MACROECONOMICS AND PUBLIC FINANCE, 2018, 7 (02) : 260 - 282
  • [3] A study on the relationship between exchange rate and consumer prices based on ECM
    Liu, Jun
    Open Cybernetics and Systemics Journal, 2015, 9 (01): : 1300 - 1306
  • [4] Transmission of exchange rate variation to Brazilian pulp export prices
    Copetti, Leonardo Sangoi
    Coronel, Daniel Arruda
    CIENCIA RURAL, 2020, 50 (08):
  • [5] An Empirical Analysis on the Relationship between RMB Real Effective Exchange Rate and Regional Structure of Agricultural Products Export in China
    Jiang, Zhiqiang
    Liu, Zhongqin
    SOCIAL SCIENCE AND EDUCATION, 2013, 10 : 119 - 123
  • [6] The Relationship between Crude Oil and Natural Gas Prices: The Role of the Exchange Rate
    Hartley, Peter R.
    Medlock, Kenneth B., III
    ENERGY JOURNAL, 2014, 35 (02): : 25 - 44
  • [7] THE RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATE IN THE REPUBLIC OF CROATIA: VEC MODEL
    Benazic, Manuel
    EKONOMSKI PREGLED, 2008, 59 (11): : 669 - 687
  • [8] Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model
    Hashmi, Shabir Mohsin
    Chang, Bisharat Hussain
    Huang, Liangfang
    Uche, Emmanuel
    RESOURCES POLICY, 2022, 75
  • [9] Transmission of Nominal Exchange Rate Changes to Export Prices and Trade Flows and Implications for Exchange Rate Policy
    Hoffmann, Mathias
    Holtemoeller, Oliver
    SCANDINAVIAN JOURNAL OF ECONOMICS, 2010, 112 (01): : 127 - 161
  • [10] STRUCTURAL BREAKS AND THE RELATIONSHIP BETWEEN SOYBEAN AND CORN FUTURES PRICES ON THE DALIAN COMMODITY EXCHANGE OF CHINA
    Wang, Rufang
    Du, Yonghong
    Wang, Jian
    COMPUTER AND COMPUTING TECHNOLOGIES IN AGRICULTURE II, VOLUME 2, 2009, 295 : 919 - +
12345