Kabanda, S. (author), Brown, I. (author), and Centre for IT and National Development in Africa, Dept. of Information Systems, University of Cape Town, Private Bag X3, Rondebosch, South Africa
Format:
Journal article
Publication Date:
2017-07
Published:
Tanzania: Elsevier Ltd.
Location:
Agricultural Communications Documentation Center, Funk Library, University of Illinois Box: 162 Document Number: D08102
Wortman, Max S., Jr. (author / Pioneer Hi-Bred International Professor of Agribusiness, Department of Management, and Director, Center for Agribusiness Management, College of Business Administration, Iowa State University, Ames, IA)
Format:
Journal article
Publication Date:
1990-03
Published:
USA: New York : John Wiley & Sons
Location:
Agricultural Communications Documentation Center, Funk Library, University of Illinois Box: 89 Document Number: C06214
7 pages, This study aims to identify whether there is dependence between agricultural commodities traded on the Brazilian market. We used the bivariate copula method over a ten-year period to assess the extreme effects on the returns of the following commodities: soybean, wheat, Arabica coffee, and Robusta coffee. The relationship directly affects the dependence between Arabica and Robusta coffees commodities. While the relationship between wheat, Arabica and Robusta coffees, and soybean is positively dependent. Economic growth, market dynamics, and the prices of an agricultural commodity tend to increase the price of other commodities.
