Data · dataset · 2017
Measurement of Commodity Price Risk: an overview of Brazilian agricultural markets
Listed in DataCite
Description
Abstract
This study explores different procedures to estimate price risk in commodity markets. Focusing on Brazilian agricultural markets, the paper proposes to assess both dispersion and downside risk measures using five different approaches (volatility, coefficient of variation, lower partial moments, value at risk and conditional value at risk). Results suggest that some commodities have large price variability but small downside risk, while other commodities show small price variability and large downside risk.
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Thus, there is no single answer to the question of which commodity exhibits more price risk, but rather distinct answers depending on how risk is perceived by different individuals. These findings are relevant for agents in the agricultural industry as they affect marketing and risk management decisions and for policy makers involved in support programs to agriculture.
Links
Where it is published
- Repository landing page scielo.figshare.com/articles/Measurement_of_Commodity_Price_Risk_an_overview_of_Br… ↗
landing page · from DataCite
- DOI doi.org/10.6084/m9.figshare.5666779.v1 ↗
DOI / persistent id · from DataCite
Documentation and papers
- Creative Commons Attribution 4.0 International creativecommons.org/licenses/by/4.0/legalcode ↗
license · from DataCite
- IsSupplementTo 10.1590/1234-56781806-94790550306 doi.org/10.1590/1234-56781806-94790550306 ↗
publication · from DataCite
Catalogue records · 2
- DataCite API api.datacite.org/dois/10.6084/m9.figshare.5666779.v1 ↗
metadata API · from DataCite
- DataCite Commons commons.datacite.org/doi.org/10.6084/m9.figshare.5666779.v1 ↗
catalogue entry · from DataCite
Topics
- Stated by source
- Economics and business · Sociology
- From keywords
- Social Science
Related
Provenance · 1 source records, 11 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| DataCite | 10.6084/m9.figshare.5666779.v1 | 12 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · DataCite | connector:datacite@1.0.0 | /data/attributes/rightsList |
| byte_size | source · DataCite | connector:datacite@1.0.0 | |
| concepts[field].fos:economics-and-business | source · DataCite | connector:datacite@1.0.0 | |
| concepts[field].fos:sociology | source · DataCite | connector:datacite@1.0.0 | |
| concepts[field].local:field:social-science | mapping · DataCite | vocabulary-mapper@1.0.0 | keywords['Sociology'] |
| created_date | source · DataCite | connector:datacite@1.0.0 | |
| description | source · DataCite | connector:datacite@1.0.0 | /data/attributes/descriptions |
| license | source · DataCite | connector:datacite@1.0.0 | /data/attributes/rightsList |
| publication_date | source · DataCite | connector:datacite@1.0.0 | /data/attributes/dates |
| title | source · DataCite | connector:datacite@1.0.0 | /data/attributes/titles/0/title |
| updated_date | source · DataCite | connector:datacite@1.0.0 |