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Wool Price Variability In The Long Run

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  • Peter Bardsley
  • Nilss Olekalns

Abstract

In this paper time series properties of the price of wool are examined in order to access the importance of non-linear storage behaviour in generating the data.
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Peter Bardsley & Nilss Olekalns, 1996. "Wool Price Variability In The Long Run," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 40(1), pages 51-61, April.
    • Handle: RePEc:bla:ajarec:v:40:y:1996:i:1:p:51-61
    DOI: j.1467-8489.1996.tb00728.x
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    References listed on IDEAS

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    1. Angus Deaton & Guy Laroque, 1992. "On the Behaviour of Commodity Prices," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 59(1), pages 1-23.
    2. Bardsley, Peter, 1994. "The Collapse of the Australian Wool Reserve Price Scheme," Economic Journal, Royal Economic Society, vol. 104(426), pages 1087-1105, September.
    3. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," NBER Chapters, in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220, National Bureau of Economic Research, Inc.
    4. Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
    5. Cuddington, John T & Urzua, Carlos M, 1989. "Trends and Cycles in the Net Barter Terms of Trade: A New Approach," Economic Journal, Royal Economic Society, vol. 99(396), pages 426-442, June.
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    Cited by:

    1. Kingwell, Ross, 2000. "Price Risk Management for Australian Broad acre Farmers: some observations," Australasian Agribusiness Review, University of Melbourne, Department of Agriculture and Food Systems, vol. 8, pages 1-12, June.
    2. Nolan, Elizabeth & Farrell, Terence & Ryan, Madeleine & Gibbon, Candice & Ahmadi-Esfahani, Fredoun Z., 2014. "Valuing quality attributes of Australian merino wool," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 58(3), July.

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