IDEAS home Printed from https://ideas.repec.org/a/col/000180/010426.html
   My bibliography  Save this article

Comportamiento de los precios del ganado hembra de levante de primera clase en Montería y Sincelejo (Colombia)

Author

Listed:
  • OMAR ENRIQUE CASTILLO NUNEZ

Abstract

Este artículo de investigación tiene como objetivo describir el comportamiento temporal de losprecios del ganado hembra vivo de levante de primera calidad en las ciudades de Montería y Sincelejo,comercializado en las subastas. Para ello se acude al análisis de los precios durante el periodo1997-2008 utilizando técnicas estadísticas y económetricas como la media móvil multiplicativa, latasa de crecimiento sobre medias anuales y modelos generalizados auto- regresivos condicionalesheterocedásticos, GARCH. Los resultados indican la presencia de estacionalidad y ciclos en losprecios mensuales; en los precios semanales hay evidencias de volatilidad, lo cual genera riesgospara la inversión ganadera en el largo plazo y torna impredecibles su evolución

Suggested Citation

  • Omar Enrique Castillo Nunez, 2008. "Comportamiento de los precios del ganado hembra de levante de primera clase en Montería y Sincelejo (Colombia)," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, December.
  • Handle: RePEc:col:000180:010426
    as

    Download full text from publisher

    File URL: http://www.scielo.org.co/pdf/rfce/v16n2/v16n2a07.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Aradhyula, Satheesh V. & Holt, Matthew T., 1988. "Garch Time-Series Models: An Application To Retail Livestock Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(2), pages 1-10, December.
    2. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    3. Yair Mundlak & He Huang, 1996. "International Comparisons of Cattle Cycles," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 78(4), pages 855-868.
    4. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    5. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. ?ikolaos A. Kyriazis, 2021. "Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 133-146.
    2. Chia-Lin Chang & Michael McAleer, 2017. "A Simple Test for Causality in Volatility," Econometrics, MDPI, vol. 5(1), pages 1-5, March.
    3. Madina D. Sharapiyeva & Kunanbayeva Duissekul & Nurseiytova Gulmira & Kozhamkulova Zhanna, 2019. "Energy Efficiency of Transport and Logistics Infrastructure: The Example of the Republic of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 331-338.
    4. Charlotte Christiansen, 2007. "Volatility‐Spillover Effects in European Bond Markets," European Financial Management, European Financial Management Association, vol. 13(5), pages 923-948, November.
    5. John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo.
    6. Salles, Andre Assis de, 2014. "Asymmetry between Gasoline and Crude Oil Prices in the Brazilian Economy and Some Selected Developed Economies," MPRA Paper 98985, University Library of Munich, Germany, revised 2020.
    7. Yarovaya, Larisa & Lau, Marco Chi Keung, 2016. "Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets," Research in International Business and Finance, Elsevier, vol. 37(C), pages 605-619.
    8. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, October.
    9. Edward C. H. Tang, 2021. "Speculate a lot," Pacific Economic Review, Wiley Blackwell, vol. 26(1), pages 91-109, February.
    10. Bolós, V.J. & Benítez, R. & Ferrer, R. & Jammazi, R., 2017. "The windowed scalogram difference: A novel wavelet tool for comparing time series," Applied Mathematics and Computation, Elsevier, vol. 312(C), pages 49-65.
    11. Alexander Zeitlberger & Alexander Brauneis, 2016. "Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 24(1), pages 149-176, March.
    12. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic," Agriculture, MDPI, vol. 12(5), pages 1-26, April.
    13. Christiansen, Charlotte, 2008. "Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 925-948, December.
    14. Cheung, Yin-Wong & Ng, Lilian K., 1996. "A causality-in-variance test and its application to financial market prices," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 33-48.
    15. Nikolaos A. Kyriazis, 2021. "A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets," JRFM, MDPI, vol. 14(7), pages 1-46, June.
    16. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    17. Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2010. "The comovements in international stock markets: new evidence from Latin American emerging countries," Applied Economics Letters, Taylor & Francis Journals, vol. 17(13), pages 1323-1328.
    18. Cristi Spulbar & Jatin Trivedi & Ramona Birau & Tenea Cosmin Andrei & Abdullah Ejaz, 2019. "Estimating Volatility Spillovers, Dynamic Causal Linkages And International Contagion Patterns Between Developed Stock Markets: An Empirical Case Study For Usa, Canada, France And Uk," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 44-62, June.
    19. Lang, Korbinian & Auer, Benjamin R., 2020. "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    20. Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer, 2012. "Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility," JRFM, MDPI, vol. 5(1), pages 1-37, December.

    More about this item

    Keywords

    estacionalidad; ciclos; volatilidad; media móvil; tasas de crecimiento; modeloseconométricos;
    All these keywords.

    JEL classification:

    • Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000180:010426. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Administrador (email available below). General contact details of provider: https://edirc.repec.org/data/femngco.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.