2024-03-29T09:10:30Zhttps://www.tdx.cat/oai/requestoai:www.tdx.cat:10803/2859312022-07-19T12:12:46Zcom_10803_183col_10803_77952
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Using statistical copulas to measure dependence in the agrofood sector
[Barcelona] :
Universitat Politècnica de Catalunya,
2015
Accés lliure
http://hdl.handle.net/10803/285931
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AAMMDDs2015 sp ||||fsm||||0|| 0 eng|c
Ahmed Nasreldin, Osama,
autor
1 recurs en línia (148 pàgines)
Tesi
Doctorat
Universitat Politècnica de Catalunya. Institut Universitari de Recerca en Ciència i Tecnologies de la Sostenibilitat
2015
Universitat Politècnica de Catalunya. Institut Universitari de Recerca en Ciència i Tecnologies de la Sostenibilitat
Tesis i dissertacions electròniques
Serra Devesa, M. Teresa,
supervisor acadèmic
Gil, José M.
(José María Gil Roig)
supervisor acadèmic
TDX
This thesis has been pursued in three papers whose nexus is the use of statistical copulas for the purpose of assessing dependence in the field of agrofood economics. The first paper aims at determining how the introduction of agricultural revenue insurance contracts in Spain will affect the cost of purchasing insurance, relative to yield insurance schemes. The empirical analysis focuses on the apple and orange sectors in Spain. Statistical copulas are used to jointly model price and yield perils. Monte Carlo simulation methods are employed to simulate premium rates both under revenue and yield insurance. Results indicate that revenue insurance is likely to reduce the price of agricultural insurance in Spain, which may result in higher acceptance and demand for agricultural insurance programs.
The second paper aims to study dependence between producer and consumer prices for millet markets in Niger. Links between prices considered are assessed by cointegration analysis and statistical copula methods. Results indicate a positive link between producer and consumer prices, which is stronger the closer the markets are. Evidence of asymmetric price behavior is also found.
The last paper assesses price transmission along the Egyptian tomato food marketing chain in the period that followed the Arab Spring. Static and time-varying copula methods are used for this purpose. Results suggest a positive link between producer, wholesaler and retail tomato prices. Such positive dependence is characterized by asymmetries during extreme market events, which lead price increases to be transferred more completely along the supply chain than price declines.
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