%0 Journal Article
%T An¨¢lise da volatilidade do retorno da commodity dend¨º: 1980-2008
%A Gontijo
%A Tiago Silveira
%A Fernandes
%A Elaine Aparecida
%A Saraiva
%A M¨¢rcio Balduino
%J Revista de Economia e Sociologia Rural
%D 2011
%I Sociedade Brasileira de Economia e Sociologia Rural
%R 10.1590/S0103-20032011000400003
%X the agricultural prices variation analysis is essential on the formulation of public policies and business decisions. considering the strategic importance of the biofuels for the brazilian economy and the social objectives of the biofuel programs for familiar agriculture, this study aims to quantify the volatility of palm oil prices and the reaction towards clash under arch and garch models. the results for palm oil quotes show that clashes of volatility last for long periods of time, increasing the risk for farmers.
%K volatility of prices
%K palm oil
%K biofuel
%K brazil
%K familiar agriculture.
%U http://www.scielo.br/scielo.php?script=sci_abstract&pid=S0103-20032011000400003&lng=en&nrm=iso&tlng=en