MARC details
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02818nam a22003137a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
IE-CoIT |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20200122062809.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
ta |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
180322s2017 ie ||||| |||| 00| 0|eng|| |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
IE-CoIT |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
THESES PRESS |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| 9 (RLIN) |
123963 |
| Personal name |
Bergmann, Dennis |
| Relator term |
author |
| 245 13 - TITLE STATEMENT |
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| Title |
An application of time series methods to investigate EU dairy commodity price dynamics / |
| Statement of responsibility, etc. |
Dennis Bergmann. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| Place of production, publication, distribution, manufacture |
Cork : |
| Name of producer, publisher, distributor, manufacturer |
Cork Institute of Technology, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2017. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xvii, 203 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
30 cm |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txtr |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rcarrier |
| 490 #0 - SERIES STATEMENT |
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| Series statement |
Ph. D - Biological Sciences |
| 500 ## - GENERAL NOTE |
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| General note |
Fundamental changes to the Common Agricultural Policy (CAP) have led to greater market orientation which in turn has resulted in significantly changed price dynamics of EU dairy prices. These changed dynamics include sharply increased price variability of EU farm gate milk prices, as well as EU dairy commodity prices such as butter and Skimmed Milk Powder (SMP). In addition, it was expected that EU dairy prices would align to World dairy prices. This alignment of prices would also see an alignment of volatility levels which were significantly higher for World dairy prices than EU dairy prices. The aim of this thesis is to analysis the changing price dynamics of EU dairy prices. The results of this thesis are thus of practical interest for farmers, processors and consumers as well as policy makers as they can form the basis for the development of appropriate risk management tools for the EU dairy industry. The thesis presents four empirical studies which share a common theme in that they investigate the changed dynamics of EU dairy prices. In the first study, univariate time series methods are used to analyse farm gate milk price dynamics. The following two studies use multivariate time series methods to analyse price and volatility transmission effects fr butter and SMP markets. In particular horizontal (spatial and cross-commodity) and vertical transmission (from input to output prices) effects are analysed. Finally the last study evaluates the forecasting performance of a number of time series models as applied to selected EU farm gate milk prices. Thus this study focuses on a counter measure to price volatility while the other studies analysed its causes - (Abstract) |
| 502 ## - DISSERTATION NOTE |
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| Dissertation note |
Thesis |
| Degree type |
|
| Name of granting institution |
Cork Institute of Technology, |
| Year degree granted |
2017, |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Bibliography: (pages 193-203) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| 9 (RLIN) |
43362 |
| Topical term or geographic name entry element |
Time-series analysis |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| 9 (RLIN) |
123965 |
| Topical term or geographic name entry element |
Farm produce |
| General subdivision |
Prices |
| -- |
Forecasting |
| Geographic subdivision |
European Union Countries |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| 9 (RLIN) |
36056 |
| Topical term or geographic name entry element |
Dairy products industry |
| Geographic subdivision |
European Union Countries |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| 9 (RLIN) |
40176 |
| Topical term or geographic name entry element |
Multivariate analysis |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Risk |
| 9 (RLIN) |
42005 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |