References
- Bollerslev , T . 1986 . Generalized autoregressive conditional heteroskedasticity . Journal of Econometrics , 31 1986): 307–327.
- Box , G EP and Jenkins , G M . 1976 . Times series analysis: Forecasting and control , San Francisco : Holden-Day .
- Dehn , J . 2000 . Commodity price uncertainty in developing countries Working paper at the Centre for the Study of African Economies, Working Paper WPS/2000-10.
- Dickey , D A and Fuller , W A . 1981 . Likelihood ratio statistics for autoregressive time series with unit root . Econometrica , 49 : 1057 – 1072 .
- Engle , R . 2001 . GARCH 101: The use of ARCH/GARCH models in applied econometrics . Journal of Economic Perspectives , 15 ( 4 ) : 157 – 168 .
- Engle , R . 2004 . Risk and volatility: Econometric models and financial practice . American Economic Review , 94 ( 3 ) : 405 – 416 .
- Ghebrechristos , Y E . 2004 . The impact of exchange rate volatility on export: A case study of South Africa's citrus fruit export MSc Agric Thesis. Department of Agricultural Economics, University of the Free State.
- Grain , S A . 2006 . Long-term grain parity prices http://www.grainsa.co.za/documents/15%20Mar%20Histories%20Grane%20en%20pariteitpryse1.xls. (Accessed 20 March 2006).
- Gujarati , D N . 2003 . Basic econometrics , 4th Edition , New York : McGraw-Hill Higher Education .
- Heifner , R and Kinoshita , R . 1994 . Differences among commodities in real price variability and drift . Journal of Agricultural Economics Research , 45 ( 3 ) : 10 – 20 .
- Jooste , A , Alemu , Z G , Botha , E and Van Schalkwyk , H D . 2003 . Investigation into the supply chain for beef for the FPMC appointed by the Minister of Agriculture Report for the Food Monitoring Pricing Committee.
- Just , R E and Pope , R D , eds. 2002 . A comprehensive assessment of the role of risk in US agriculture , Boston : Kluwer Academic Publishers .
- Moledina , A A , Roe , T L and Shane , M . 2003 . Measurement of commodity price volatility and the welfare consequences of eliminating volatility Working Paper at the Economic Development Centre, University of Minnesota.
- O'Carroll , M . 2004 . The natural environment as an integral part in the Triple Bottom Line MSc Thesis. Department of Environmental Science, Rand Afrikaans University.
- Offutt , S and Blandford . 1986 . Commodity market instability: Empirical techniques for analysis , Resources Policy. Butterworth, & Co (Publishers) Ltd .
- Pesaran , M H and Pesaran , B . 1997 . Working with Microfit 4.0: Interactive econometric analysis , London : Oxford University Press .
- Richardson , J W . 2004 . Simulation for applied risk management with an introduction to the Excel Simulation Add-In: Simetar © , Department of Agricultural Economics, Texas A, & M University .