Abstract:
The main aim of this project was to measure price risk of “ Pistachios” and identifies its affecting factors. price risk of pistachio for country (Iran) and regions, which were major manufacturers of it, was measured by using Coppock index, coefficient of variability, ARIMA and GARCH methods and then these major manufacturers where ranked in this regard. Economic models and Panel patterns used to determine the effective factors on price risk of pistachio. In this study, the provinces of Kerman, Yazd, Semnan, Khorasan, South Khorasan and North Khorasan were investigated and the data have been collected during the period 1993-2014. Results indicated that the price risk of pistachio increased over time. And Yazd had the lowest price volatility and South Khorasan had the highest price risk. Global price variables of pistachio and exchange rate, with 0. 7 and 1. 2 respectively, had a significant effect on price volatility inside the country.
|