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The Effect Of Exchange Rate Volatility On Wheat Trade Worldwide

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  • Sun, Changyou
  • Kim, Mina
  • Koo, Won W.
  • Cho, Guedae
  • Jin, Hyun Joung

Abstract

A modified gravity-type model was employed to evaluate the effect of exchange rate volatility on wheat exports worldwide. Special attention was given to the econometric properties of the gravity model within panel framework. Short and long-term measures of exchange rate volatility were constructed and compared. Both measures of exchange rate volatility have exhibited a negative effect on world wheat trade and the long-term effect was even larger. This result implies that exchange rate volatility is an important factor in explaining the trade pattern of wheat trade worldwide. Keywords: wheat, export, exchange rate, volatility, gravity model, and panel data.

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Bibliographic Info

Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2002 Annual meeting, July 28-31, Long Beach, CA with number 19766.

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Date of creation: 2002
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Handle: RePEc:ags:aaea02:19766

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Keywords: wheat; export; exchange rate; volatility; gravity model; and panel data.; International Relations/Trade;

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Cited by:
  1. Molina, Imelda R. & Mohanty, Samarendu & Pede, Valerien O. & Valera, Harold, 2013. "Modeling the Effects of Exchange Rate Volatility on Thai Rice Exports," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150429, Agricultural and Applied Economics Association.
  2. Ferto, Imre & Fogarasi, Jozsef, 2011. "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114351, European Association of Agricultural Economists.
  3. Zhang, Qiang & Reed, Michael R., 2006. "The Impact of Multiple Volatilities on Import Demand for U.S. Grain: The Case of Soybeans," 2006 Annual meeting, July 23-26, Long Beach, CA 21079, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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