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Caracteristicas E Atributos Transacionais Da


  • Pereira, Claudia Maria Miranda de Araujo
  • Raimundo Melo, Mario
  • Dias, Pedro Bernardo


The objective of this paper is to characterize the production of roses at the region of Barbacena and to identify its transaction attributes, that is, asset specificity, transaction frequency, and uncertainty. The research is based on the theoretical framework of the New Institutions Economy which allows the use of qualitative methods in order to understand in depth the study object. The results have shown that rose producers in the region of Barbacena seek to demand the requirements of their customers, but they perceive the need of improvement in the productive chain through associations and contractual relations, informal ones included, among the agents involved in the agribusiness of roses.

Suggested Citation

  • Pereira, Claudia Maria Miranda de Araujo & Raimundo Melo, Mario & Dias, Pedro Bernardo, 2010. "Caracteristicas E Atributos Transacionais Da," Organizacoes Rurais e Agroindustriais/Rural and Agro-Industrial Organizations, Universidade Federal de Lavras, Departamento de Administracao e Economia, vol. 12(2).
  • Handle: RePEc:ags:orarao:102005

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    References listed on IDEAS

    1. Wenling Yang & David E. Allen, 2005. "Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 45(2), pages 301-321.
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    3. Carter, Colin A., 1999. "Commodity futures markets: a survey," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 43(2).
    4. Lence, Sergio H., 1996. "Relaxing The Assumptions Of Minimum-Variance Hedging," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(01), July.
    5. Karolyi, G Andrew, 1995. "A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 11-25, January.
    6. Ederington, Louis H, 1979. "The Hedging Performance of the New Futures Markets," Journal of Finance, American Finance Association, vol. 34(1), pages 157-170, March.
    7. Chris Brooks & Olan T. Henry & Gita Persand, 2002. "The Effect of Asymmetries on Optimal Hedge Ratios," The Journal of Business, University of Chicago Press, vol. 75(2), pages 333-352, April.
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