agriTradeRisk: Agricultural Export Competitiveness and Risk Analysis
An integrated and reproducible workflow for analysing the
competitiveness and risk of agricultural and horticultural exports. It
measures destination and product concentration (Herfindahl-Hirschman,
entropy and equivalent-number indices), revealed comparative advantage
(Balassa, 1965) <doi:10.1111/j.1467-9957.1965.tb00050.x> and its
symmetric form, relative unit values, and constant market share
decomposition of export growth. It tests vertical price transmission
between export and domestic prices with Engle-Granger cointegration
(Engle and Granger, 1987) <doi:10.2307/1913236> using MacKinnon (2010)
critical values and symmetric or asymmetric error correction models. It
quantifies exchange-rate exposure of a multi-currency export portfolio
(volatility, diversification ratio, risk contributions and value at
risk), screens destination markets with composite entry-risk scores,
and identifies risk-efficient destination mixes by mean-variance
portfolio optimisation (Markowitz, 1952) <doi:10.2307/2975974>.
Simulated example data for Indian mango, grape, pomegranate and
processed horticultural exports illustrate the workflow.
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