Journal of Mathematical Finance, 2021, 11, 84-106
https://www.scirp.org/journal/jmf
ISSN Online: 2162-2442
ISSN Print: 2162-2434
DOI: 10.4236/jmf.2021.111004 Feb. 24, 2021 84 Journal of Mathematical Finance
Modeling Botswana Beef-Cattle Price Dynamics
Paul Kundai Ziwakaya, Edward M. Lungu
Department of Mathematics and Statistical Sciences, Botswana International University of Science and Technology, Private Bag 16
Palapye, Botswana
Abstract
We investigate the dynamics of the beef-cattle pricing which is affected by
several factors such as beef supply, demand for foreign currency, etc. The
model incorporates mean-reversion to give insights into the relationship be-
tween supply to a developed region (or country) and a third world country’s
demand for hard currency. We consider the beef-cattle industry which is
segmented into two markets: the Farmer-Local Cattle Agency (LCA) market
in which the LCA buys cattle from the farmers and the LCA-European Union
(EU) market in which the LCA exports beef to the EU. Using the Botswa-
na-EU as an example, we investigate the performance of the Botswana Meat
Commission (BMC) which buys cattle from the farmers and exports beef to
the EU based on the price acceptable to the EU and ask whether the agreed
price between the BMC and the EU can ever translate into fair price between
the farmer and the BMC. Our study has concluded that the operational prob-
lems faced by the BMC are an indication that the BMC is passing on the bulk
of what it receives from the EU to the farmers. We have made suggestions on
how the BMC can reduce its operational risks.
Keywords
Stochastic Mean, Mean-Reversion, Geometric Mean Reversion, Beef-Cattle
1. Introduction
The Botswana-European Union (EU) beef-cattle trade is an outstanding example
of cooperation between a Western block and a third world country (Botswana).
Although this trade showed promise, it has of late exhibited cracks as the EU has
forged more trade agreements with other beef exporters such as South America,
Australia, New Zealand, etc. An example of this occurred when the EU stopped
all meat imports from Botswana and demanded a thorough cleanup of the abat-
toirs [1]. The beef-cattle industry is of strategic importance to Botswana as a
How to cite this paper: Ziwakaya, P.K.
and Lungu, E.M. (2021) Modeling Botswa-
na Beef-Cattle Price Dynamics. Journal of
Mathematical Finance, 11, 84-106.
https://doi.org/10.4236/jmf.2021.111004
Received: December 8, 2020
Accepted: February 21, 2021
Published: February 24, 2021
Copyright © 2021 by author(s) and
Scientific Research Publishing Inc.
This work is licensed under the Creative
Commons Attribution International
License (CC BY 4.0).
http://creativecommons.org/licenses/by/4.0/
Open Access