external variables for GNU Parallel command

I was trying to use an externally defined variable within the parallel command, but it's failed. For example,

$ echo -e "intergenic\nintrons\nexons\n5utr\n3utr" | parallel 'echo {} $ANNOTATION/{}.bed'

3utr /3utr.bed

5utr /5utr.bed

intergenic /intergenic.bed

introns /introns.bed

exons /exons.bed

$ANNOTATION is not correctly read. One workout I found is to export the variable before the parallel, e.g. 

export ANNOTATION=/reference/annotation