Price linkages in the international skim milk powder market : empirical evidence from nonparametric and time-varying copulas
Year of publication: |
January 2017
|
---|---|
Authors: | Fousekis, Panajiotis ; Emmanouilides, Christos ; Grigoriadis, Vasilis |
Published in: |
The Australian journal of agricultural and resource economics. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1364-985X, ZDB-ID 1387184-5. - Vol. 61.2017, 1, p. 135-153
|
Subject: | kernel-based copulas | price co-movement | skim milk powder | Preis | Price | Preisdifferenzierung | Price discrimination | Preiskonvergenz | Price convergence | Milchprodukt | Dairy product | USA | United States | Multivariate Verteilung | Multivariate distribution |
-
Price transmission in the international skim milk powder markets
Fousekis, Panajiotis, (2016)
-
Extreme dependence in price transmission analysis
Qiu, Feng, (2016)
-
Dynamics of price transmission : evidence from India's import basket
Choudhry, Sonam, (2024)
- More ...
-
Integration and hierarchy of pork markets in the EU : an analysis from the vantage of graph theory
Fousekis, Panajiotis, (2019)
-
Spatial price dependence by time scale : empirical evidence from the international butter markets
Fousekis, Panajiotis, (2016)
-
Joint price dynamics of quality differentiated commodities : copula evidence from coffee varieties
Fousekis, Panajiotis, (2017)
- More ...