Mengel, Carolin; von Cramon-Taubadel, Stephan - Institut für Agrarökonomie, Georg-August-Universität … - 2014
and cointegration is most prevalent for barley. Price transmission is slowest in wheat markets. In peer reviewed studies … cointegration and price transmission. A border separating two markets reduces the probability of cointegration of price series by 23 …% compared with markets located in the same country. 1000 kilometers of distance reduces the probability of cointegration by 7 …