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Nonlinearities in the World Vegetable Oil Price System: El Nino Effects

Ubilava, David; Holt, Matthew T. - Agricultural and Applied Economics Association - AAEA - 2009

In this research we estimate the effect of El Nino Southern Oscillation (ENSO) over time on market dynamics for eight major vegetable oil prices. We estimate a system for vegetable oil prices by using a smooth transition vector error correction model (STVECM) to analyze impacts of ENSO events on...

Persistent link: https://www.econbiz.de/10005012597

MEASURING THE RISKS OF NEW YORK DAIRY FARMERS

Schmit, Todd M.; Boisvert, Richard N.; Tauer, Loren W. - Agricultural and Applied Economics Association - AAEA - 1999

Decomposition methods suggest major contributors to variability in returns to New York dairy farms are purchased feed quantities and milk production; milk price variability contributes substantially less. Decomposing the Gini measure of income inequality indicates that milk revenues and...

Persistent link: https://www.econbiz.de/10005806456

Cattle Markets Integration and Price Discovery in Three Developing Countries of Mali, Kenya, and Tanzania

Bizimana, Jean-Claude; Angerer, Jay P.; Bessler, David A. - Agricultural and Applied Economics Association - AAEA - 2012

One of the growing agricultural subsectors in developing countries is livestock. Livestock and livestock products account for a third of the agricultural gross output. However, the lack of viable livestock market information systems to increase efficiency of markets and support the decision...

Persistent link: https://www.econbiz.de/10010916567

THE TRANSMISSION OF PRICE VOLATILITY IN THE BEEF MARKETS

Natcher, William C.; Weaver, Robert D. - Agricultural and Applied Economics Association - AAEA - 1999

This paper reconsiders the implications of efficient markets for transmission of price volatility across markets. Tests of volatility transmission are based on conditional variances. Results are reported for key grain and beef markets. Transmission across cash, futures, and options is considered.

Persistent link: https://www.econbiz.de/10005806420

Singerman, Ariel; Lence, Sergio H. - Agricultural and Applied Economics Association - AAEA - 2010

Persistent link: https://www.econbiz.de/10009020258

Interdependencies in the Energy-Bioenergy-Food Price Systems: A Cointegration Analysis

Ciaian, Pavel; Kancs, d'Artis - Agricultural and Applied Economics Association - AAEA - 2010

commodities. However, the co-integration is weaker than theoretically predicted. The price effect of bioenergy might be mitigated …

Persistent link: https://www.econbiz.de/10009020331

The Pattern of Integration between Fossil Fuel and Vegetable Oil Markets: The Case of Biodiesel in Germany

Busse, Stefan; Brummer, Bernhard; Ihle, Rico - Agricultural and Applied Economics Association - AAEA - 2010

With this paper, we provide the first quantitative investigation of vertical price transmission in the biodiesel supply chain in Germany with the focus on the developments during the food crisis and the impact of subsidized US biodiesel exports. With the strong promotion of the production and...

Persistent link: https://www.econbiz.de/10009020406

Semiparametric Evidence on the Nature of Price Transmission in Tanzanian Maize Markets

Ihle, Rico; von Cramon-Taubadel, Stephan - Agricultural and Applied Economics Association - AAEA - 2010

Maize is a major staple food in Sub-Saharan Africa. Monthly maize prices in Tanzania are analyzed since the country is an important maize producer and exporter in East Africa. We analyze price transmission between the five most important urban regions of Tanzania between 2000 and 2008 which...

Persistent link: https://www.econbiz.de/10009020487

Cointegration Analysis of Commodity Prices: Much Ado about the Wrong Thing?

Mallory, Mindy L.; Lence, Sergio H. - Agricultural and Applied Economics Association - AAEA - 2010

This study highlights some problems with using the Johansen cointegration statistics on data containing a negative … the asymptotic distribution of the Johansen cointegration statistics is sensitive to the NMA parameters and that using the … performance of the Johansen cointegration statistics; however our study demonstrates that problems associated with a NMA in the …

Persistent link: https://www.econbiz.de/10009020679

Market Integration for Shrimp and the Effect of Catastrophic Events

Harri, Ardian; Muhammad, Andrew; Jones, Keithly G. - Agricultural and Applied Economics Association - AAEA - 2010

Seasonal unit-root testing and seasonal cointegration methods are employed to investigate the price transmission in U …

Persistent link: https://www.econbiz.de/10009020802