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Food for the Stomach or Fuel for the Tank: What do Prices Tell Us?

Kafle, Kashi R.; Pullabhotla, Hemant K - Agricultural and Applied Economics Association - AAEA - 2014

Food vs. Fuel, Cointegration analysis, VECM, agricultural prices, fuel prices …

Persistent link: https://www.econbiz.de/10011068945

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 ….S. shrimp markets. ARIMA and Vector Error Correction Models (VECM) are used to identify the effect of catastrophic events on …

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

Relationship between Spatial Price Transmission and Geographical Distance in Brazil

Hernandez-Villafuerte, Karla Vanessa - Agricultural and Applied Economics Association - AAEA - 2011

Selected Paper prepared for presentation at the Agricultural & Applied Economics Association’s 2011 AAEA & NAREA Joint Annual Meeting, Pittsburgh, Pennsylvania, July 24-26, 2011. (Poster Presentation)

Persistent link: https://www.econbiz.de/10009021557

Performance and Relevance of Wheat Futures Market in India – An Exploratory Analysis

Sendhil, R.; Ramasundaram, P. - Agricultural and Applied Economics Association - AAEA - 2014

The present study highlights the context of wheat futures trading in India and examines its performance in terms of price transmission between Indian and US futures, domestic futures and spot markets, and, extent of integration between those markets. Role of wheat futures in price...

Persistent link: https://www.econbiz.de/10011068681