This study is going to examine the relationship among consumer price index (CPI), economic performance, and wheat support prices in order to determine the level of inflation in case of Pakistan. The analysis is made on the monthly time series data from January-1990 to December-2010. The CPI is...

In this paper we use weekly milling wheat price series for nine selected EU countries to evaluate levels and components of volatility in the period from July 2004 to April 2011 and to examine how sensitive the results can be to spatial aggregation of the price data. The prices were analyzed in...

This paper attempts to evaluate the impact of monetary and macroeconomic factors on real wheat prices in Pakistan for the period 1976-2010, using Johansen’s co-integration approach. The Augmented Dickey-Fuller test reveals that all the variables used are first-difference stationary, except the...

Dynamic relationships among three classes of wheat are investigated using threshold VAR models that incorporate the effects of protein availability. Changes in the stock of protein are found to generate significant responses in the prices of hard red spring wheat and hard red winter wheat, but...

The interconnections of agriculture and energy markets have increased through the rise in the new biofuel agribusinesses and the oil–ethanol–corn linkages. The question is whether these linkages have a causal structure by which oil prices affect commodity prices and through these...

Observed increased volatility of world commodity prices causes an increase of risk exposure. Thus market participants can not achieve the desired value of their goal function. The aim of this research was an assessment of wheat prices volatility in selected EU member states. Results of the...

The aim of the paper was to analyse spatial price transmission in the wheat market in Poland and Germany. The analysis was conducted with the use of weekly milling and feed wheat price series and cointegration framework. The results confirm high linkage between prices in Poland and Germany as...

This research lends insight into the empirical validity of reverse regressions hypothesizing that spot prices today help to predict forward rates in the future. This paper analyzes the possible relationship between wheat futures prices and spot oil prices considering the importance of the...

Making farm decisions is difficult, especially making decisions about selling and pricing wheat in deregulated supply chains. This study, conducted prior to export deregulation, sought to identify which factors were important to northern New South Wales (NSW) wheat growers when they were making...