Showing 1 - 10 of 18
This paper aims to provide a flexible methodological framework to estimate import demandmodels, which explicitly considers the stochastic properties of data and the endogenous/exogenousnature of some variables. The French imports of virgin olive oil have been used as a case study withSpain,...
Persistent link: https://www.econbiz.de/10009443204
The analysis of asymmetries in the price transmission mechanism at different levels of the marketing chain provides some interesting information about the degree of competition in vertical related markets. The objective of this paper is to investigate the non-linear adjustments of prices along...
Persistent link: https://www.econbiz.de/10009443831
This paper has analysed the import demand for virgin olive oil in the EU andmore precisely in the Italian market, as it concentrates more than 80% of EU imports,aiming to determine the relative position of Mediterranean EU and non-EU countriesexports and their degree of substitutability or...
Persistent link: https://www.econbiz.de/10009445026
The analysis of asymmetries in the price transmission mechanism at different levels of the marketing chain provides some interesting information about the degree of competition in vertical related markets. The objective of this paper is to investigate the non-linear adjustments of prices along...
Persistent link: https://www.econbiz.de/10005493706
A regime-switching vector error correction model is applied to monthly price data to assess the impact of BSE outbreaks on price relationships and patterns of transmission among farm and retail markets for bovine in Spain. To evaluate the degree to which price transmission is affected by BSE...
Persistent link: https://www.econbiz.de/10010880141
A random nth price experimental auction is used to elicit the willingness to pay (WTP) a premium for the locally produced and high quality white bean "Mongeta Ganxet" (MG) (Catalonia - Spain). Moreover, we are interested in testing the effect on the WTP of providing different pieces of...
Persistent link: https://www.econbiz.de/10010913437
This article studies the capacity of biofuels to reduce motor fuel price fluctuations. For this purpose, we study dependence between crude oil and biodiesel blend prices in Spain. Copula models are used for this purpose. Results suggest that the practice of blending biodiesel with diesel can...
Persistent link: https://www.econbiz.de/10010913946
This article studies US corn price fluctuations in the past two decades. Price volatility is explained by volatility clustering, the influence of energy prices, corn stocks and global economic conditions. A multivariate GARCH specification that allows for exogenous variables in the conditional...
Persistent link: https://www.econbiz.de/10010913961
Resumen El anĂ¡lisis de las relaciones de precios existentes en un determinado sector permiten, por un lado, ofrecer una idea aproximada del funcionamiento de los mercados y, por otro, anticipar respuestas ante shocks inesperados en mercados relacionados. El objetivo de este estudio se ha...
Persistent link: https://www.econbiz.de/10005041242
This paper aims to investigate the non-linear adjustments of prices between farm and retail prices in the lamb sector in Spain. The methodology used is based on the multivariate approach to specify and estimate a three-regime Threshold Autoregressive Model. Results indicate that in the long-run...
Persistent link: https://www.econbiz.de/10005803268