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Price Discovery in the Black Pepper Market in Kerala, India

Chopra, Aviral; Bessler, David A. - In: Indian Economic Review 40 (2005) January, pp. 1-21

We explore empirically the incidence of price discovery for black pepper in the spot market and the nearby and first distant futures markets with October 2001 to February 2003 daily data from Kerala, India. Modern time series methods of cointegration and directed acyclic graphs show that price...

Persistent link: https://www.econbiz.de/10005582795

Essays on the Upper Mississippi River and Illinois Waterway and U.S. grain market

Bessler, David A. (contributor); … - 2003

This dissertation examines several issues regarding the congestion on the UpperMississippi River and Illinois Waterway. Chapter II identifies and measures the impactof lock congestion on grain barge rates on these waterways. Results indicate grain bargerates on both rivers are not affected by...

Persistent link: https://www.econbiz.de/10009464800

Understanding cointegration : an application to the Western United States electricity market

Mjelde, James W.; Bessler, David A.; Jerko, Christine A. - In: The electricity journal 15 (2002) 9, pp. 81-98

Persistent link: https://www.econbiz.de/10001717196

Railroad wheat transportation markets in the central plains : modeling with error correction and directed graphs

Bessler, David A.; Fuller, Stephen W. - In: Transportation research / E : an international journal 36 (2000) 1, pp. 21-39

Persistent link: https://www.econbiz.de/10001468987

A Monte Carlo study on the selection of cointegrating rank using information criteria

Wang, Zijun; Bessler, David A. - In: Econometric theory 21 (2005) 3, pp. 593-620

Persistent link: https://www.econbiz.de/10002794775

Structural change and international stock market interdependence : evidence from Asian emerging markets

Awokuse, Titus O.; Chopra, Aviral; Bessler, David A. - In: Economic modelling 26 (2009) 3, pp. 549-559

Persistent link: https://www.econbiz.de/10003870623

The structure of interdependence in international stock markets

Bessler, David A.; Yang, Jian - In: Journal of international money and finance 22 (2003) 2, pp. 261-287

Persistent link: https://www.econbiz.de/10001745736

The homogeneity restriction and forecasting performance of VAR-type demand systems : an empirical examination of US meat consumption

Wang, Zijun; Bessler, David A. - In: Journal of forecasting 21 (2002) 3, pp. 193-206

Persistent link: https://www.econbiz.de/10001662955

Exploiting the cointegration properties of the US soy-based market system

Babula, Ronald Alexander; Bessler, David A.; Rogowsky, … - In: Acta agriculturae Scandinavica / C : an official … 3 (2006) 2, pp. 81-98

Persistent link: https://www.econbiz.de/10003390079

The causal modelling on equity market innovations : fit or forecast?

Kim, Jin Woong; Bessler, David A. - In: Applied financial economics 17 (2007) 7/9, pp. 635-646

Persistent link: https://www.econbiz.de/10003491207