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Proximity and price co-movement in West African rice markets
Mengel, Caroline; Cramon-Taubadel, Stephan von - 2014
This study explores the link between proximity and price cointegration between two markets, where proximity is captured … with variables for geographical, political and cultural distance. Linear and threshold cointegration is tested for a set of …
Persistent link: https://www.econbiz.de/10010357875
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Distance and border effects on price transmission : a meta-analysis
Mengel, Caroline; Cramon-Taubadel, Stephan von - 2014
cointegration and price transmission. A border separating two markets reduces the probability of cointegration of price series by 23 …% compared with markets located in the same country. 1000 kilometers of distance reduces the probability of cointegration by 7 … and cointegration is most prevalent for barley. Price transmission is slowest in wheat markets. In peer reviewed studies …
Persistent link: https://www.econbiz.de/10010357877
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Price transmission from international to domestic markets
Greb, Friederike; Jamora, Nelissa; Mengel, Carolin; … - 2012
due to publication bias. Cointegration is more prevalent for maize market pairs and less prevalent for rice market pairs …
Persistent link: https://www.econbiz.de/10010358653
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Price transmission from international to domestic markets
Greb, Friederike; Jamora, Nelissa; Mengel, Carolin; … - 2012
due to publication bias. Cointegration is more prevalent for maize market pairs and less prevalent for rice market pairs …
Persistent link: https://www.econbiz.de/10010235142
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Investigating the impact of trade disruptions on price transmission in commodity markets : an application of threshold cointegration
Mann, Janelle; Brewin, Derek - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-7
Threshold cointegration is introduced as an econometric technique to model the impact of trade disruptions on spatial … trade disruptions on prices. The threshold cointegration technique that is employed is flexible in that it allows the number …. We innovate on the threshold cointegration technique by selecting a measure of trade disruptions as the threshold …
Persistent link: https://www.econbiz.de/10012628574
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Asymmetric price transmission in Indonesia’s wheat flour market
Varela, Gonzalo; Taniguchi, Kiyoshi - 2014
Data indicate that its domestic price in Indonesia has been increasing regardless of movements in the international price of wheat. A test for asymmetric price transmission from international wheat to domestic wheat flour markets is conducted using an error correction model and find the presence...
Persistent link: https://www.econbiz.de/10010336926
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Trends and economic dynamics of guar in India
Rai, Durgesh K. - 2015
Developments in international markets in recent years have transformed guar from a low value crop grown on marginal land to one that can generate substantial income for processors, manufacturers, traders and farmers. India's export of guar products, particularly guar gum powder, increased...
Persistent link: https://www.econbiz.de/10011350648
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State-space cointegration modeling for the analysis of exogenous shocks to prices in Israeli-Palestinian food trade
Ihle, Rico; Götz, Linde Johanna; Rubin, Ofir D. - 2011
employing the Kalman filter. The time-varying cointegration parameters suggest that the security measures indeed impacted price …
Persistent link: https://www.econbiz.de/10010356541
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Assessing seasonal asymmetric price transmission in Ghanaian tomato markets with the Johansen estimation method
Ihle, Rico; Amikuzuno, Joseph - 2010
We assess market integration and price transmission of perishable agricultural produce in Sub-Saharan Africa by studying Ghanaian tomato markets which are characterized by pronounced seasonality in production and trade flows. We analyse the tomato markets of Ghana by simultaneously regarding its...
Persistent link: https://www.econbiz.de/10010342911
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Measuring the integration of staple food markets in Sub-Saharan Africa : heterogeneous infrastructure and cross border trade in the East African community
Ihle, Rico; Cramon-Taubadel, Stephan von; Zorya, Sergiy I. - 2011
This analysis employs cointegration methods and semiparametric regression in order to assess the integration of maize … ; cointegration ; semi-parametric ; regression ; partially linear model ; Eastern Africa ; maize …
Persistent link: https://www.econbiz.de/10009011814