Rokopanos, Andreas; Bersimis, Fragiskos; Schamel, Günter; … - In: Journal of wine economics 18 (2023) 3, pp. 245-265
We explore the impact of the 2013 Common Agricultural Policy (CAP) reform on spatial price co-movements between the main European Union (EU) wine producer markets (i.e., Spain, France, and Italy). We consider monthly prices from January 2005 to January 2020 and R-Vine copula models, splitting...
