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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
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
We assess the conjunctural impact of price insulating policies on spatial price transmission of maize, rice and wheat in Cameroon, Kenya and Tanzania in the period 2005-2015. We therefore separately estimate the impact of trade policies within two regimes of behaviour of the domestic price...
Persistent link: https://www.econbiz.de/10011646572
For the biofuel markets and related commodities, we study their price transmission, which is in fact equivalent to studying price cross-elasticities. Importantly, we focus on the price dependence of the price transmission mechanism. Several methodological caveats are discussed. Specifically, we...
Persistent link: https://www.econbiz.de/10010197455
prices ; crude oil prices ; cointegration ; vector error correction …
Persistent link: https://www.econbiz.de/10009707677
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Persistent link: https://www.econbiz.de/10002880901
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