Narrow search
Showing 1 - 10 of 3,307
Cover Image
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
Cover Image
Price dynamics in Tanzanian maize markets : insights from a semiparametric cointegration model
Ihle, Rico; Cramon-Taubadel, Stephan von - 2010
Maize is a major staple food in Sub-Saharan Africa. Monthly maize prices in Tanzania are analyzed since the country is an important maize producer and exporter in East Africa. We analyze price transmission between the five most important urban regions of Tanzania between 2000 and 2008 which...
Persistent link: https://www.econbiz.de/10010342910
Cover Image
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
Cover Image
Tracking the trend of quinoa price in Bolivia : structural breaks and persistence of shocks
Aliaga Lordemann, Javier; Garrón Vedia, Ignacio; Lenis … - 2024
Quinoa has evolved considerably in the past decades, becoming consolidated as a fundamental pillar for Andean farming communities and emerging as a prominent actor in the global superfood market. Despite this, prices of this grain have been characterized by complex dynamics, with substantial...
Persistent link: https://www.econbiz.de/10014551311
Cover Image
Analysis of structural changes in container shipping
Fan, Lixian; Yin, Jingbo - In: Maritime economics & logistics : a quarterly scientific … 18 (2016) 2, pp. 174-191
Persistent link: https://www.econbiz.de/10011586586
Cover Image
Forecasting seasonally cointegrated systems : supply response in Austrian agriculture
Jumah, Adusei; Kunst, Robert M. - 1995
eliminated the problem of seasonality by using seasonally adjusted data. Recent developments in cointegration techniques allow … sows are included. A vector autoregression incorporating seasonal cointegration is estimated. A tentative interpretation of … Austria. -- seasonality ; agricultural supply response ; cointegration ; time series …
Persistent link: https://www.econbiz.de/10009693905
Cover Image
Futures price volatility in commodities markets : the role of short term vs long term speculation
Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - 2013
This paper evaluates how different types of speculation affect the volatility of commodities' futures prices. We adopt four indexes of speculation: Working's T, the market share of non-commercial traders, the percentage of net long speculators over total open interest in future markets, which...
Persistent link: https://www.econbiz.de/10009756298
Cover Image
A Robust Multivariate Long Run Analysis of European Electricity Prices
Pelagatti, Matteo M.; Bosco, Bruno; Parisio, Lucia; … - 2013
This paper analyses the interdependencies existing in wholesale European electricity prices. The results of a multivariate long run dynamic analysis of weekly median prices reveal the presence of a strong although not perfect integration among some neighboring markets considered in the sample...
Persistent link: https://www.econbiz.de/10014222397
Cover Image
Cointegration and the demand for gasoline
Bhaskara Rao, Buddhavarapu; Rao, Gyaneshwar - 2008
Since the early 1970s there has been a worldwide upsurge in the price of energy and in particular of gasoline. Therefore, demand functions for energy and its components like gasoline have received much attention. However, since confidence in the estimated demand functions is important for use in...
Persistent link: https://www.econbiz.de/10011523590
Cover Image
Modeling dynamic correlation and volatility of the Visegrad Group fuel markets
Krawiec, Monika; Borkowski, Bolesław; Shachmurove, Yochanan - In: Contemporary economics 17 (2023) 4, pp. 424-442
The paper focuses on investigating the correlation and volatility of fuel markets in four countries of the Visegrad region, namely Hungary, the Czech Republic, Poland, and Slovakia. The primary objective of the paper is to explore regional fuel markets and retail prices in these countries by...
Persistent link: https://www.econbiz.de/10014446868