due to publication bias. Cointegration is more prevalent for maize market pairs and less prevalent for rice market pairs …

due to publication bias. Cointegration is more prevalent for maize market pairs and less prevalent for rice market pairs …

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 …

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 …

. Employing Johansen's multivariate cointegration approach, it investigates for ten selected SSA countries the long-run effect of … those cases where cointegration relationships are found - estimated supply elasticities tend to lie between 0.20 and 0 …