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MODELLING IMPORT DEMAND SYSTEMS WITH NONSTATIONARY DATA: AN APPLICATION TO THE FRENCH IMPORTS OF VIRGIN OLIVE OIL
Ben Kaabia, Monia; Gil, Jose Maria - 2008
This paper aims to provide a flexible methodological framework to estimate import demandmodels, which explicitly considers the stochastic properties of data and the endogenous/exogenousnature of some variables. The French imports of virgin olive oil have been used as a case study withSpain,...
Persistent link: https://www.econbiz.de/10009443204
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MODELLING IMPORT DEMAND SYSTEMS WITH NONSTATIONARY DATA: AN APPLICATION TO THE FRENCH IMPORTS OF VIRGIN OLIVE OIL
Ben Kaabia, Monia; Gil, Jose Maria - European Association of Agricultural Economists - EAAE - 2008
Imports, indicating the appropriateness of estimating a conditional model. Two cointegration relationships have been found …
Persistent link: https://www.econbiz.de/10005220460
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Price linkage between milling and feed wheat prices in Poland and Germany
Hamulczuk, Mariusz; Łopaciuk, Wiesław - In: Problems of World Agriculture / Problemy Rolnictwa … 13 (2013) 28
was conducted with the use of weekly milling and feed wheat price series and cointegration framework. The results confirm …
Persistent link: https://www.econbiz.de/10011096046
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Price volatility in ethanol markets
Serra, Teresa; Zilberman, David - Agricultural and Applied Economics Association - AAEA - 2009
Our paper looks at how price volatility in the Brazilian ethanol industry changes over time and across markets by using … methods is that it allows to jointly estimate the cointegration relationship between the price series investigated and the … multivariate GARCH process. Our results suggest that crude oil prices not only influence ethanol price levels, but also their …
Persistent link: https://www.econbiz.de/10005000495
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Price volatility in ethanol markets
Serra, Teresa; Zilberman, David - International Association of Agricultural Economists - IAAE - 2009
, have not explicitly considered time varying volatility in the data. Seo (2007) suggests an estimator of the cointegration …Our paper looks at how price volatility in the Brazilian ethanol industry changes over time and across markets. Demand …-move in the long-run. Hence, when assessing price volatility changes and spillovers in the ethanol industry, one should also …
Persistent link: https://www.econbiz.de/10010913510
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Exchange rate volatility and export growth : evidence from selected South Asian countries
Mukhtar, Tahir; Malik, Saqib Jalil - In: Spudai / University of Piraeus : journal of economics … 60 (2010) 3/4, pp. 58-68
Persistent link: https://www.econbiz.de/10010201429
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The impact of Brazil on global grain dynamics : a study on cross-market volatility spillovers
Avileis, Felipe G.; Mallory, Mindy L. - In: Agricultural economics : the journal of the … 53 (2022) 2, pp. 231-245
Persistent link: https://www.econbiz.de/10013165266
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Volatility and causality in strategic commodities : characteristics, myth and evidence
Youngho, Chang; Fang, Zheng; Hamori, Shigeyuki - In: International journal of economics and finance 9 (2017) 8, pp. 162-178
Persistent link: https://www.econbiz.de/10011714755
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Testing the linkages of Arab stock markets : a multivariate GARCH approach
Shahateet, Mohammed Issa; Shrydeh, Najib; Mohammad, Suleiman - In: Investment management and financial innovations 16 (2019) 4, pp. 192-204
Persistent link: https://www.econbiz.de/10012177670
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Response of the Polish Wheat Prices to the World's Crude Oil Prices
Hamulczuk, Mariusz; Klimkowski, Cezary - In: Acta Oeconomica et Informatica 15 (2012) 2
Agricultural commodities prices play crucial role both in farmers income determination and in price relationship establishment for the whole economy. Among the factors influencing the wheat prices, crude oil prices are considered as one of the most important. The aim of this paper was to assess...
Persistent link: https://www.econbiz.de/10010882201