A regime-switching vector error correction model is applied to monthly price data to assess the impact of BSE outbreaks on price relationships and patterns of transmission among farm and retail markets for bovine in Spain. To evaluate the degree to which price transmission is affected by BSE...

This paper deals with an examination of the selected time series and an examination of price transmission in the selected agri-food chain. The analysis is connected with the working question of whether the selection of time series influences the results of price transmission. The analysis is...

The paper explores the characteristics of spatial price dynamics for fresh vegetables. The analysis is carried out on selected EU prices for tomatoes and cauliflowers collected on some of the main production and consumption markets. It is based on the estimation of an time-varying threshold...

This study aims to improve our understanding of the extent and speed of the transmission of international cereal prices to local markets in developing countries. We analyse two samples of price transmission (PT) estimates, one extracted from a comprehensive literature sample of 31 published...

The paper explores the characteristics of spatial price dynamics for fresh vegetables. The analysis is carried out on selected EU prices for tomatoes and cauliflowers collected on some of the main production and consumption markets. It is based on the estimation of an time-varying threshold...

The objectives of this research are to investigate the influence of geographical distance on the cointegration relationship in order to increase knowledge on the issue, and to indentify its role in Brazilian agricultural markets. With this intention, the cointegration framework is applied...

The dramatic decline in consumption after 1990 was an important problem during the analysis of the sector. Even today, consumption is still below the degree that was before the political change, and significantly lags behind the EU level. The importance of this topic is emphasized by the fact...

In this paper we show how regime-switching vector error correction models can be used to assess the effects of food scares on price transmission along the food marketing chain. Our empirical implementation focuses on the impacts of the BSE crisis on price relationships and patterns of...

The price transmission between markets is often interpreted as providing insights into the market’s infrastructure efficiency and transaction costs. Thus, finding a possible explanation for the degree of integration has become an issue of special interest. Recent researchers have pointed out...

In the last two years, Ukraine exported an average of 11 million tons of wheat per year (USDA) and has become an important player in the international wheat market. This paper examines the nature of the short- and long-run wheat price dynamics between Ukraine and other major wheat exporters -...