This paper analyzes the relationship between Global Wine Industry Share Price Indexes and composite stockmarket indexes using a Threshold Vector Error Correction Model (TVECM), aiming to investigate if investmentsin the wine sector play a role in determining financial risk and return to...

In this paper we analyse the long-runrelationships between vegetable oils prices andconventional diesel price in EU during the period 2005-2007. We utilise recent developments on thresholdcointegration approach to investigate if asymmetricdynamic adjusting processes exist among rapeseed...