Showing 1 - 10 of 6,571
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 …
Persistent link: https://www.econbiz.de/10010357875
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 …
Persistent link: https://www.econbiz.de/10010357877
due to publication bias. Cointegration is more prevalent for maize market pairs and less prevalent for rice market pairs …
Persistent link: https://www.econbiz.de/10010358653
generating empirical evidence on the cointegration of different export prices. We start our analysis with the assumption that … cointegration of price series. Then, we extend the error correction model to a multivariate cointegration analysis by cluster. We …
Persistent link: https://www.econbiz.de/10010235140
due to publication bias. Cointegration is more prevalent for maize market pairs and less prevalent for rice market pairs …
Persistent link: https://www.econbiz.de/10010235142
Data indicate that its domestic price in Indonesia has been increasing regardless of movements in the international price of wheat. A test for asymmetric price transmission from international wheat to domestic wheat flour markets is conducted using an error correction model and find the presence...
Persistent link: https://www.econbiz.de/10010336926
This paper analyses factors for the declining trend in clove exports in Zanzibar using time series data that were collected between 1980 and 2020 and analysed using the vector error correction model, complemented with qualitative analysis. Clove production, producer price, world price, gross...
Persistent link: https://www.econbiz.de/10013203065
We assess the conjunctural impact of price insulating policies on spatial price transmission of maize, rice and wheat in Cameroon, Kenya and Tanzania in the period 2005-2015. We therefore separately estimate the impact of trade policies within two regimes of behaviour of the domestic price...
Persistent link: https://www.econbiz.de/10011646572
Developments in international markets in recent years have transformed guar from a low value crop grown on marginal land to one that can generate substantial income for processors, manufacturers, traders and farmers. India's export of guar products, particularly guar gum powder, increased...
Persistent link: https://www.econbiz.de/10011350648
During the commodity price spikes in 2007-08 and 2010-11, several countries implemented temporary export restrictions on staple foods in an attempt to protect domestic consumers from rising and volatile prices. The impacts of these policies, however, are not limited to the countries that are...
Persistent link: https://www.econbiz.de/10011735089