In this study, we examined the price transmission dynamics and market integration among domestic markets for Uganda's major staple foods (matoke, maize, and beans) utilizing the Granger causality analysis, bounds test, Wald test for long- and short-run asymmetry, and the nonlinear ARDL model....

This paper examines the contagion effect among crude oil and wheat, soybean and maize spot prices in India using the daily prices data for 2010-2013. Using correlation, we find comovement among spot as well as among futures prices of commodities. The causality is present among spot prices of...

This paper examines price volatility and transmission of rice markets in Ghana and draws implications for food security. Using monthly rice price data from 2013 to 2019, the paper uses the Autoregressive Distributed Lag (ARDL) with an Error Correction Model (ECM) to ascertain the availability...