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Estimating and comparing market efficiency frontiers

Mu, Yali - 2021

relationships (threshold cointegration) as well as in error correction (threshold autoregression; threshold ECMs; non …

Persistent link: https://www.econbiz.de/10013342200

Distance and border effects on price transmission - a meta-analysis

Mengel, Carolin; von Cramon-Taubadel, Stephan - Institut für Agrarökonomie, Georg-August-Universität … - 2014

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/10011155540

Impacts of export bans and seasonality on maize price transmission between selected deficit and surplus markets in Tanzania : evidence from Sumbawanga market

Sitima, Florence; Mduma, John K. - In: Tanzania economic review : TER 13 (2023) 1, pp. 43-64

Persistent link: https://www.econbiz.de/10015045563

Multiple inference and market integration : an application to Swedish fish markets

Blomquist, Johan - In: Journal of agricultural economics 66 (2015) 1, pp. 221-235

Persistent link: https://www.econbiz.de/10011299583

How integrated are the local US markets for natural gas? : new evidence using rolling cointegration

Böker, Timo; Michler, Albrecht F. - In: Applied economics quarterly 61 (2015) 2, pp. 175-198

Persistent link: https://www.econbiz.de/10011444710

Commodity market integration and price transmission : empirical evidence from India

Jena, Pratap Kumar - In: Theoretical and applied economics : GAER review 23 (2016) 3, pp. 283-306

Persistent link: https://www.econbiz.de/10011565074

Market integration of cold and warmwater shrimp in Europe

Ankamah-Yeboah, Isaac; Ståhl, Lisa; Nielsen, Max - In: Marine resource economics 32 (2017) 4, pp. 371-390

Persistent link: https://www.econbiz.de/10011761802

Cointegration of stock markets : the case of Thailand

Wuthisatian, Rattaphon - In: Review of market integration 6 (2014) 3, pp. 297-320

Persistent link: https://www.econbiz.de/10011337857

Measuring regional market integration in developing Asia : a Dynamic Factor Error Correction Model (DF-ECM) approach

Qin, Duo; Cagas, Marie Anne; Ducanes, Geoffrey; … - 2007

This paper examines empirically the dynamic process of regional market integration in twelve Asian economies using a new modeling approach combining DF with ECM. This approach enables us to obtain latent regional dynamic factors which correspond well with the 'foreign' parity variables in theory...

Persistent link: https://www.econbiz.de/10010529711

How strong do global commodity prices influence domestic food prices in developing countries? : a global price transmission and vulnerability mapping analysis

Kalkuhl, Matthias - 2014

This paper analyzes the transmission from global commodity to domestic food prices for a large set of countries. First, a theoretical model is developed to explain price transmission for different trade regimes. Drawing from the competitive storage model under rational expectations, it is shown...

Persistent link: https://www.econbiz.de/10010353578