Results 111 to 120 of about 21,518 (299)

Price Transmission and Leadership in the Global Poultry Market: Results From Parametric and Nonparametric Approaches

open access: yesAgribusiness, EarlyView.
ABSTRACT Brazil and the United States account for more than 40% of global poultry exports, with China and South Korea among their major destination markets. This study examines price transmission and market linkages between Brazil and the United States using monthly poultry export price data from January 1990 to December 2024. It also assesses which of
Khondoker Abdul Mottaleb   +2 more
wiley   +1 more source

Granger-Causality and Policy Ineffectiveness: A Rejoinder [PDF]

open access: yes
In an earlier paper,"Granger-causality and Policy Effectiveness," Economica [1984], I showed that for a policy instrument x to Granger-cause some target variable y is not necessary for x to be useful in controlling y.
Willem H. Buiter
core  

When the River Runs Low: Heterogeneous Impacts of Transportation Disruptions on Local Grain Basis

open access: yesAgribusiness, EarlyView.
ABSTRACT A substantial share of U.S. soybean and corn exports from the Midwest moves by barge along the Mississippi River system to export terminals in the Louisiana Gulf. Transportation costs between Midwestern grain elevators and export terminals create a wedge between prices at these locations, and shocks to these costs are partially passed on to ...
Yuan Zhang   +3 more
wiley   +1 more source

Multivariate out-of-sample tests for Granger causality. [PDF]

open access: yes
A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in the univariate setting, much less is known for the multivariate case. In this
Croux, Christophe, Gelper, Sarah
core   +2 more sources

Granger causality between energy use and economic growth in France with using geostatistical models

open access: yes
This paper introduces a new way for investigating linear and nonlinear Granger causality between energy use and economic growth in France over the period 1960_2005 with using geostatistical models (kiriging and IDW).
Zibaei, Mansour, Amiri, Arshia
core  

A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates [PDF]

open access: yes
The present study examines dynamic relation between stock index and exchange rate by using the daily data for India. The study uses the unit root and cointegration tests to test for the long run relationship between the two variables. The study also uses
Manish Kumar
core  

A nonparametric copula based test for conditional independence with applications to granger causality [PDF]

open access: yes, 2009
This paper proposes a new nonparametric test for conditional independence, which is based on the comparison of Bernstein copula densities using the Hellinger distance.
Taamouti, Abderrahim   +7 more
core  

Reconfiguring Fresh Produce Supply Chains in Response to Drought Risk: Evidence From the U.S. Broccoli Market

open access: yesAgribusiness, EarlyView.
ABSTRACT Drought is among the most severe and persistent threats to food supply chains, and relocating production to less drought‐prone regions offers a strategy to reduce this risk. This is particularly relevant for fresh vegetables, which are highly water‐intensive, yet drought‐driven reconfiguration strategies remain understudied.
Bingyan Dai   +2 more
wiley   +1 more source

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