Results 11 to 20 of about 83,509 (264)
ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION [PDF]
Journal of Economic Surveys, 2005 Abstract In this paper, we review the existing empirical literature on price asymmetries in commodities, providing a way to classify and compare different studies that are highly heterogeneous in terms of econometric models, type of asymmetries and empirical findings. Relative to the previous literature, this paper is novel in several respects.
Frey, G, MANERA, MATTEO
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Does vertical asymmetric price transmission exist in the rice markets?
Agricultural and Resource Economics, 2023 Purpose. This study aims to empirically measure and analyze the long-run relationship and asymmetric price transmission of the rice market in Aceh Province, Indonesia.
Agustina Arida +3 more
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A spatial network analysis of vegetable prices based on a partial granger causality approach
Frontiers in Physics, 2022 The spatial difference in agricultural product prices is a crucial factor affecting the benefits of related stakeholders. This study aims to analyze the mechanisms of spatial price transmission.
Chen Shen +5 more
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Vertical price transmission analysis: the case of milk in the Slovak dairy sector
Apstract: Applied Studies in Agribusiness and Commerce, 2013 Testing for nature price transmission and calculating elasticities of price transmission are important areas of research for providing insights into market efficiency issues. Symmetric or asymmetric price transmission has been the subject of considerable
Zuzana Lajdová , Peter Bielik
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Price formation and transmission along the food commodity chain
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2012 The article is focused on analysis of price transmission along the wheat commodity chain in the Czech Republic, with the distinction on wheat products with low value added (wheat flour), respectively high value added (wheat rolls). The degree of vertical
Ivana Blažková, Pavel Syrovátka
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Analysis of Dairy Product Price Transmission in Hungary: A Nonlinear ARDL Model
Agriculture, 2020 This paper addresses the assessment of the price transmission of dairy products in Hungary. Monthly prices are used in testing the hypothesis of asymmetric price transmission between farmers and retailers.
Marwa Ben Abdallah +2 more
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Farm-retail price transmission in Malaysian pork sector
Apstract: Applied Studies in Agribusiness and Commerce, 2010 This study intends to determine the farm-retail price transmission behaviors of pork in Malaysia to serve as a good implication for pork pricing system in Malaysia.
Tey (John) Yeong-Sheng +2 more
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Causality in Relation to Futures and Cash Prices in the Wheat Market
Agriculture, 2022 Mutual interactions between the agricultural commodities futures market and the spot market are some of the most important relationships that can be observed between the financial market and the real economy.
Anna Szczepańska-Przekota
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The transmission process of supply and demand shocks in Czech meat commodity chain
Agricultural Economics (AGRICECON), 2006 Based on the results of price transmission analysis, the paper aims to explain the asymmetry of price transmission in Czech meat commodity chain, in the supply as well as in the demand direction. The transmission asymmetry in supply direction, i.e.
I. Lechanová
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Asymmetric price transmission of Indonesian coffee
Cogent Economics & Finance, 2021 Almost all previous studies of Asymmetric Price Transmission (APT) only focused on speed perspective. The study aims to investigate the effect of coffee prices in the global market on the Indonesian producer market in magnitude, speed, and direction ...
Kamaruddin +3 more
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