Sino-U.S. Price Transmission in Agricultural Commodities: How Important are Exchange Rate Movements?

Commodity price transmissions between China and the U.S. are examined. The results indicate that variations in Chinese cotton and soybean prices are transmitted to U.S. cotton and soybean prices while variations in Chinese wheat and rice prices do not get transmitted to U.S. wheat and rice prices. The effects of volatilities in oil prices and in the exchange rate on the price transmission are also assessed.


Issue Date:
2011
Publication Type:
Conference Paper/ Presentation
PURL Identifier:
http://purl.umn.edu/103459
Total Pages:
26
JEL Codes:
Q11; Q17




 Record created 2017-04-01, last modified 2017-08-26

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