Sino-U.S. Price Transmission in Agricultural Commodities: How Important are Exchange Rate Movements?
Mutuc, Maria Erlinda M.; Pan, Suwen; Hudson, Darren
2011

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Abstract

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.

Details

Title Sino-U.S. Price Transmission in Agricultural Commodities: How Important are Exchange Rate Movements?
Keywords
Author(s) Mutuc, Maria Erlinda M.
Pan, Suwen
Hudson, Darren
Subject(s)
Issue Date 2011
Publication Type Conference Paper/ Presentation
DOI and Other Identifiers 10.22004/ag.econ.103459
Record Identifier https://ageconsearch.umn.edu/record/103459
PURL Identifier http://purl.umn.edu/103459
Language English
Total Pages 26
JEL Codes Q11
Q17
Record Appears in Agricultural and Applied Economics Association (AAEA) > Agricultural and Applied Economics Association (AAEA) Conferences > 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania

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