000253678 001__ 253678
000253678 005__ 20170829151824.0
000253678 037__ $$a389-2016-23505
000253678 037__ $$a389-2016-23701
000253678 037__ $$a875-2016-63806
000253678 037__ $$a875-2016-64002
000253678 041__ $$aen_US
000253678 245__ $$aVertical Price Transmission in the US Pork Industry: Evidence from Copula Models
000253678 260__ $$c2014
000253678 269__ $$a2014
000253678 300__ $$a12
000253678 336__ $$aJournal Article
000253678 520__ $$aThis paper investigates vertical price transmission in the US pork industry using the
statistical tool of copulas and monthly data from 1970 to 2012. The empirical results
indicate that the degree and the structure of price dependence differs across markets
and time periods. In the first half of the sample, there was a relatively high degree of
co-movement with symmetric tail dependence for the pair of markets farm-wholesale
and asymmetric for the pair wholesale-retail. In the second half of the sample, tail dependence
disappeared for both markets pairs and the association between price
changes at the wholesale and the retail became very weak.
000253678 542__ $$fLicense granted by Ellen Sheehan (sheeh247@umn.edu) on 2017-03-01T17:48:50Z (GMT):

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000253678 650__ $$aAgribusiness
000253678 650__ $$aAgricultural and Food Policy
000253678 650__ $$aLivestock Production/Industries
000253678 700__ $$aEmmanoulides, Christos
000253678 700__ $$aFousekis, Panos
000253678 773__ $$dJanuary 2014$$jVolume 15$$kIssue 1$$o97$$q86$$tAgricultural Economics Review
000253678 8564_ $$s432031$$uhttp://ageconsearch.umn.edu/record/253678/files/15_1_6.pdf
000253678 887__ $$ahttp://purl.umn.edu/253678
000253678 909CO $$ooai:ageconsearch.umn.edu:253678$$qGLOBAL_SET
000253678 912__ $$nSubmitted by Ellen Sheehan (sheeh247@umn.edu) on 2017-03-01T17:52:37Z
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  Previous issue date: 2014
000253678 982__ $$gAgricultural Economics Review>Volume 15, Issue 1, January 2014
000253678 980__ $$a389
000253678 980__ $$a875