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AgEcon Search 110 records found 1 - 10nextlast  jump to record: Search took 0.04 seconds. 
This paper analyses the horizontal transmission of cereal price shocks both across different market places and across different commodities. The analysis is carried out u [...]
2011 | Conference Paper/ Presentation |
This study deals with horizontal wheat price transmission from the international markets to the domestic Swiss market. The analysis takes into account trade policies impl [...]
2014-08 | Conference Paper/ Presentation |
Following the dramatic changes experienced by the prices of agricultural commodities in 2007-2008, the analysis of horizontal price transmission mechanisms in agricultura [...]
30 April 2012 | Journal Article |
This paper aims at making the world price endogenous within the AGMEMOD modelling approach. This approach constructs country-level commodity market models where supply an [...]
2008 | Conference Paper/ Presentation |
This paper aims at considering policy regimes while studying international price transmission mechanisms. The focus is on the soft wheat market between the United States [...]
2008 | Conference Paper/ Presentation |
In this paper, we use a bootstrap methodology to helps us to compute the finite sample probability distribution of the asymptotic tests recently proposed in Phillips et a [...]
2011 | Conference Paper/ Presentation |
This paper investigates the linkages between commodity price bubbles and macroeconomic factors, with an application to agricultural commodity markets in China from 2006 t [...]
2016 | Conference Paper/ Presentation |
The sharp increase in agricultural commodity prices in 2008 and in 2011 has triggered an intensive debate on the causes for these price booms. Speculative bubbles have be [...]
23 February 2012 | Conference Paper/ Presentation |
Since 2000 a number of factors impacted agricultural markets drastically. Among these are structural changes in global demand and repeated supply constraints that support [...]
2009 | Conference Paper/ Presentation |
[EN] We apply the recent generalized sup augmented Dickey-Fuller (GSADF) test for explo-sive bubbles (Phillips et al., 2012) to monthly time-series for food, beverages, a [...]
17 June 2016 | Journal Article |