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Grain Price Interrelationships

Author

Listed:
  • Grant, Warren R.
  • Ngenge, Anthony Wawa
  • Brorsen, B. Wade
  • Chavas, Jean-Paul

Abstract

U S grain prices affect one another This study uses Haugh-Pierce chi-square tests, bivariate autoregressive models, and dynamic multipliers to measure the extent of these effects Rice prices exhibit very little reaction to changes in other grain prices However, other grain prices relate closely to one another Corn and wheat prices tend to significantly affect other grain prices Feed-grain prices move together as they reflect changing market conditions Results indicate that the U S markets function with a relatively low level of inefficiency

Suggested Citation

  • Grant, Warren R. & Ngenge, Anthony Wawa & Brorsen, B. Wade & Chavas, Jean-Paul, 1983. "Grain Price Interrelationships," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 35(01), pages 1-9, January.
    • Handle: RePEc:ags:uersja:148977
    DOI: 10.22004/ag.econ.148977
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    Citations

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    Cited by:

    1. Sartorius von Bach, Helmke & van Zyl, Johan & Vivier, Leon & Millard, Solly, 1992. "Price Leadership In The South African Carbohydrate Market," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 31(4), December.
    2. Yves Dronne & Christophe Tavéra, 1988. "Dynamic relationships between world prices of cakes, corn-gluten-feed and cassava," Working Papers hal-01937039, HAL.
    3. Hoffman, Linwood A. & Livezey, Janet, 1987. "The U.S. Oats Industry," Agricultural Economic Reports 305462, United States Department of Agriculture, Economic Research Service.
    4. Blank, Steven C. & Schmiesing, Brian H., 1985. "Combining Casuality Tests and Path Analysis to Model Agricultural Markets," Economics Staff Papers 232160, South Dakota State University, Department of Economics.
    5. Y. Dronne & C. Tavéra, 1989. "Relations dynamiques entre les prix des principaux composants de l'alimentation animale," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 11, pages 5-22.
    6. von Bach, Helmke J. Sartorius & van Zyl, Johan, 1993. "Price leadership in the South African carbohydrate market," 1993 Conference (37th), February 9-11, 1993, Sydney, Australia 147855, Australian Agricultural and Resource Economics Society.
    7. Sarker, Rakhal, 1990. "Testing Causality in Economics: A Review," Department of Agricultural Economics and Business 258629, University of Guelph.
    8. Sniekers, Peter & Wong, Gordon, 1987. "The Causality Between U.S.A. and Australian Wheat Prices," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 55(01), pages 1-14, April.
    9. Blank, Steven C, 1987. "Evaluating International Price Relationships Using Causal Models," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 14(3), pages 305-323.

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