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Price linkages in the international skim milk powder market: empirical evidence from nonparametric and time-varying copulas

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  • Panos Fousekis
  • Christos Emmanouilides
  • Vasilis Grigoriadis

Abstract

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Suggested Citation

  • Panos Fousekis & Christos Emmanouilides & Vasilis Grigoriadis, 2017. "Price linkages in the international skim milk powder market: empirical evidence from nonparametric and time-varying copulas," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 61(1), pages 135-153, January.
    • Handle: RePEc:bla:ajarec:v:61:y:2017:i:1:p:135-153
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    File URL: http://hdl.handle.net/10.1111/1467-8489.12147
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    Citations

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    Cited by:

    1. Benos, Nikos & Stavrakoudis, Athanassios, 2022. "Okun's law: Copula-based evidence from G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 478-491.
    2. Huidan Xue & Chenguang Li & Liming Wang, 2021. "Spatial Price Dynamics and Asymmetric Price Transmission in Skim Milk Powder International Trade: Evidence from Export Prices for New Zealand and Ireland," Agriculture, MDPI, vol. 11(9), pages 1-20, September.
    3. Anthony N. Rezitis & Gregor Kastner, 2021. "On the joint volatility dynamics in dairy markets," Papers 2104.12707, arXiv.org.
    4. Dimitrios Panagiotou & Athanassios Stavrakoudis, 2023. "Price dependence among the major EU extra virgin olive oil markets: a time scale analysis," Review of Agricultural, Food and Environmental Studies, Springer, vol. 104(1), pages 1-26, March.
    5. Anthony N. Rezitis & Andreas Rokopanos, 2019. "Impact of trade liberalisation on dairy market price co‐movements between the EU, Oceania, and the United States," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 63(3), pages 472-498, July.
    6. Ronaghi, Marzieh & Ronaghi, Mohammad Hossein, 2021. "Investigating the impact of economic, political, and social factors on augmented reality technology acceptance in agriculture (livestock farming) sector in a developing country," Technology in Society, Elsevier, vol. 67(C).
    7. Huidan Xue & Chenguang Li & Liming Wang & Wen-Hao Su, 2021. "Spatial Price Transmission and Price Dynamics of Global Butter Export Market under Economic Shocks," Sustainability, MDPI, vol. 13(16), pages 1-24, August.
    8. Dimitrios Panagiotou & Athanassios Stavrakoudis, 2023. "Price dependence among the major EU extra virgin olive oil markets: a time scale analysis," Review of Agricultural, Food and Environmental Studies, Springer, vol. 104(1), pages 1-26, March.
    9. Rezitis, Anthony N. & Kastner, Gregor, 2021. "On the joint volatility dynamics in international dairy commodity markets," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 60(2), January.
    10. Rezitis, Anthony N. & Rokopanos, Andreas & Tsionas, Mike G., 2021. "Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements," Economic Modelling, Elsevier, vol. 95(C), pages 215-227.

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