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Adusei Jumah

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First Name:Adusei
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Last Name:Jumah
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RePEc Short-ID:pju67

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Working papers

  1. Mishra, Tapas & Jumah, Adusei & Parhi, Mamata, 2008. "Age-structured Human Capital and Spatial Total Factor Productivity Dynamics," Economics Series 226, Institute for Advanced Studies.
  2. Jumah, Adusei & Kunst, Robert M., 2008. "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series 231, Institute for Advanced Studies.
  3. Jumah, Adusei & Kunst, Robert M., 2007. "Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances," Economics Series 219, Institute for Advanced Studies.
  4. Jumah, Adusei & Pastuszyn, Georg, 2007. "Oil Price Shocks, Monetary Policy and Aggregate Demand in Ghana," Economics Series 212, Institute for Advanced Studies.
  5. Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies.
  6. Jedlicka, Lorenz & Jumah, Adusei, 2006. "The Austrian Insurance Industry: A Structure, Conduct and Performance Analysis," Economics Series 189, Institute for Advanced Studies.
  7. Jumah, Adusei & Kunst, Robert M., 2005. "Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction," Economics Series 168, Institute for Advanced Studies.
  8. Jumah, Adusei & Kunst, Robert M., 2004. "Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction," Economics Series 149, Institute for Advanced Studies.
  9. Kunst, Robert M. & Jumah, Adusei, 2004. "Toward a Theory of Evaluating Predictive Accuracy," Economics Series 162, Institute for Advanced Studies.
  10. Jumah, Adusei & Kunst, Robert M., 2002. "On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation," Economics Series 109, Institute for Advanced Studies.
  11. Jumah, Adusei & Kunst, Robert M., 2001. "The Effects of Exchange-Rate Exposures on Equity Asset Markets," Economics Series 94, Institute for Advanced Studies.
  12. Jumah, Adusei, 2000. "The Long Run, Market Power and Retail Pricing," Economics Series 78, Institute for Advanced Studies.
  13. Jumah, Adusei & Kunst, Robert M., 1999. "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series 73, Institute for Advanced Studies.
  14. Jumah, Adusei & Kunst, Robert M., 1995. "Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture," Economics Series 11, Institute for Advanced Studies.
  15. Rünstler, Gerhard & Jumah, Adusei & Karbuz, Sohbet, 1995. "Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis," Economics Series 4, Institute for Advanced Studies.
  16. Jesús Crespo-Cuaresma & Adusei Jumah & Sohbet Karbuz, "undated". "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," Working Papers 2007-22, Faculty of Economics and Statistics, Universität Innsbruck.

Articles

  1. Adusei Jumah & Robert M. Kunst, 2016. "Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging," Applied Economics, Taylor & Francis Journals, vol. 48(45), pages 4366-4378, September.
  2. Jesus Crespo Cuaresma & Adusei Jumah & Sohbet Karbuz, 2009. "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 81-90.
  3. Jumah, Adusei & Kunst, Robert M., 2008. "Immigrant remittance flows and aggregate demand forecasts in West African economies," Journal of Policy Modeling, Elsevier, vol. 30(2), pages 377-380.
  4. Adusei Jumah & Adewale O. Dipeolu & Idris A. Ayinde & Kolawole Adebayo, 2008. "An la-aids analysis of cassava food products demand in Lagos," Journal of Developing Areas, Tennessee State University, College of Business, vol. 41(2), pages 109-117, January-M.
  5. Adusei Jumah & Robert M. Kunst, 2008. "Seasonal prediction of European cereal prices: good forecasts using bad models?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 391-406.
  6. Jumah, Adusei & Kunst, Robert M., 2008. "Modeling Macroeconomic Subaggregates: An Application Of Nonlinear Cointegration," Macroeconomic Dynamics, Cambridge University Press, vol. 12(2), pages 151-171, April.
  7. Adusei Jumah, 2004. "The long run, market power and retail pricing," Empirical Economics, Springer, vol. 29(3), pages 605-620, September.
  8. Adusei Jumah, 2001. "The effects of dollar-sterling exchange rate volatility on futures markets for coffee and cocoa," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 28(3), pages 307-328, October.
  9. Jumah, Adusei & Kunst, Robert M, 1996. "Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 23(4), pages 487-507.
  10. Sohbet Karbuz & Adusei Jumah, 1995. "Cointegration and commodity arbitrage," Agribusiness, John Wiley & Sons, Ltd., vol. 11(3), pages 235-243.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Jumah, Adusei & Kunst, Robert M., 2002. "On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation," Economics Series 109, Institute for Advanced Studies.

    Mentioned in:

    1. Interest Rates – 3
      by Clive Jones in Business Forecasting on 2014-03-26 03:44:29

Working papers

  1. Mishra, Tapas & Jumah, Adusei & Parhi, Mamata, 2008. "Age-structured Human Capital and Spatial Total Factor Productivity Dynamics," Economics Series 226, Institute for Advanced Studies.

    Cited by:

    1. Claude Diebolt & Tapas Mishra & Bazoumana Ouattara & Mamata Parhi, 2010. "Does democratic distance matter for cross-country growth interdependence?," Working Papers 10-12, Association Française de Cliométrie (AFC).

  2. Jumah, Adusei & Kunst, Robert M., 2008. "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series 231, Institute for Advanced Studies.

    Cited by:

    1. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.

  3. Jumah, Adusei & Kunst, Robert M., 2007. "Inflation in the West African Countries. The Impact of Cocoa Prices, Budget Deficits, and Migrant Remittances," Economics Series 219, Institute for Advanced Studies.

    Cited by:

    1. Estefania Mourelle & Juan Carlos Cuestas & Luis Alberiko Gil‐alana, 2011. "Is There An Asymmetric Behaviour In African Inflation? A Non‐Linear Approach," South African Journal of Economics, Economic Society of South Africa, vol. 79(1), pages 68-90, March.
    2. Juan Carlos Cuestas & Estefanía Mourelle, 2009. "Inflation persistence and asymmetries: evidence for African countries," NBS Discussion Papers in Economics 2009/2, Economics, Nottingham Business School, Nottingham Trent University.

  4. Jumah, Adusei & Pastuszyn, Georg, 2007. "Oil Price Shocks, Monetary Policy and Aggregate Demand in Ghana," Economics Series 212, Institute for Advanced Studies.

    Cited by:

    1. Wu, Man-Hwa & Ni, Yen-Sen, 2011. "The effects of oil prices on inflation, interest rates and money," Energy, Elsevier, vol. 36(7), pages 4158-4164.
    2. Onyinye Maria David-Wayas & Joseph I. Amuka & Chukwudi F. Ezeudeka & Iyenge Mhir Aii & Micheal C. Nwankwo, 2021. "Oil Price Volatility and Macroeconomic Performance in Nonoil Exporting Countries in Sub-Saharan Africa," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 221-230.
    3. R. Santos Alimi & Bayo Fatukasi, 2014. "The Role of Oil Prices and Real Exchange Rate on the Output Growth in Nigeria," International Journal of Financial Economics, Research Academy of Social Sciences, vol. 3(2), pages 70-79.

  5. Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies.

    Cited by:

    1. الرسول, أد/ أحمد أبواليزيد & معيزة, د/ شيماء إبراهيم & برجل, د/إلهام شعبان, 2020. "تقدير الدورات الموسمية وأهم العوامل المؤثرة على الإنتاج السمكي بمصايد البحر الأحمر في مصر [Estimating the seasonal courses and the most important factors affecting fish production in the Red sea fi," MPRA Paper 98214, University Library of Munich, Germany.

  6. Jedlicka, Lorenz & Jumah, Adusei, 2006. "The Austrian Insurance Industry: A Structure, Conduct and Performance Analysis," Economics Series 189, Institute for Advanced Studies.

    Cited by:

    1. Gentiana Sharku & Sali Shehu, 2016. "Concentration of Albanian Insurance Market," Ekonomika a Management, Prague University of Economics and Business, vol. 2016(3).

  7. Jumah, Adusei & Kunst, Robert M., 2004. "Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction," Economics Series 149, Institute for Advanced Studies.

    Cited by:

    1. Jumah, Adusei & Kunst, Robert M., 2005. "Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction," Economics Series 168, Institute for Advanced Studies.

  8. Jumah, Adusei & Kunst, Robert M., 2002. "On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation," Economics Series 109, Institute for Advanced Studies.

    Cited by:

    1. João Frois Caldeira & Marcelo Savino Portugal, 2010. "Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(4), pages 469-504.
    2. Kunst, Robert M., 2002. "Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration," Economics Series 121, Institute for Advanced Studies.
    3. Rokon Bhuiyan, 2013. "Inflationary expectations and monetary policy: evidence from Bangladesh," Empirical Economics, Springer, vol. 44(3), pages 1155-1169, June.

  9. Jumah, Adusei & Kunst, Robert M., 2001. "The Effects of Exchange-Rate Exposures on Equity Asset Markets," Economics Series 94, Institute for Advanced Studies.

    Cited by:

    1. Chen Jo-Hui & Diaz John Francis T., 2021. "Application of grey relational analysis and artificial neural networks on currency exchange-traded notes (ETNs)," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-17, April.

  10. Jumah, Adusei, 2000. "The Long Run, Market Power and Retail Pricing," Economics Series 78, Institute for Advanced Studies.

    Cited by:

    1. Dieter Pennerstorfer & Franz Sinabell, 2013. "Spatial Price Differentiation and Regional Market Power. The Case of Food-Retailing in Austria," WIFO Working Papers 458, WIFO.
    2. Weber, Sascha A. & Anders, Sven, 2007. "Price Rigidity and Market Power in German Retailing," Discussion Papers 31, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
    3. Simon Pröll & Heidelinde Grüneis & Franz Sinabell, 2022. "Market Concentration, Producer Organizations, and Policy Measures to Strengthen the Opportunities of Farmers for Value Addition—Empirical Findings from the Austrian Meat Supply Chain Using a Multi-Met," Sustainability, MDPI, vol. 14(4), pages 1-18, February.
    4. Pagare, Dewang & Biswas, Indranil & Agrahari, Amit & Ghosh, Sriparna, 2023. "A small farmer’s market choice in the presence of multiple markets: The Indian case," European Journal of Operational Research, Elsevier, vol. 311(2), pages 739-753.
    5. Fofana, Abdulai & Jaffry, Shabbar, 2008. "Measuring Oligopsony Power of UK Salmon Retailers," Working Papers 61116, Scotland's Rural College (formerly Scottish Agricultural College), Land Economy & Environment Research Group.
    6. Fofana, Abdulai & Jaffry, Shabbar, 2006. "Measuring Market Power in the UK Retail Salmon Industry," Working Papers 45873, Scotland's Rural College (formerly Scottish Agricultural College), Land Economy & Environment Research Group.
    7. Sayed H. Saghaian, 2007. "Beef safety shocks and dynamics of vertical price adjustment: The case of BSE discovery in the U.S. beef sector," Agribusiness, John Wiley & Sons, Ltd., vol. 23(3), pages 333-348.
    8. Clark, J. Stephen & Cechura, Lukas & Berhanu, Adugna, 2011. "BSE Disease Outbreaks, Structural Change and Market Power in the Canadian Beef Industry," Working Papers 114097, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
    9. Zhu, Xuehong & Li, Xinyuan & Zhang, Hongwei & Huang, Jianbai, 2019. "International market power analysis of China’s tungsten export market -- from the perspective of tungsten export policies," Resources Policy, Elsevier, vol. 61(C), pages 643-652.

  11. Jumah, Adusei & Kunst, Robert M., 1999. "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series 73, Institute for Advanced Studies.

    Cited by:

    1. Stanislav Yugay & Linde Götz & Miranda Svanidze, 2024. "Impact of the Ruble exchange rate regime and Russia's war in Ukraine on wheat prices in Russia," Agricultural Economics, International Association of Agricultural Economists, vol. 55(2), pages 384-411, March.
    2. Oyinbo, O. & Rekwot, G. Z., 2014. "Econometric Analysis of the Nexus of Exchange Rate Deregulation and Agricultural Share of Gross Domestic Product in Nigeria," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 6(1), pages 1-7.
    3. Guillermo Benavides Peralesv & Francisco Venegas Martínez, 2022. "Impact of Exchange Rate Volatility on Agricultural Trade between the U.S. and Mexico (1990-2017)," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 56(1), pages 131-154, Enero-Jun.
    4. Roche, M.J. & McQuinn, K., 2002. "Grain Price Volatility in a Small Open Economy," Economics Department Working Paper Series n1130202.pdf, Department of Economics, National University of Ireland - Maynooth.
    5. Carcano, G. & Falbo, P. & Stefani, S., 2005. "Speculative trading in mean reverting markets," European Journal of Operational Research, Elsevier, vol. 163(1), pages 132-144, May.
    6. Roche, M. & McQuinn, K., 2003. "Efficient allocation of land in a decoupled world," Economics Department Working Paper Series n1190103, Department of Economics, National University of Ireland - Maynooth.
    7. Kepulaje Abhaya Kumar & Cristi Spulbar & Prakash Pinto & Iqbal Thonse Hawaldar & Ramona Birau & Jyeshtaraja Joisa, 2022. "Using Econometric Models to Manage the Price Risk of Cocoa Beans: A Case from India," Risks, MDPI, vol. 10(6), pages 1-18, June.

  12. Jumah, Adusei & Kunst, Robert M., 1995. "Forecasting Seasonally Cointegrated Systems: Supply Response in Austrian Agriculture," Economics Series 11, Institute for Advanced Studies.

    Cited by:

    1. Jumah, Adusei, 2000. "The Long Run, Market Power and Retail Pricing," Economics Series 78, Institute for Advanced Studies.

  13. Rünstler, Gerhard & Jumah, Adusei & Karbuz, Sohbet, 1995. "Arbitrage in Commodity Markets: A Full Systems Cointegration Analysis," Economics Series 4, Institute for Advanced Studies.

    Cited by:

    1. Patricio Jaramillo & Jorge Selaive, 2006. "Speculative Activity and Copper Price," Working Papers Central Bank of Chile 384, Central Bank of Chile.

  14. Jesús Crespo-Cuaresma & Adusei Jumah & Sohbet Karbuz, "undated". "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," Working Papers 2007-22, Faculty of Economics and Statistics, Universität Innsbruck.

    Cited by:

    1. Malanichev, A., 2018. "Modelling of Economic Oscillations of Shale Oil Production on the Basis of Analytical Solutions of a Differentiation Equation with a Retarded Argument," Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 54-74.
    2. de Albuquerquemello, Vinícius Phillipe & de Medeiros, Rennan Kertlly & da Nóbrega Besarria, Cássio & Maia, Sinézio Fernandes, 2018. "Forecasting crude oil price: Does exist an optimal econometric model?," Energy, Elsevier, vol. 155(C), pages 578-591.
    3. Donghua Wang & Tianhui Fang, 2022. "Forecasting Crude Oil Prices with a WT-FNN Model," Energies, MDPI, vol. 15(6), pages 1-21, March.
    4. Georges Prat & Remzi Uctum, 2009. "Modelling oil price expectations: evidence from survey data," EconomiX Working Papers 2009-28, University of Paris Nanterre, EconomiX.
    5. Zuzanna Karolak, 2021. "Energy prices forecasting using nonlinear univariate models," Bank i Kredyt, Narodowy Bank Polski, vol. 52(6), pages 577-598.
    6. Asche, Frank & Dahl, Roy Endre & Oglend, Atle, 2013. "Value-at-Risk: Risk assessment for the portfolio of oil and gas producers," UiS Working Papers in Economics and Finance 2013/3, University of Stavanger.
    7. Georges Prat & Remzi Uctum, 2009. "Modelling oil price expectations: evidence from survey data," Working Papers hal-04140866, HAL.
    8. Andreas Breitenfellner & Jesus Crespo Cuaresma, 2008. "Crude Oil Prices and the USD/EUR Exchange Rate," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4.
    9. Akdoğan, Kurmaş, 2020. "Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?," Resources Policy, Elsevier, vol. 67(C).
    10. Razek, Noha H.A. & Michieka, Nyakundi M., 2019. "OPEC and non-OPEC production, global demand, and the financialization of oil," Research in International Business and Finance, Elsevier, vol. 50(C), pages 201-225.
    11. He, Kaijian & Yu, Lean & Lai, Kin Keung, 2012. "Crude oil price analysis and forecasting using wavelet decomposed ensemble model," Energy, Elsevier, vol. 46(1), pages 564-574.
    12. Jakobsson, Kristofer & Söderbergh, Bengt & Snowden, Simon & Li, Chuan-Zhong & Aleklett, Kjell, 2012. "Oil exploration and perceptions of scarcity: The fallacy of early success," Energy Economics, Elsevier, vol. 34(4), pages 1226-1233.
    13. Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian, and Sebastien McMahon, 2015. "The Convenience Yield and the Informational Content of the Oil Futures Price," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
    14. Basher, Syed Abul & Raboy, David G., 2018. "The misuse of net present value in energy efficiency standards," Renewable and Sustainable Energy Reviews, Elsevier, vol. 96(C), pages 218-225.

Articles

  1. Adusei Jumah & Robert M. Kunst, 2016. "Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging," Applied Economics, Taylor & Francis Journals, vol. 48(45), pages 4366-4378, September.
    See citations under working paper version above.
  2. Jesus Crespo Cuaresma & Adusei Jumah & Sohbet Karbuz, 2009. "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 81-90.
    See citations under working paper version above.
  3. Adusei Jumah & Adewale O. Dipeolu & Idris A. Ayinde & Kolawole Adebayo, 2008. "An la-aids analysis of cassava food products demand in Lagos," Journal of Developing Areas, Tennessee State University, College of Business, vol. 41(2), pages 109-117, January-M.

    Cited by:

    1. Aborisade, Olumide & Carpio, Carlos, 2017. "Household Demand for Meat in Nigeria," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252839, Southern Agricultural Economics Association.
    2. Bhuvandas, Dhanyashree & Gundimeda, Haripriya, 2020. "Welfare impacts of transport fuel price changes on Indian households: An application of LA-AIDS model," Energy Policy, Elsevier, vol. 144(C).

  4. Adusei Jumah & Robert M. Kunst, 2008. "Seasonal prediction of European cereal prices: good forecasts using bad models?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 391-406.

    Cited by:

    1. Tao XIONG & Chongguang LI & Yukun BAO, 2017. "An improved EEMD-based hybrid approach for the short-term forecasting of hog price in China," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 63(3), pages 136-148.
    2. Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020. "Common factors and the dynamics of cereal prices. A forecasting perspective," CAMA Working Papers 2020-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Tiwari, Aviral Kumar & Dutta, Subhendu & Dash, Aruna Kumar, 2017. "Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 14(2), December.
    4. Adusei Jumah & Robert M. Kunst, 2016. "Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging," Applied Economics, Taylor & Francis Journals, vol. 48(45), pages 4366-4378, September.
    5. Isengildina-Massa, Olga & MacDonald, Stephen, 2009. "U.S. Cotton Prices and the World Cotton Market: Forecasting and Structural Change," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49324, Agricultural and Applied Economics Association.
    6. Yuehjen E. Shao & Jun-Ting Dai, 2018. "Integrated Feature Selection of ARIMA with Computational Intelligence Approaches for Food Crop Price Prediction," Complexity, Hindawi, vol. 2018, pages 1-17, July.
    7. Martin-Rodriguez, Gloria & Caceres-Hernandez, Jose Juan, 2012. "Forecasting weekly Canary tomato exports from annual surface data," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126364, International Association of Agricultural Economists.

  5. Adusei Jumah, 2004. "The long run, market power and retail pricing," Empirical Economics, Springer, vol. 29(3), pages 605-620, September.
    See citations under working paper version above.
  6. Adusei Jumah, 2001. "The effects of dollar-sterling exchange rate volatility on futures markets for coffee and cocoa," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 28(3), pages 307-328, October.
    See citations under working paper version above.
  7. Jumah, Adusei & Kunst, Robert M, 1996. "Forecasting Seasonally Cointegrated Systems: Supply Response of the Austrian Breeding Sow Herd," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 23(4), pages 487-507.

    Cited by:

    1. Ndayitwayeko, W-M. & Odhiambo, M.O. & Nyangweso, P.M. & Korir, M.K., 2012. "Determinants of Beef Meat Supply in Burundi: A Vector Error Correction Model Approach Applied to structural Nerlov Paradign," 2012 Eighth AFMA Congress, November 25-29, 2012, Nairobi, Kenya 159414, African Farm Management Association (AFMA).
    2. Jumah, Adusei, 2000. "The Long Run, Market Power and Retail Pricing," Economics Series 78, Institute for Advanced Studies.

  8. Sohbet Karbuz & Adusei Jumah, 1995. "Cointegration and commodity arbitrage," Agribusiness, John Wiley & Sons, Ltd., vol. 11(3), pages 235-243.

    Cited by:

    1. Jumah, Adusei & Kunst, Robert M., 1999. "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series 73, Institute for Advanced Studies.
    2. Elumalai, K. & Rangasamy, N. & Sharma, R.K., 2009. "Price Discovery in India’s Agricultural Commodity Futures Markets," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 64(3), pages 1-9.
    3. John M. Fry & Baoying Lai & Mark Rhodes, 2011. "The interdependence of Coffee spot and futures market," Working Papers 2011.1, International Network for Economic Research - INFER.
    4. Yang, Jian & Leatham, David J., 1999. "Price Discovery in Wheat Futures Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 31(2), pages 359-370, August.
    5. Alexis H. Villacis & Jeffrey R. Alwang & Victor Barrera & Juan Dominguez, 2022. "Prices, specialty varieties, and postharvest practices: Insights from cacao value chains in Ecuador," Agribusiness, John Wiley & Sons, Ltd., vol. 38(2), pages 426-458, April.
    6. Adusei Jumah & Sohbet Karbuz & Gerhard Runstler, 1999. "Interest rate differentials, market integration, and the efficiency of commodity futures markets," Applied Financial Economics, Taylor & Francis Journals, vol. 9(1), pages 101-108.
    7. Kushankur Dey & Debasish Maitra, 2012. "Price discovery in Indian commodity futures market: an empirical exercise," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 5(1), pages 68-87.
    8. Maslyuk, Svetlana & Smyth, Russell, 2009. "Cointegration between oil spot and future prices of the same and different grades in the presence of structural change," Energy Policy, Elsevier, vol. 37(5), pages 1687-1693, May.
    9. Carvalho, Glauco Rodrigues & Bessler, David & Hemme, Torsten & Schröer-Merker, Eva, 2015. "Understanding International Milk Price Relationships," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196692, Southern Agricultural Economics Association.
    10. Liang, Chyi-Lyi (Kathleen) & Feuz, Dillon M. & Taylor, R. Garth, 1998. "Spatial And Varietal Price Analysis Of Dry Edible Bean Markets," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 1(3), pages 1-17.
    11. W. Erno Kuiper & Matthew T.G. Meulenberg, 2002. "Vertical price leadership: A cointegration analysis," Agribusiness, John Wiley & Sons, Ltd., vol. 18(3), pages 317-331.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (5) 2006-09-30 2007-06-23 2007-10-27 2008-10-28 2008-12-01. Author is listed
  2. NEP-CBA: Central Banking (3) 2007-06-23 2007-10-27 2008-12-01
  3. NEP-ECM: Econometrics (3) 2006-09-30 2007-10-20 2008-12-01
  4. NEP-FOR: Forecasting (3) 2006-09-30 2007-10-20 2008-12-01
  5. NEP-MON: Monetary Economics (3) 2007-06-23 2007-10-27 2008-12-01
  6. NEP-AFR: Africa (2) 2007-06-23 2007-10-27
  7. NEP-ENE: Energy Economics (2) 2007-06-23 2007-10-20
  8. NEP-ETS: Econometric Time Series (2) 2006-09-30 2008-12-01
  9. NEP-AGE: Economics of Ageing (1) 2008-10-28
  10. NEP-AGR: Agricultural Economics (1) 2006-09-30
  11. NEP-COM: Industrial Competition (1) 2006-06-17
  12. NEP-EEC: European Economics (1) 2006-09-30
  13. NEP-EFF: Efficiency and Productivity (1) 2008-10-28
  14. NEP-FIN: Finance (1) 2006-06-17
  15. NEP-FMK: Financial Markets (1) 2006-06-17
  16. NEP-GEO: Economic Geography (1) 2008-10-28
  17. NEP-HRM: Human Capital and Human Resource Management (1) 2008-10-28
  18. NEP-IAS: Insurance Economics (1) 2006-06-17
  19. NEP-MIG: Economics of Human Migration (1) 2007-10-27
  20. NEP-ORE: Operations Research (1) 2008-12-01
  21. NEP-SEA: South East Asia (1) 2008-10-28

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