IDEAS home Printed from https://ideas.repec.org/p/hal/wpaper/hal-01937058.html
   My bibliography  Save this paper

Relations dynamiques entre les prix des principaux produits composant le complexe oleo-proteagineux de la CEE. Analyse des causalites en information complete

Author

Listed:
  • Yves Dronne

    (ESR - Unité de recherche d'Économie et Sociologie Rurales - INRA - Institut National de la Recherche Agronomique)

  • Christophe Tavéra

    (Unité d'économie et sociologie rurales de rennes - INRA - Institut National de la Recherche Agronomique)

Abstract

Le but de ce rapport, c'est de preciser la nature des relations dynamiques entre les prix des principaux produits oleoproteagineux sur le marche de Rotterdam a partir d'une analyse de causalites dans un cadre multivarie. Ce type de travail tente de clarifier la nature des interactions qui sous-tendent le processus de formation de prix d'equilibre sur chacun de ces marches. En particulier, nous essayons de determiner le degre de substituabilite ou de complementarite entre chacun de ces produits. Parmi les resultats obtenus, ceux relatifs aux substitutions entre huiles vegetales alimentaires et ceux concernant la complementarite entre le tourteau de soja et le manioc sont tout a fait conformes a ce que laissait attendre l'examen des compositions nutritionnelles et des secteurs d'utilisation. Dans le cas du corn gluten feed, les resultats nous paraissent plus originaux puisque l'analyse fait nettement ressortir le caractere mixte de ce produit. Il est a la fois un substitut du tourteau de soja et un substitut du manioc. Par rapport a la these americaine, qui affirme l'inefficacite d'un contingentement des importations de corn gluten feed dans la CEE par rapport a un objectif d'utilisation maximale des cereales en alimentation animale en s'appuyant sur une substitution directe entre le tourteau de soja et le corn gluten feed. Les resultats obtenus montrent que le corn gluten feed doit egalement etre classe comme un substitut de produit energetique.

Suggested Citation

  • Yves Dronne & Christophe Tavéra, 1988. "Relations dynamiques entre les prix des principaux produits composant le complexe oleo-proteagineux de la CEE. Analyse des causalites en information complete," Working Papers hal-01937058, HAL.
    • Handle: RePEc:hal:wpaper:hal-01937058
    Note: View the original document on HAL open archive server: https://hal.science/hal-01937058
    as

    Download full text from publisher

    File URL: https://hal.science/hal-01937058/document
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Boyd, Milton S & Brorsen, B Wade, 1986. "Dynamic Price Relationships for U.S. and EC Corn Gluten Feed and," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 13(2), pages 199-215.
    2. Caines, P. E. & Keng, C. W. & Sethi, S. P., 1981. "Causality analysis and multivariate Autoregressive modelling with an application to supermarket sales analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 3(1), pages 267-298, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yves Dronne & Hervé Guyomard & Louis Pascal Mahe & Christophe Tavéra & Thierry Trochet & Dominique Vermersch, 1989. "L'impact d'une baisse de prix des céréales, sur les débouchés dans l'alimentation animale en Europe, sur les revenus et la compétitivité des exploitations céréalières françaises," Working Papers hal-01937044, HAL.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. 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.
    2. Yves Dronne & Christophe Tavéra, 1988. "Dynamic relationships between world prices of cakes, corn-gluten-feed and cassava," Working Papers hal-01937039, HAL.
    3. Nigatu, Getachew & Adjemian, Michael K., 2016. "The U.S. Role in the Price Determination of Major Agricultural Commodities," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236045, Agricultural and Applied Economics Association.
    4. Mark Wheeler, 1991. "Causality in the United Kingdom: Results from an Open Economy," Eastern Economic Journal, Eastern Economic Association, vol. 17(4), pages 439-449, Oct-Dec.
    5. Materassi, Donatello & Innocenti, Giacomo, 2009. "Unveiling the connectivity structure of financial networks via high-frequency analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(18), pages 3866-3878.
    6. Francisco F. R. Ramos, 1996. "Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance," Econometrics 9601003, University Library of Munich, Germany.
    7. Keuk-Soo Kim & W. Douglas McMillin, 2003. "Estimating the effects of monetary policy shocks: does lag structure matter?," Applied Economics, Taylor & Francis Journals, vol. 35(13), pages 1515-1526.
    8. Basil Dalamagas, 2000. "Public sector and economic growth: the Greek experience," Applied Economics, Taylor & Francis Journals, vol. 32(3), pages 277-288.
    9. Benjamin Cheng, 1999. "Cointegration and causality between fertility and female labor participation in Taiwan: A multivariate approach," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 27(4), pages 422-434, December.
    10. Langley, Suchada Vichitakul, 1982. "The formation of price expectations: a case study of the soybean market," ISU General Staff Papers 198201010800009358, Iowa State University, Department of Economics.
    11. Tim Brailsford & Jack H.W. Penm & R. Deane Terrell, 2001. "The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market," Multinational Finance Journal, Multinational Finance Journal, vol. 5(1), pages 35-58, March.
    12. Cheng, Benjamin S., 1999. "Beyond the purchasing power parity: testing for cointegration and causality between exchange rates, prices, and interest rates," Journal of International Money and Finance, Elsevier, vol. 18(6), pages 911-924, December.
    13. Michael A. Conte & Ali F. Darrat, 1993. "Testing Alternative Views Of Government Budgeting," Review of Financial Economics, John Wiley & Sons, vol. 3(1), pages 19-40, September.
    14. Lekha S. Chakraborty, 2012. "Interest Rate Determination in India: Empirical Evidence on Fiscal Deficit--Interest Rate Linkages and Financial Crowding Out," Economics Working Paper Archive wp_744, Levy Economics Institute.
    15. Faiza Umer & Shaista Alam, 2015. "Trade Openness, Size of Economy and the Saving–Investment Relationship: A Dynamic Analysis for Pakistan," South Asian Journal of Macroeconomics and Public Finance, , vol. 4(2), pages 233-257, December.
    16. Suresh P. Sethi & Sushil Gupta & Vipin K. Agrawal & Vijay K. Agrawal, 2022. "Nobel laureates’ contributions to and impacts on operations management," Production and Operations Management, Production and Operations Management Society, vol. 31(12), pages 4283-4303, December.
    17. Knot, Klaas & de Haan, Jakob, 1995. "Interest rate differentials and exchange rate policies in Austria, The Netherlands, and Belgium," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 363-386, May.
    18. Chung-Shu Wu & Sheng-Cheng Hu, 2000. "Interest Rates, Credit Rationing, and Banking Deregulation in Taiwan," NBER Chapters, in: Deregulation and Interdependence in the Asia-Pacific Region, pages 255-276, National Bureau of Economic Research, Inc.
    19. Aurangzeb, 2003. "Relationship between Health Expenditure and GDP in an Augmented Solow Growth Model for Pakistan: An Application of Co-integration and Error-Correction Modeling," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 8(2), pages 1-16, Jul-Dec.
    20. Claude Deniau & Georges Fiori & Alexandre Mathis, 1992. "Sélection du nombre de retards dans un modèle VAR : conséquences éventuelles du choix des critères," Économie et Prévision, Programme National Persée, vol. 106(5), pages 61-69.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:wpaper:hal-01937058. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.