My bibliography
Save this item
Threshold Effects in Price Transmission: The Case of Brazilian Wheat, Maize, and Soya Prices
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ahmed, Mansur & Goodwin, Barry, 2015. "Copula-Based Modeling of Dependence Structure among International Food Grain Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206059, Agricultural and Applied Economics Association.
- Santeramo, Fabio Gaetano & Cioffi, Antonio, 2012. "Transmission Of Market Crises In The European Vegetables Sector," Politica Agricola Internazionale - International Agricultural Policy, Edizioni L'Informatore Agrario, vol. 2012(2), pages 1-10, March.
- Abidoye, Babatunde O. & Marlene, Labuschagne, 2012. "The Transmission of World Maize Price to South African Maize Market: A Threshold Cointegration Approach," Working Papers 206515, University of Pretoria, Department of Agricultural Economics, Extension and Rural Development.
- Schipfer, Fabian & Kranzl, Lukas & Olsson, Olle & Lamers, Patrick, 2020. "The European wood pellets for heating market - Price developments, trade and market efficiency," Energy, Elsevier, vol. 212(C).
- Mohcine Bakhat & Klaas WŸrzburg, 2013. "Co-integration of Oil and Commodity Prices: A Comprehensive ApproachAbstract," Working Papers fa05-2013, Economics for Energy.
- Listorti, Giulia & Esposti, Roberto, 2012. "Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 1(1), pages 1-28, April.
- Mai, Thang Chien & Shakur, Shamim & Cassells, Sue, 2016. "Price Asymmetry of Coffee Beans: Evidence from Vietnam," 2016 Conference, August 25-26, Nelson, New Zealand 260807, New Zealand Agricultural and Resource Economics Society.
- Valdes, R. & Von Cramon, S. & Engler, A., 2018. "The role of fuel prices on the wholesale price relationships between horticultural markets," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277064, International Association of Agricultural Economists.
- Jinggang Guo & Craig M.T. Johnston, 2020. "Do Protectionist Trade Policies Integrate Domestic Markets? Evidence from the Canada-U.S. Softwood Lumber Dispute," Staff Working Papers 20-10, Bank of Canada.
- Tsiboe, Francis & Dixon, Bruce L. & Wailes, Eric J., 2016. "Spatial dynamics and determinants of Liberian rice market integration," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 11(3).
- Joe Dewbre & Céline Giner & Wyatt Thompson & Martin Von Lampe, 2008. "High food commodity prices: will they stay? who will pay?," Agricultural Economics, International Association of Agricultural Economists, vol. 39(s1), pages 393-403, November.
- Felipe Avileis & Mindy Mallory, 2021. "The Impact of Brazil on Global Grain Dynamics: A Study on Cross-Market Volatility Spillovers," Papers 2104.12706, arXiv.org.
- Fousekis, Panos & Katrakilidis, Constantinos & Trachanas, Emmanouil, 2016. "Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model," Economic Modelling, Elsevier, vol. 52(PB), pages 499-506.
- Giulia LISTORTI, 2008. "Price Transmission Mechanisms: a Policy Investigation of International Wheat Markets," Working Papers 318, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Acosta, Alejandro, 2012. "Measuring spatial transmission of white maize prices between South Africa and Mozambique: An asymmetric error correction model approach," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 7(1), pages 1-13, October.
- Chris Motengwe & Angel Pardo, 2016. "Major International Information Flows Across the Safex Wheat Market," South African Journal of Economics, Economic Society of South Africa, vol. 84(4), pages 636-653, December.
- Sergio H. Lence & GianCarlo Moschini & Fabio Gaetano Santeramo, 2018.
"Threshold cointegration and spatial price transmission when expectations matter,"
Agricultural Economics, International Association of Agricultural Economists, vol. 49(1), pages 25-39, January.
- Lence, Sergio & Moschini, Giancarlo & Santeramo, Fabio Gaetano, 2017. "Threshold cointegration and spatial price transmission when expectations matter," MPRA Paper 80202, University Library of Munich, Germany.
- Valdes, Rodrigo & Von Cramon-Taubadel, Stephan & Engler, Alejandra, 2015. "Transaction costs and trade liberalization: An empirical perspective from the MERCOSUR agreement," Food Policy, Elsevier, vol. 55(C), pages 109-116.
- de Araujo, Fernando Henrique Antunes & Bejan, Lucian & Stosic, Borko & Stosic, Tatijana, 2020. "An analysis of Brazilian agricultural commodities using permutation – information theory quantifiers: The influence of food crisis," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
- Hosseini, Seyed Safdar & Nikoukar, Afsaneh & Dourandish, Arash, 2012. "Price Transmission Analysis in Iran Chicken Market," International Journal of Agricultural Management and Development (IJAMAD), Iranian Association of Agricultural Economics, vol. 2(4).
- Ghoshray, Atanu, 2010. "Smooth transition effects in price transmission: The case of international wheat export prices," Economics Letters, Elsevier, vol. 106(3), pages 169-171, March.
- Wang, Kuan-Min & Lee, Yuan-Ming & Thi, Thanh-Binh Nguyen, 2011. "Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model," Economic Modelling, Elsevier, vol. 28(3), pages 806-819, May.
- Nzuma, Jonathan Makau & Kirui, Patrick Kipruto, 2021. "Transmission of global wheat prices to domestic markets in Kenya: A cointegration approach," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 16(1), March.
- Pancera, Aline & Alves, Alexandre, 2015. "Spatial Analysis of Market Power of Cassava Starch in Brazil," 2015 Conference, August 9-14, 2015, Milan, Italy 210948, International Association of Agricultural Economists.
- Ganneval, S., 2016. "Spatial price transmission on agricultural commodity markets under different volatility regimes," Economic Modelling, Elsevier, vol. 52(PA), pages 173-185.
- Hailemariam Ayalew & Dagim G. Belay, 2020. "The Ethiopian Commodity Exchange and Spatial Price Dispersion: Disentangling Warehouse and Price Information effects," IFRO Working Paper 2020/01, University of Copenhagen, Department of Food and Resource Economics.
- Burke, William J. & Myers, Robert J., 2014. "Spatial equilibrium and price transmission between Southern African maize markets connected by informal trade," Food Policy, Elsevier, vol. 49(P1), pages 59-70.
- Manuel A. Hernandez & Shahidur Rashid & Solomon Lemma & Tadesse Kuma, 2017.
"Market Institutions and Price Relationships: The Case of Coffee in the Ethiopian Commodity Exchange,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(3), pages 683-704.
- Manuel A. Hernandez & Shahidur Rashid & Solomon Lemma & Tadesse Kuma, 2017. "Market Institutions and Price Relationships: The Case of Coffee in the Ethiopian Commodity Exchange," American Journal of Agricultural Economics, John Wiley & Sons, vol. 99(3), pages 683-704, April.
- Felippe Cauê Serigati & Paulo Furquim De Azevedo, 2016. "How To Indirectly Measure Market Transaction Costs," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 192, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Brosig, Stephan & Glauben, Thomas & Götz, Linde & Weitzel, Enno-Burghard & Bayaner, Ahmet, 2011.
"The Turkish wheat market: spatial price transmission and the impact of transaction costs,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 27(2), pages 147-161.
- Stephan Brosig & Thomas Glauben & Linde Götz & Enno‐Burghard Weitzel & Ahmet Bayaner, 2011. "The Turkish wheat market: spatial price transmission and the impact of transaction costs," Agribusiness, John Wiley & Sons, Ltd., vol. 27(2), pages 147-161, Spring.
- Sergio Adriani David & Claudio M. C. Inácio & José A. Tenreiro Machado, 2019. "Ethanol Prices and Agricultural Commodities: An Investigation of Their Relationship," Mathematics, MDPI, vol. 7(9), pages 1-25, August.
- Atanu Ghoshray, 2010. "The Extent Of The World Coffee Market," Bulletin of Economic Research, Wiley Blackwell, vol. 62(1), pages 97-107, January.
- Larson, Donald F. & Sarris, Alexander, 2009. "The performance of Bulgarian food markets during reform," Policy Research Working Paper Series 4876, The World Bank.
- Bairagi, S. & Mohanty, S., 2018. "Analysis of Price Transmission along the Cambodian Rice Value Chain," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277022, International Association of Agricultural Economists.
- Bekkis, Soumeya & Benmehaia, Mohamed Amine & Kaci, Ahcène, 2023. "Price Transmission in the Wheat Market in Algeria: Threshold Cointegration Approach," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 11(1), January.
- Liefert, William M. & Persuad, Suresh, 2009. "The Transmission of Exchange Rate Changes to Agricultural Prices," Economic Research Report 55942, United States Department of Agriculture, Economic Research Service.
- Vollmer, Teresa & von Cramon-Taubadel, Stephan, 2019.
"The influence of Brazilian exports on price transmission processes in the coffee sector: a Markov-switching approach,"
Department of Agricultural and Rural Development (DARE) Discussion Papers
291497, Georg-August-Universitaet Goettingen, Department of Agricultural Economics and Rural Development (DARE).
- Vollmer, Teresa & von Cramon-Taubadel, Stephan, 2019. "The influence of Brazilian exports on price transmission processes in the coffee sector: A Markov-switching approach," DARE Discussion Papers 1904, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
- Ivan Djuric & Linde Götz & Thomas Glauben, 2015. "Are Export Restrictions an Effective Instrument to Insulate Domestic Prices Against Skyrocketing World Market Prices? The Wheat Export Ban in Serbia," Agribusiness, John Wiley & Sons, Ltd., vol. 31(2), pages 215-228, April.
- Teresa Serra & David Zilberman & José Gil, 2011.
"Price volatility in ethanol markets,"
European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 38(2), pages 259-280, June.
- Serra, Teresa & Zilberman, David, 2009. "Price volatility in ethanol markets," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49188, Agricultural and Applied Economics Association.
- Serra, Teresa & Zilberman, David, 2009. "Price volatility in ethanol markets," 2009 Conference, August 16-22, 2009, Beijing, China 49940, International Association of Agricultural Economists.
- Guo, Jinggang & Johnston, Craig M.T., 2021. "Do protectionist trade policies integrate domestic markets? Evidence from the Canada-U.S. softwood lumber dispute," Forest Policy and Economics, Elsevier, vol. 130(C).
- Gotz, Linde & Qiu, Feng & Glauben, Thomas, 2012. "The Law of One Price under State-Dependent Policy Intervention: An Application to the Ukrainian Wheat Market," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124904, Agricultural and Applied Economics Association.
- Felipe G. Avileis & Mindy L. Mallory, 2022. "The impact of Brazil on global grain dynamics: A study on cross‐market volatility spillovers," Agricultural Economics, International Association of Agricultural Economists, vol. 53(2), pages 231-245, March.
- Goetz, Linde & von Cramon-Taubadel, Stephan, 2008. "Considering threshold effects in the long-run equilibrium in a vector error correction model: An application to the German apple market," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44247, European Association of Agricultural Economists.
- Medeiros, Marcelo C & Magri, Rafael, 2013. "Nonlinear Error Correction Models With an Application to Commodity Prices," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 33(2), November.
- Götz, Linde & Glauben, Thomas & Brümmer, Bernhard, 2013. "Wheat export restrictions and domestic market effects in Russia and Ukraine during the food crisis," Food Policy, Elsevier, vol. 38(C), pages 214-226.
- Fabio L. Mattos & Rodrigo Lanna Franco da Silveira, 2018. "The Expansion of the Brazilian Winter Corn Crop and Its Impact on Price Transmission," IJFS, MDPI, vol. 6(2), pages 1-17, April.
- Ihle, Rico & von Cramon-Taubadel, Stephan, 2008. "Nonlinear Vector Error Correction Models in Price Transmission Analysis: Threshold Models vs. Markov-Switching Models," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44198, European Association of Agricultural Economists.
- Sihlongonyane, L.N., 2021. "Evaluating the prospect to hedge maize price risk against the Johannesburg Stock Exchange Commodity Derivatives Market prices: The case of Eswatini," Research Theses 334770, Collaborative Masters Program in Agricultural and Applied Economics.
- Babatunde O. Abidoye & Marlene Labuschagne, 2014. "The transmission of world maize price to South African maize market: a threshold cointegration approach," Agricultural Economics, International Association of Agricultural Economists, vol. 45(4), pages 501-512, July.
- Chia‐Hsing Huang & Liang‐Chun Ho, 2011. "Do bio‐fuel policies lead to speculative behavior?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(2), pages 161-174, May.
- Zoltán Bakucs & Štefan Bojnec & Imre Fertő, 2015. "Spatial Product Market Integration between Two Small, Open Neighbouring Economies," Agribusiness, John Wiley & Sons, Ltd., vol. 31(2), pages 171-187, April.
- Eskandar Elmarzougui & Bruno Larue, 2013.
"On the Evolving Relationship Between Corn and Oil Prices,"
Agribusiness, John Wiley & Sons, Ltd., vol. 29(3), pages 344-360, June.
- Eskandar Elmarzougui & Bruno Larue, 2011. "On the Evolving Relationship between Corn and Oil Prices," Cahiers de recherche CREATE 2011-3, CREATE.
- Elmarzougui, Eskandar & Larue, Bruno, 2011. "On the Evolving Relationship between Corn and Oil Prices," Working Papers 118580, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE).
- Arnade, Carlos & Hoffman, Linwood, 2016. "Maize Price Relationships in a Changing International Market: Have Brazil and/or Ukraine Crossed a Threshold?," 2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 250116, Agricultural and Applied Economics Association.
- Greb, Friederike & Krivobokova, Tatyana & von Cramon-Taubadel, Stephan & Munk, Axel, 2011. "On threshold estimation in threshold vector error correction models," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114599, European Association of Agricultural Economists.
- Cruz, Jose Cesar Jr. & Silveira, Rodrigo L. F. & Capitani, Daniel H. D. & Urso, Fabiana S. P. & Martines, Joao G. Filho, 2016. "The effect of Brazilian corn and soybean crop expansion on price and volatility transmission," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236127, Agricultural and Applied Economics Association.
- A Ghoshray, 2009. "Nonlinear Price Transmission in Wheat Export Prices," Department of Economics Working Papers 11/09, University of Bath, Department of Economics.
- Zhepeng Hu & B. Wade Brorsen, 2017. "Spatial Price Transmission and Efficiency in the Urea Market," Agribusiness, John Wiley & Sons, Ltd., vol. 33(1), pages 98-115, January.
- Popovic, Rade & Radovanov, Boris & Dunn, James W., 2016. "Food scare crisis: the effect on Serbian dairy market," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 20(1), October.
- Rafael Baptista Palazzi & Ata Assaf & Marcelo Cabus Klotzle, 2024. "Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐ and post‐COVID‐19," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(1), pages 27-56, January.
- Atanu Ghoshray, 2009. "On Price Dynamics for Different Qualities of Coffee," Review of Market Integration, India Development Foundation, vol. 1(1), pages 103-118, April.
- Maurizio Aragrande & Mauro Bruni & Alberico Loi & Roberto Esposti, 2017. "The effect of EU 2006 sugar regime reform on vertical price transmission," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 5(1), pages 1-20, December.
- Buczkowski, Rafal & García-Azcarate, Tomás, 2015. "Are current EU cereal prices correlated?," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 15(02).
- Xu, Xiaojie, 2014. "Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169806, Agricultural and Applied Economics Association.
- Rachel Rose & Dimitrios Paparas, 2023. "Price Transmission: The Case of the UK Dairy Market," Commodities, MDPI, vol. 2(1), pages 1-21, March.
- Hillen, J., 2018. "Protecting the Swiss milk market from foreign price shocks: Public border protection vs. quality differentiation," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276015, International Association of Agricultural Economists.
- Abunyuwah, Isaac, 2013. "Implications of conceptual and data complexities on time-series econometric applications in market integration analysis," Studies in Agricultural Economics, Research Institute for Agricultural Economics, vol. 115(1), pages 1-7, February.
- Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.
- repec:eid:wpaper:11/09 is not listed on IDEAS
- Ihle, Rico & von Cramon-Taubadel, Stephan, 2008. "A Comparison of Threshold Cointegration and Markov-Switching Vector Error Correction Models in Price Transmission Analysis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37603, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Barry K. Goodwin & Matthew T. Holt & Gülcan Önel & Jeffrey P. Prestemon, 2018. "Copula-based nonlinear modeling of the law of one price for lumber products," Empirical Economics, Springer, vol. 54(3), pages 1237-1265, May.
- José César Cruz Junior & Daniel H D Capitani & Rodrigo L F Silveira, 2018. "The effect of Brazilian corn and soybean crop expansion on price and volatility transmission," Economics Bulletin, AccessEcon, vol. 38(4), pages 2273-2283.
- Abbott, Philip & Wu, Ce & Tarp, Finn, 2011. "Transmission of World Prices to the Domestic Market in Vietnam," MPRA Paper 84611, University Library of Munich, Germany.