Since 2014
Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues
Bio-based and Applied Economics
View Archive Info| Field | Value | |
| Title |
Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues
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| Creator |
Listorti, Giulia
Esposti, Roberto |
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| Subject |
price transmission
cointegration VECM volatility |
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| Description |
Following the dramatic changes experienced by the prices of agricultural commodities in 2007-2008, the analysis of horizontal price transmission mechanisms in agricultural markets has attracted renewed interest. In particular, this has led to the emergence of new challenges for the empirical analysis. How to model the increasing volatility and non linear behaviour of prices, to assess the impact of the policy responses to market turbulence, and how to account for the increasing interconnections between agricultural and non-agricultural commodity markets are amongst the most investigated issues. Building on a common analytical framework, this paper discusses and reviews the most recent methodological developments and empirical contributions in the field.
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| Publisher |
Firenze University Press
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| Date |
2012-03-23
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
https://oaj.fupress.net/index.php/bae/article/view/3220
10.13128/BAE-10769 |
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| Source |
Bio-based and Applied Economics; Vol. 1 No. 1 (2012); 81-108
2280-6172 2280-6180 |
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| Language |
eng
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| Relation |
https://oaj.fupress.net/index.php/bae/article/view/3220/3220
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