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	Provedor de dados AgEcon (1) Autor Brorsen, B. Wade (1) Lee, Yoonsuk (1) Ward, Clement E. (1) Palavra-chave Cattle (1) Causality (1) Cointegration (1) Hogs (1) Johansen (1) Livestock Production/Industries (1) Marketing (1) Prices (1) Q13(of Q18) (1) Stock-Watson (1) Vector error correction (1) Mais... Tipo do documento Conference Paper or Presentation (1) Ano 2010 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Relationships among Prices across Alternative Marketing Arrangements for Fed Cattle and Hogs AgEcon Lee, Yoonsuk; Ward, Clement E.; Brorsen, B. Wade. Reduced reliance on cash market prices for fed cattle and hogs raise questions about the role of cash prices in price discovery. We use seven years of weekly data from mandatory price reports to determine whether or not cash market prices are cointegrated with other procurement prices and then test for causality among the price series. Cash prices were cointegrated with all but one procurement price series. Cash market prices Granger cause all other procurement prices. Bidirectional causality was found in some but not all cases. Thus, cash market prices remain of central importance in price discovery for fed cattle and hogs. Tipo: Conference Paper or Presentation Palavras-chave: Cattle; Cointegration; Causality; Hogs; Johansen; Marketing; Prices; Stock-Watson; Vector error correction; Livestock Production/Industries; Marketing; Q13(of Q18). Ano: 2010 URL: http://purl.umn.edu/56282 Registros recuperados: 1 Primeira ... 1 ... Última

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