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Varga, Tibor. |
Price transmission studies related to the cointegration of price time series are a suitable means for studying market dominance at the various market levels in the food product chains. For this study a price transmission asymmetry study was carried out for 18 commercial food product chains. In this study a monthly price time series was used for the period 2001 to 2005. It was found that there is significant product variation in market dominance which spans the entire industry. However, the variation is not significantly linked to either sectors or vertical levels. At times it is unstable and can easily tilt toward the vertical partner level. Depending on price changes, it can also vary, which, in turn, reflects changes in weather conditions. Following a... |
Tipo: Journal Article |
Palavras-chave: Price transmission; Cointegration; Market power; Food product chain; Hungary; Demand and Price Analysis; Marketing. |
Ano: 2007 |
URL: http://purl.umn.edu/47014 |
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Kemeny, Gabor; Fogarasi, Jozsef; Varga, Tibor; Toth, Orsolya; Toth, Kristof. |
Increasing price volatility of agricultural commodities over the last decade has focused a growing body of literature to identify the influencing factors of price variability. We analyze the effect of increasing wheat export from the Former Soviet Union (FSU) countries to the international wheat market and price volatility. The major wheat producer and exporter FSU countries, Russia, Ukraine and Kazakhstan have experienced increasing share on the international wheat market. An ordinary least square method is applied to estimate the influence of wheat export from Russia, Ukraine and Kazakhstan on the international wheat price volatility. We found evidence of positive relationship between international wheat price and the expanding net wheat export from FSU. |
Tipo: Presentation |
Palavras-chave: Wheat price volatility; Wheat export; FSU countries; Risk and Uncertainty; Q17; O13. |
Ano: 2012 |
URL: http://purl.umn.edu/122550 |
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