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	Provedor de dados AgEcon (1) Autor Harri, Ardian (1) Jones, Keithly G. (1) Muhammad, Andrew (1) Palavra-chave C13 (1) Catastrophic events (1) Cointegration (1) Market integration (1) Marketing (1) Q11 (1) Q13 (1) Risk and Uncertainty (1) Seasonal unit-roots (1) Spillover effects (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 Market Integration for Shrimp and the Effect of Catastrophic Events AgEcon Harri, Ardian; Muhammad, Andrew; Jones, Keithly G.. Seasonal unit-root testing and seasonal cointegration methods are employed to investigate the price transmission in U.S. shrimp markets. ARIMA and Vector Error Correction Models (VECM) are used to identify the effect of catastrophic events on individual price series in one region and the spillover effects in the price series for other regions. Results showed that a cointegrating relation exists between neighboring states, specifically between Alabama and Mississippi and Louisiana and Texas. Cointegrating relations also exist between the Gulf States and the Pacific region, but not the Atlantic region, and the price of imported shrimp is cointegrated with each of the domestic shrimp price series. Finally, while Katrina had an effect on shrimp prices in Gulf... Tipo: Conference Paper or Presentation Palavras-chave: Catastrophic events; Cointegration; Market integration; Seasonal unit-roots; Spillover effects; Marketing; Risk and Uncertainty; C13; Q11; Q13. Ano: 2010 URL: http://purl.umn.edu/61585 Registros recuperados: 1 Primeira ... 1 ... Última

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