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Seasonaility and Cointegration in the Fishing Industry of Conrwall

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Author Info
Floros, Ch. ()
Failler, P.

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Abstract

This paper examines the evidence for seasonal effects and cointegration between fisheries prices of main species landed into Cornwall. This is the first comprehensive study of fisheries seasonality. The results show significant monthly effects in April and negative monthly effects in February. We also find cointegration between prices, and show that in the long run prices are converged. The results also reveal that Granger causality is unidirectional in fourteen cases and bi-directional in six cases. Examining the form and magnitude of seasonal fluctuations and fish price linkages can be beneficial to fisheries managers in their decisions regarding policy, development and management.

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Publisher Info
Article provided by Euro-American Association of Economic Development in its journal International Journal of Applied Econometrics and Quantitative Studies .

Volume (Year): 1 (2004)
Issue (Month): 4 ()
Pages: 27-52
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Handle: RePEc:eaa:ijaeqs:v:1:y2004:i:1_20

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Related research
Keywords: Fish prices Cornwall Seasonality Cointegration

Find related papers by JEL classification:
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
O52 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Europe

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  1. Mills, T C, et al, 2000. "Seasonality in the Athens Stock Exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 10(2), pages 137-42, April. [Downloadable!] (restricted)
  2. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July. [Downloadable!] (restricted)
  3. Kavussanos, Manolis G. & Alizadeh-M, Amir H., 2002. "Seasonality patterns in tanker spot freight rate markets," Economic Modelling, Elsevier, vol. 19(5), pages 747-782, November. [Downloadable!] (restricted)
  4. Jaffry, Shabbar A & Pascoe, Sean & Robinson, Catherine, 1999. "Long Run Price Flexibilities for High Valued UK Fish Species: A Cointegration Systems Approach," Applied Economics, Taylor and Francis Journals, vol. 31(4), pages 473-81, April. [Downloadable!] (restricted)
  5. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-80, November. [Downloadable!] (restricted)
  6. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July. [Downloadable!] (restricted)
  7. Bose, Shekar & McIlgorm, Alistair, 1996. "Substitutability Among Species In The Japanese Tuna Market: A Cointegration Analysis," Marine Resource Economics, Marine Resources Foundation, vol. 11(3). [Downloadable!]
  8. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)
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This page was last updated on 2009-6-11.

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