Sino-U.S. Price Transmission in Agricultural Commodities: How Important are Exchange Rate Movements?
AbstractCommodity price transmissions between China and the U.S. are examined. The results indicate that variations in Chinese cotton and soybean prices are transmitted to U.S. cotton and soybean prices while variations in Chinese wheat and rice prices do not get transmitted to U.S. wheat and rice prices. The effects of volatilities in oil prices and in the exchange rate on the price transmission are also assessed.
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Bibliographic InfoPaper provided by Agricultural and Applied Economics Association in its series 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania with number 103459.
Date of creation: 2011
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rice; soybean; cotton; wheat; China; U.S.; price transmission; exchange rate; Agricultural and Food Policy; Demand and Price Analysis; Q11; Q17;
Find related papers by JEL classification:
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
- Q17 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agriculture in International Trade
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-05-24 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Bussière, Matthieu & Peltonen, Tuomas A., 2008.
"Exchange rate pass-through in the global economy: the role of emerging market economies,"
Working Paper Series
0951, European Central Bank.
- Bussière, Matthieu & Peltonen, Tuomas, 2008. "Exchange rate pass-through in the global economy – the role of emerging market economies," BOFIT Discussion Papers 25/2008, Bank of Finland, Institute for Economies in Transition.
- Bussière, M. & Delle Chiaie, S. & Peltonen, T. A., 2013. "Exchange Rate Pass-Through in the Global Economy," Working papers 424, Banque de France.
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