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Sino-U.S. Price Transmission in Agricultural Commodities: How Important are Exchange Rate Movements?

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  • Mutuc, Maria Erlinda M.
  • Pan, Suwen
  • Hudson, Darren

Abstract

Commodity 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 Info

Paper provided by Agricultural and Applied Economics Association in its series 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania with number 103459.

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Date of creation: 2011
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Handle: RePEc:ags:aaea11:103459

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Related research

Keywords: rice; soybean; cotton; wheat; China; U.S.; price transmission; exchange rate; Agricultural and Food Policy; Demand and Price Analysis; Q11; Q17;

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  1. 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.
  2. 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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