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Nonlinear Aspects of Integration in Corn Markets

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  • Choe, Kyoungin
  • Goodwin, Barry K.

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  • Choe, Kyoungin & Goodwin, Barry K., . "Nonlinear Aspects of Integration in Corn Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 50(01).
  • Handle: RePEc:ags:jlaare:345275
    DOI: 10.22004/ag.econ.345275
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    References listed on IDEAS

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    1. Teresa Serra & José M. Gil & Barry K. Goodwin, 2006. "Local polynomial fitting and spatial price relationships: price transmission in EU pork markets," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 33(3), pages 415-436, September.
    2. Sergio H. Lence & GianCarlo Moschini & Fabio Gaetano Santeramo, 2018. "Threshold cointegration and spatial price transmission when expectations matter," Agricultural Economics, International Association of Agricultural Economists, vol. 49(1), pages 25-39, January.
    3. John Baffes, 1991. "Some Further Evidence on the Law of One Price: The Law of One Price Still Holds," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(4), pages 1264-1273.
    4. Awokuse, Titus O., 2007. "Market Reforms, Spatial Price Dynamics, and China's Rice Market Integration: A Causal Analysis with Directed Acyclic Graphs," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 32(01), pages 1-19, April.
    5. Barry K. Goodwin & Matthew T. Holt & Jeffrey P. Prestemon, 2011. "North American Oriented Strand Board Markets, Arbitrage Activity, and Market Price Dynamics: A Smooth Transition Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(4), pages 993-1014.
    6. Meyer, Jochen, 2004. "Measuring market integration in the presence of transaction costs--a threshold vector error correction approach," Agricultural Economics, Blackwell, vol. 31(2-3), pages 327-334, December.
    7. Christopher B. Barrett, 1996. "Market Analysis Methods: Are Our Enriched Toolkits Well Suited to Enlivened Markets?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 78(3), pages 825-829.
    8. Kelvin Balcombe & Alastair Bailey & Jonathan Brooks, 2007. "Threshold Effects in Price Transmission: The Case of Brazilian Wheat, Maize, and Soya Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(2), pages 308-323.
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