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Seasonaility and Cointegration in the Fishing Industry of Conrwall

  • Floros, Ch.

    ()

  • Failler, P.

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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File URL: http://www.usc.es/economet/reviews/ijaeqs142.pdf
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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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  1. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
  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.
  3. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
  4. Shabbar Jaffry & Sean Pascoe & Catherine Robinson, 1999. "Long run price flexibilities for high valued UK fish species: a cointegration systems approach," Applied Economics, Taylor & Francis Journals, vol. 31(4), pages 473-481.
  5. 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.
  6. T. C. Mills & C. Siriopoulos & R. N. Markellos & D. Harizanis, 2000. "Seasonality in the Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 10(2), pages 137-142.
  7. 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.
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