Connectedness between conventional and organic milk prices in the USA
Author
Abstract
Suggested Citation
DOI: 10.1016/j.jeca.2024.e00367
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Panos Fousekis, 2023. "How does fear spread across asset classes? Evidence from quantile connectedness," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(2), pages 365-388, September.
- Jozef Baruník & Tomáš Křehlík, 2018.
"Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk,"
Journal of Financial Econometrics, Oxford University Press, vol. 16(2), pages 271-296.
- Jozef Barunik & Tomas Krehlik, 2015. "Measuring the frequency dynamics of financial connectedness and systemic risk," Papers 1507.01729, arXiv.org, revised Dec 2017.
- Armah, Mohammed & Amewu, Godfred, 2024. "Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Fousekis, Panos & Tzaferi, Dimitra, 2022. "Tail price risk spillovers along the US beef and pork supply chains," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(02), January.
- Nadine Würriehausen & Rico Ihle & Sebastian Lakner, 2015. "Price relationships between qualitatively differentiated agricultural products: organic and conventional wheat in Germany," Agricultural Economics, International Association of Agricultural Economists, vol. 46(2), pages 195-209, March.
- Hayenga, Marvin L. & Miller, Douglas, 2001. "Price Cycles and Asymmetric Price Transmission in the U.S. Pork Market," Staff General Research Papers Archive 10414, Iowa State University, Department of Economics.
- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?,"
Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
- Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
- Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2017.
"Vertical price relationships between different cuts and quality grades in the U.S. beef marketing channel: A wholesale-retail analysis,"
The Journal of Economic Asymmetries, Elsevier, vol. 16(C), pages 53-63.
- Panagiotou, Dimitrios & Stavrakoudis, Athanassios, 2017. "Vertical price relationships between different cuts and quality grades in the U.S. beef marketing channel: a wholesale-retail analysis," MPRA Paper 75989, University Library of Munich, Germany.
- Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David, 2022.
"Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021. "Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves," Working Papers in Economics & Finance 2021-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Mensi, Walid & Alomari, Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2023. "Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
- Luo, Changqing & Liu, Lan & Wang, Da, 2021. "Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Nyakurukwa, Kingstone & Seetharam, Yudhvir, 2023. "Quantile and asymmetric return connectedness among BRICS stock markets," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Syed Badruddoza & Andrea C. Carlson & Jill J. McCluskey, 2022. "Long‐term dynamics of US organic milk, eggs, and yogurt premiums," Agribusiness, John Wiley & Sons, Ltd., vol. 38(1), pages 45-72, January.
- Tomohiro Ando & Matthew Greenwood-Nimmo & Yongcheol Shin, 2022. "Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks," Management Science, INFORMS, vol. 68(4), pages 2401-2431, April.
- Jesús Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2022.
"Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results,"
Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 59-70, January.
- Jesus Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2020. "Multivariate cointegration and temporal aggregation: some further simulation results," Discussion Paper Series 2020_05, Department of Economics, University of Macedonia, revised Oct 2020.
- Shao, Liuguo & Cao, Saisha & Zhang, Hua, 2024. "The impact of geopolitical risk on strategic emerging minerals prices: Evidence from MODWT-based Granger causality test," Resources Policy, Elsevier, vol. 88(C).
- Jochen Meyer & Stephan von Cramon‐Taubadel, 2004.
"Asymmetric Price Transmission: A Survey,"
Journal of Agricultural Economics, Wiley Blackwell, vol. 55(3), pages 581-611, November.
- Meyer, Jochen & von Cramon-Taubadel, Stephan, 2002. "Asymmetric Price Transmission: A Survey," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24822, European Association of Agricultural Economists.
- Harshana, P.V.S. & Ratnasiri, Shyama, 2023. "Asymmetric price transmission along the supply chain of perishable agricultural commodities: A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Douglas J. Miller & Marvin L. Hayenga, 2001. "Price Cycles and Asymmetric Price Transmission in the U.S. Pork Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(3), pages 551-562.
- Greene, Catherine & McBride, William D., 2015. "Consumer Demand for Organiz Milk Continues to Expand-Can the U.S. Dairy Sector Catch Up?," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 30(01), pages 1-6.
- Bolotova, Yuliya V., 2021. "Market Power in the Fluid Milk Industry in the Eastern United States," Applied Economics Teaching Resources (AETR), Agricultural and Applied Economics Association, vol. 3(2), June.
- Panagiotou, Dimitrios, 2021. "Asymmetric price responses of the US pork retail prices to farm and wholesale price shocks: A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
- Dolgopolova, Irina & Roosen, Jutta, 2018. "Competitive niche in milk pricing: Analyzing price dynamics of GMO-free, organic, and conventional milk in Germany during 2009–2010," Food Policy, Elsevier, vol. 78(C), pages 51-57.
- Panos Fousekis & Dimitra Tzaferi, 2022. "Tail price risk spillovers along the US beef and pork supply chains," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(2), pages 383-399, April.
- Patton, Andrew, 2013. "Copula Methods for Forecasting Multivariate Time Series," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 899-960, Elsevier.
- GwanSeon Kim & Jun Ho Seok & Tyler B. Mark & Michael R. Reed, 2019. "The price relationship between organic and non-organic vegetables in the U.S.: evidence from Nielsen scanner data," Applied Economics, Taylor & Francis Journals, vol. 51(10), pages 1025-1039, February.
- Fousekis, Panos, 2022. "Price risk connectedness in the principal olive oil markets of the EU," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Fousekis, Panos, 2024. "Relative prices and relative supplies in the UK beef meat industry: A wavelet cross-correlation analysis," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Fousekis, Panos, 2024. "Price Links Among Qualitatively Differentiated Meats: Evidence from The UK Wholesale Beef Market," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 12(3), July.
- Lindström, Hanna, 2021. "Price transmission for organic and conventional milk products in Sweden," Umeå Economic Studies 999, Umeå University, Department of Economics.
- Lindström, Hanna, 2021. "Price transmission for organic and conventional milk products in Sweden," HFI Working Papers 22, Institute of Retail Economics (Handelns Forskningsinstitut).
- Walid Mensi & Ismail O. Fasanya & Xuan Vinh Vo & Sang Hoon Kang, 2025. "Dynamics of extreme spillovers across European sustainability markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 225-258, March.
- Daniele Cavicchioli, 2018. "Detecting Market Power Along Food Supply Chains: Evidence and Methodological Insights from the Fluid Milk Sector in Italy," Agriculture, MDPI, vol. 8(12), pages 1-22, December.
- Octavio Fernández Amador & Josef Baumgartner & Jesús Crespo Cuaresma, 2010.
"Milking the Prices: The Role of Asymmetries in the Price Transmission Mechanism for Milk Products in Austria,"
WIFO Working Papers
378, WIFO.
- Octavio Fernández-Amador & Josef Baumgartner & Jesús Crespo-Cuaresma, 2010. "Milking The Prices: The Role of Asymmetries in the Price Transmission Mechanism for Milk Products in Austria," Working Papers 2010-21, Faculty of Economics and Statistics, Universität Innsbruck.
- Theofanous, Pamela & Tremma, Ourania, 2024. "Price linkages in major EU virgin olive oil markets," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
- Alejandro Acosta & Rico Ihle & Stephan Cramon-Taubadel, 2019. "Combining market structure and econometric methods for pricetransmission analysis," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 11(4), pages 941-951, August.
- Ouyang, Zisheng & Zhou, Xuewei & Wang, Gang-jin & Liu, Shuwen & Lu, Min, 2024. "Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 909-928.
- Jaramillo-Villanueva, J.L. & Sarker, R. & Cabas-Monje, J. & Portilla-Duran, L., 2018. "Vertical and Spatial Price Transmissi n in the Mexican and International Milk Market," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277283, International Association of Agricultural Economists.
- Aysoy, Cevriye & Kirli, Duygu Halim & Tumen, Semih, 2015.
"How does a shorter supply chain affect pricing of fresh food? Evidence from a natural experiment,"
Food Policy, Elsevier, vol. 57(C), pages 104-113.
- Cevriye Aysoy & Duygu Halim Kirli & Semih Tumen, 2015. "How Does a Shorter Supply Chain Affect Pricing of Fresh Food? Evidence from a Natural Experiment," Working Papers 1528, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Dang, Tam Hoang Nhat & Balli, Faruk & Balli, Hatice Ozer & Gabauer, David & Nguyen, Thi Thu Ha, 2024. "Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 121-139.
- Holst, C. & von Cramon-Taubadel, S., 2011.
"Einfluss des Schweinezyklus auf die Preistransmission zwischen Ferkel- und Schlachtschweinepreisen in Niedersachsen,"
Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 46, March.
- Holst, Carsten & von Cramon-Taubadel, Stephan, 2010. "Einfluss Des Schweinezyklus Auf Die Preistransmission Zwischen Ferkel- Und Schlachtschweinepreisen In Niedersachsen," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010 93951, German Association of Agricultural Economists (GEWISOLA).
- Panos Fousekis, 2024. "Quantile coherency of futures prices in palm and soybean oil markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(1), pages 129-141, March.
- Alomari, Mohammed & Belghouthi, Houssem Eddine & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Extreme time-frequency connectedness between energy sector markets and financial markets," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 847-877.
- Liang, Jing, 2010. "Three essays on food safety and foodborne illness," ISU General Staff Papers 201001010800002782, Iowa State University, Department of Economics.
- Mohammad J Alam & Raghbendra Jha, 2016. "Asymmetric threshold vertical price transmission in wheat and flour markets in Dhaka (Bangladesh): seemingly unrelated regression analysis," ASARC Working Papers 2016-03, The Australian National University, Australia South Asia Research Centre.
- Stephan von Cramon-Taubadel, 2017.
"The analysis of market integration and price transmission – results and implications in an African context,"
Agrekon, Taylor & Francis Journals, vol. 56(2), pages 83-96, April.
- Von Cramon-Taubadel, Stephan, 2017. "The analysis of market integration and price transmission – results and implications in an African context," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 56(2), March.
- Yaya KEHO & Aïssata SOBIA CAMARA, 2012.
"Vertical Price Transmission in Local Rice Markets in Côte d’Ivoire: Are Consumers Really Right?,"
Asian Journal of Agriculture and Rural Development, Asian Economic and Social Society, vol. 2(4), pages 552-564.
- Keho, Yaya & Camara, Aïssata Sobia, 2012. "Vertical Price Transmission in Local Rice Markets in Côte d’Ivoire: Are Consumers Really Right?," Asian Journal of Agriculture and Rural Development, Asian Economic and Social Society (AESS), vol. 2(04), pages 1-13, December.
- Drabik, Dušan & Ciaian, Pavel & Pokrivčák, Ján, 2016. "The effect of ethanol policies on the vertical price transmission in corn and food markets," Energy Economics, Elsevier, vol. 55(C), pages 189-199.
More about this item
Keywords
Conventional; Organic; Milk; Quantiles; Frequencies; Asymmetry;All these keywords.
JEL classification:
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000161. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/the-journal-of-economic-asymmetries/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.