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

Author

Listed:
  • 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.

Suggested Citation

  • Mutuc, Maria Erlinda M. & Pan, Suwen & Hudson, Darren, 2011. "Sino-U.S. Price Transmission in Agricultural Commodities: How Important are Exchange Rate Movements?," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103459, Agricultural and Applied Economics Association.
  • Handle: RePEc:ags:aaea11:103459
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    File URL: http://purl.umn.edu/103459
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    References listed on IDEAS

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    1. Matthieu Bussière & Simona Delle Chiaie & Tuomas A Peltonen, 2014. "Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(1), pages 146-178, April.
    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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    Cited by:

    1. Luo, Ji & Williams, Gary W., 2015. "The Impacts of Chinese Exchange Rate Policy on World Soybean and Products Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205075, Agricultural and Applied Economics Association;Western Agricultural Economics Association.
    2. repec:oup:apecpp:v:39:y:2017:i:1:p:177-198. is not listed on IDEAS

    More about this item

    Keywords

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

    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

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