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Copula-Based Nonlinear Models of Spatial Market Linkages

Author

Listed:
  • Goodwin, Barry K.
  • Holt, Matthew T.
  • Onel, Gulcan
  • Prestemon, Jeffrey P.

Abstract

Replaced with revised version of paper 06/28/11.

Suggested Citation

  • Goodwin, Barry K. & Holt, Matthew T. & Onel, Gulcan & Prestemon, Jeffrey P., 2011. "Copula-Based Nonlinear Models of Spatial Market Linkages," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103715, Agricultural and Applied Economics Association.
  • Handle: RePEc:ags:aaea11:103715
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    File URL: http://purl.umn.edu/103715
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    Cited by:

    1. Ahmed, Mansur & Goodwin, Barry, 2015. "Copula-Based Modeling of Dependence Structure among International Food Grain Markets," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 206059, Agricultural and Applied Economics Association;Western Agricultural Economics Association.
    2. Johnson, Carrie Lu, 2014. "Analysis of Commodity Market Integration In the Uganda Maize Market," Master's Theses 196707, University of Minnesota, Department of Applied Economics.
    3. Ahmed, Osama & Serra, Teresa, 2015. "Vertical Price Transmission in the Egyptian Tomato Sector After the Arab Spring," 2015 Conference, August 9-14, 2015, Milan, Italy 212523, International Association of Agricultural Economists.
    4. Skadberg, Kristopher & Wilson, William W. & Larsen, Ryan & Dahl, Bruce, 2015. "Spatial Competition, Arbitrage, and Risk in U.S. Soybeans," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 40(3), August.
    5. Nasreldin, Osama Ahmed & Devesa, Teresa Serra, 2014. "Price volatility of food staples. The case of millet in Niger," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182728, European Association of Agricultural Economists.
    6. Ahmed, Osama & Serra, Teresa, 2015. "Evaluate the economic consequences of revenue insurance programs in Spain using copula models. The case of orange and apple," 2015 Conference, August 9-14, 2015, Milan, Italy 212522, International Association of Agricultural Economists.

    More about this item

    Keywords

    Spatial Market Linkages; Copula Models; State-dependence; Forest Products; Research Methods/ Statistical Methods;

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