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Testing Market Equilibrium: Is Cointegration Informative?

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  1. Olivier Massol & Albert Banal-Estañol, 2014. "Market power across the Channel: Are Continental European gas markets isolated ?," Working Papers hal-02475017, HAL.
  2. Nicols, Panos & Ahmadi-Esfahani, Fredoun Z., 2009. "Are Australian wholesale vegetable markets LOOPy?," 2009 Conference (53rd), February 11-13, 2009, Cairns, Australia 47618, Australian Agricultural and Resource Economics Society.
  3. Fausti, Scott W. & Diersen, Matthew A. & Qasmi, Bashir A., 2007. "Public Price Reporting in the Cash Market for Live Cattle: A Spatial Market Approach," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 36(2), pages 1-13, October.
  4. Olivier Massol & Albert Banal-Estanol, 2018. "Market Power and Spatial Arbitrage between Interconnected Gas Hubs," The Energy Journal, , vol. 39(2_suppl), pages 67-96, December.
  5. Sungill Han & Chanjin Chung & Prasanna Surathkal, 2017. "Impacts of Increased Corn Ethanol Production on Price Asymmetry and Market Linkages in Fed Cattle Markets," Agribusiness, John Wiley & Sons, Ltd., vol. 33(3), pages 378-402, June.
  6. 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.
  7. Hamulczuk, Mariusz, 2020. "Spatial Integration of Agricultural Commodity Markets – Methodological Problems," Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej 311225, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI).
  8. Fausti, Scott W. & Diersen, Matthew A., 2004. "The Voluntary Reporting System's Ability to Provide Price Transparency in the Cash Market for Dressed Steers: Evidence from South Dakota," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(3), pages 1-14, December.
  9. Mu, Yali, 2024. "Measuring and benchmarking time-varying market efficiency," IAAE 2024 Conference, August 2-7, 2024, New Delhi, India 344294, International Association of Agricultural Economists (IAAE).
  10. Barrett, Christopher B. & Li, Jau-Rong & Bailey, DeeVon, 2000. "Factor And Product Market Tradability And Equilibrium In Pacific Rim Pork Industries," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 25(01), pages 1-20, July.
  11. Mesbah Motamed & Kenneth A. Foster & Wallace E. Tyner, 2008. "Applying cointegration and error correction to measure trade linkages: maize prices in the United States and Mexico," Agricultural Economics, International Association of Agricultural Economists, vol. 39(1), pages 29-39, July.
  12. Raper, Kellie Curry & Thornsbury, Suzanne & Aguilar, Cristobal, 2009. "Regional Wholesale Price Relationships in the Presence of Counter-Seasonal Imports," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 41(01), pages 1-20, April.
  13. Giulia LISTORTI, 2008. "Price Transmission Mechanisms: a Policy Investigation of International Wheat Markets," Working Papers 318, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  14. Olivier Massol & Emmanuel Hache & Albert Banal‐Estañol, 2024. "Trade sanctions and international market integration: Evidence from the sanctions on Iranian methanol exports," The World Economy, Wiley Blackwell, vol. 47(2), pages 637-663, February.
  15. Rashid, Shahidur & Negassa, Asfaw, 2012. "Policies and performance of Ethiopian cereal markets," IFPRI book chapters, in: Food and agriculture in Ethiopia: Progress and policy challenges, chapter 5, International Food Policy Research Institute (IFPRI).
  16. Quattri, Maria A., 2012. "On trade efficiency in the Ethiopian agricultural markets," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122512, European Association of Agricultural Economists.
  17. Barry K. Goodwin & Nicholas E. Piggott, 2001. "Spatial Market Integration in the Presence of Threshold Effects," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(2), pages 302-317.
  18. Fausti, Scott W. & Diersen, Matthew A., 2005. "Price Transparency in the Voluntary Price Reporting System for Live Cattle: Theory and Empirical Evidence from South Dakota," Economics Staff Papers 32027, South Dakota State University, Department of Economics.
  19. Ujjwal Kanti Paul & Gurudas Das & Avijit Debnath & Tanuj Mathur, 2016. "Market Integration and Price Leadership in India’s Onion Market," Review of Market Integration, India Development Foundation, vol. 8(1-2), pages 49-64, April.
  20. Zhepeng Hu & B. Wade Brorsen, 2017. "Spatial Price Transmission and Efficiency in the Urea Market," Agribusiness, John Wiley & Sons, Ltd., vol. 33(1), pages 98-115, January.
  21. Vinuya, Ferdinand D., 2006. "Testing for Market Integration and the Law of One Price in World Shrimp Markets," 2006 Annual Meeting, February 5-8, 2006, Orlando, Florida 35351, Southern Agricultural Economics Association.
  22. Wouter Zant, 2013. "How Is the Liberalization of Food Markets Progressing? Market Integration and Transaction Costs in Subsistence Economies," The World Bank Economic Review, World Bank, vol. 27(1), pages 28-54.
  23. Ankamah-Yeboah, Isaac, 2012. "Spatial Price Transmission in the Regional Maize Markets in Ghana," MPRA Paper 49720, University Library of Munich, Germany.
  24. Axel Dreher & Tim Krieger, 2008. "Do Prices for Petroleum Products Converge in a Unified Europe with Non-Harmonized Tax Rates?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 61-88.
  25. Rahman, Mohammad Chhiddikur, 2020. "Welfare Impact of Asymmetric Price Transmission on Bangladesh Rice Consumers," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 242248.
  26. Santeramo, Fabio Gaetano & Cioffi, Antonio, 2012. "Transmission Of Market Crises In The European Vegetables Sector," Politica Agricola Internazionale - International Agricultural Policy, Edizioni L'Informatore Agrario, vol. 2012(2), pages 1-10, March.
  27. Brümmer, Bernhard & von Cramon-Taubadel, Stephan & Zorya, Sergiy, 2006. "Vertical Price Transmission between Wheat and Flour in Ukraine: A Markov-Switching Vector Error Correction Approach," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25575, International Association of Agricultural Economists.
  28. Sami Khedhiri, 2023. "The impact of COVID‐19 on agricultural market integration in Eastern Canada," Regional Science Policy & Practice, Wiley Blackwell, vol. 15(2), pages 371-386, April.
  29. Dragan Miljkovic, 2009. "US and Canadian livestock prices: market integration and trade dependence," Applied Economics, Taylor & Francis Journals, vol. 41(2), pages 183-193.
  30. Li, Jau-Rong & Barrett, Christopher B., 1999. "Distinguishing Between Equilibrium And Integration In Markets Analysis," Working Papers 14607, International Agricultural Trade Research Consortium.
  31. Bingham, Matthew F. & Prestemon, Jeffrey P. & MacNair, Douglas J. & Abt, Robert C. & Bingham, Matthew F., 2003. "Market structure in U. S. southern pine roundwood," Journal of Forest Economics, Elsevier, vol. 9(2), pages 97-117.
  32. Carolin Kouyaté & Stephan Cramon-Taubadel, 2016. "Distance and Border Effects on Price Transmission: A Meta-analysis," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(2), pages 255-271, June.
  33. Angela M. Krueger & Victoria Salin & Allan W. Gray, 2001. "Geographic diversification strategy and the implications of global market integration in table grapes," Agribusiness, John Wiley & Sons, Ltd., vol. 18(1), pages 81-99.
  34. Friederike Greb & Nelissa Jamora & Carolin Mengel & Stephan von Cramon-Taubadel & Nadine Würriehausen, 2012. "Price transmission from international to domestic markets," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 125, Courant Research Centre PEG, revised 08 Oct 2012.
  35. Byeong-il, Ahn & Lee, Hyunok, 2015. "Vertical Price Transmission of Perishable Products: The Case of Fresh Fruits in the Western United States," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 40(3), pages 1-20, September.
  36. Ivan Diaz‐Rainey & Mathias Siems & John K. Ashton, 2011. "The financial regulation of energy and environmental markets," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 19(4), pages 355-369, November.
  37. Miljkovic, Dragan, 1999. "Transporting The Export-Bound Grain By Rail: A Study Of Market Integration," Research Discussion Papers 29236, Montana State University, Department of Agricultural Economics and Economics, Trade Research Center.
  38. Anthony N. Rezitis, 2018. "Empirical analysis of price relations along the Finnish supply chain of selected meat, dairy, and egg products: A dynamic panel data approach," Agribusiness, John Wiley & Sons, Ltd., vol. 34(3), pages 542-561, June.
  39. Atanu Ghoshray, 2002. "Agricultural Economics Society Prize Essay Asymmetric Price Adjustment and the World Wheat Market," Journal of Agricultural Economics, Wiley Blackwell, vol. 53(2), pages 299-317, July.
  40. Abunyuwah, Isaac, 2013. "Implications of conceptual and data complexities on time-series econometric applications in market integration analysis," Studies in Agricultural Economics, Research Institute for Agricultural Economics, vol. 115(01), pages 1-7, February.
  41. Araujo-Enciso, Sergio Rene, 2012. "Testing for linear and threshold cointegration under the spatial equilibrium condition," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122545, European Association of Agricultural Economists.
  42. Fausti, Scott W. & Diersen, Matthew A., 2003. "Did The Voluntary Price Reporting System Fail To Provide Price Transparency In The Cash Market For Dressed Steers: Evidence From South Dakota," Economics Staff Papers 32012, South Dakota State University, Department of Economics.
  43. Karali, Berna & McNew, Kevin & Thurman, Walter N., 2018. "Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(01), January.
  44. Rashid, Shahidur, 2011. "Intercommodity price transmission and food price policies: An analysis of Ethiopian cereal markets," IFPRI discussion papers 1079, International Food Policy Research Institute (IFPRI).
  45. Rose FIAMOHE & Bruno HENRY de FRAHAN, 2012. "Transmission Des Prix Et Asymétrie Sur Les Marchés De Produits Vivriers Au Bénin," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 36, pages 205-228.
  46. Negassa, Asfaw & Myers, Robert J. & Gabre-Madhin, Eleni Zaude, 2004. "Grain marketing policy changes and spatial efficiency of maize and wheat markets in Ethiopia," MTID discussion papers 66, International Food Policy Research Institute (IFPRI).
  47. Chanjin Chung & Johnna Rushin & Prasanna Surathkal, 2018. "Impact of the livestock mandatory reporting act on the vertical price transmission within the beef supply chain," Agribusiness, John Wiley & Sons, Ltd., vol. 34(3), pages 562-578, June.
  48. Sahito, Jam Ghulam Murtaza, 2015. "Market integration of wheat in Pakistan," Discussion Papers 72, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
  49. Ihle, Rico & von Cramon-Taubadel, Stephan, 2008. "Nonlinear Vector Error Correction Models in Price Transmission Analysis: Threshold Models vs. Markov-Switching Models," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44198, European Association of Agricultural Economists.
  50. Chudy, R.P. & Hagler, R.W., 2020. "Dynamics of global roundwood prices – Cointegration analysis," Forest Policy and Economics, Elsevier, vol. 115(C).
  51. Soon, Byung Min & Thompson, Wyatt, 2016. "Measuring Non-Tariff Barriers by Combining Cointegration Tests and Simulation Models with an Application to Russian Chicken Imports," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235738, Agricultural and Applied Economics Association.
  52. Babatunde O. Abidoye & Marlene Labuschagne, 2014. "The transmission of world maize price to South African maize market: a threshold cointegration approach," Agricultural Economics, International Association of Agricultural Economists, vol. 45(4), pages 501-512, July.
  53. Jolejole-Foreman, Maria Christina & Mallory, Mindy L. & Baylis, Katherine R., 2013. "Impact of Wheat and Rice Export Ban on Indian Market Integration," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150595, Agricultural and Applied Economics Association.
  54. Ihle, Rico & von Cramon-Taubadel, Stephan, 2008. "A Comparison of Threshold Cointegration and Markov-Switching Vector Error Correction Models in Price Transmission Analysis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37603, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  55. Huseyin Tastan, 2005. "Dynamic Interdependence and Volatility Transmission in Turkish and European Equity Markets," Working Papers 2005/10, Turkish Economic Association.
  56. Brorsen, B. Wade, 2009. "Research: Are We Valuing the Right Stuff?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 34(01), pages 1-10, April.
  57. Pratap Kumar JENA, 2016. "Commodity market integration and price transmission: Empirical evidence from India," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(608), A), pages 283-306, Autumn.
  58. Odhiambo, Mark O. & Oluoch-Kosura, Willis & Kibiego, Michael B., 2006. "Analysis of the Structure and Performance of the Beans Marketing System in Nairobi," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25440, International Association of Agricultural Economists.
  59. Fausti, Scott W. & Diersen, Matthew A., 2003. "Did The Voluntary Price Reporting System Fail To Provide Price Transparency In The Cash Market For Dressed Steers: Evidence From South Dakota," Economics Staff Papers 32012, South Dakota State University, Department of Economics.
  60. Yali Mu & Stephan von Cramon‐Taubadel, 2022. "Estimating dynamic market efficiency frontiers," Journal of Agricultural Economics, Wiley Blackwell, vol. 73(3), pages 633-653, September.
  61. Boamah, Nicholas Addai, 2022. "Segmentation, business environment and global informational efficiency of emerging financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 52-60.
  62. John Baffes & Bruce Gardner, 2003. "The transmission of world commodity prices to domestic markets under policy reforms in developing countries," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 6(3), pages 159-180.
  63. Rosa, Franco & Vasciaveo, Michela & Weaver, Robert D., 2014. "Agricultural and oil commodities: price transmission and market integration between US and Italy," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 3(2), pages 1-25, August.
  64. Nga, Nguyen Thi Duong & Lantican, Flordeliza A., 2009. "Spatial Integration of Rice Markets in Vietnam," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 6(01), pages 1-16, June.
  65. Pratap Kumar JENA, 2016. "Commodity market integration and price transmission: Empirical evidence from India," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(608), A), pages 283-306, Autumn.
  66. Franken, Jason R.V. & Parcell, Joseph L. & Tonsor, Glynn T., 2011. "Impact of Mandatory Price Reporting on Hog Market Integration," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 43(2), pages 1-13, May.
  67. Jean-Paul Chavas & Kwansoo Kim, 2005. "Cointegration relationships and hedonic pricing of differentiated commodities: an application to price dynamics in the US dairy sector," Applied Economics, Taylor & Francis Journals, vol. 37(16), pages 1813-1827.
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