Market Integration and Price Transmission in the World Rice Export Markets

This paper investigates market integration and asymmetric price transmission in the world rice export markets. Using monthly rice prices from Thailand, Vietnam, and United States, we employ the Johansen test and estimate the threshold vector error correction model (TVECM). Our main findings are that...

Full description

Saved in:
Bibliographic Details
Main Authors: Bo Chen, Sayed Saghaian
Format: Artigo
Language:Inglês
Published: Western Agricultural Economics Association 2016-09-01
Series:Journal of Agricultural and Resource Economics
Subjects:
asymmetric adjustment
competition
market integration
price transmission
rice
thailand
vietnam
Online Access:https://ageconsearch.umn.edu/record/246174
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items