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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...

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Hlavní autoři: Bo Chen, Sayed Saghaian
Médium: Artigo
Jazyk:Inglês
Vydáno: Western Agricultural Economics Association 2016-09-01
Edice:Journal of Agricultural and Resource Economics
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On-line přístup:https://ageconsearch.umn.edu/record/246174
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