Identifying price linkages: A review of the literature and an application to the world market of cotton

Applied Economics

Volumn 33, Issue 15, 2001, Pages 1927-1941

  Baffes, J ^a   Ajwad, M I ^a  

^a WORLD BANK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COTTON; INTERNATIONAL TRADE; MARKET CONDITIONS; PRICE DETERMINATION;

EID: 0035654587     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840010023788     Document Type: Article

References (65)

1. Intercommodity price transmittal: Analysis of food markets in Ghana
2. Cointegration and market integration: An application to the Indonesian rice market
3. Does the law of one price really hold for commodity prices?
4. Spatial integration, transport costs, and the response of local prices to policy changes in Ghana
5. Some further evidence on the law of one price: The law of one price still holds
6. Market analysis methods: Are our enriched toolkits well suited to enlived markets?
7. Transfer costs, spatial arbitrage, and testing for food market integration
8. Testing for food market integration revisited
9. Cointegration tests of present value models
10. How big is the random walk in GNP?
11. A variance components approach to food grain market integration in Northern Nigeria
12. On market integration and liberalization: Method and application to Ethiopia
13. Distribution of the estimators for time series regressions with unit roots
14. Co-integration and error correction: Representation, estimation, and testing
15. Forecasting and testing in co-integrated systems
16. Integration of spatial markets
17. Managing price risk in the Pakistan wheat market
18. An evaluation of price linkages between futures and cash markets for cheddar cheese
19. Price movements and price discovery in futures and cash markets
20. Food prices and market integration in Russia: 1992-1993
21. Market liberalization and integration of maize markets in Malawi
22. Co-integration tests and spatial price linkages in regional cattle markets
23. A revised test of the law of one price using rational price expectations
24. Testing the law of one price when trade takes place
25. Investigating causal relations by econometric models and cross-spectral methods
26. Large sample properties of generalized method of moments estimators
27. There is method in my madness: Or it is vice versa? Measuring agricultural Market performance
28. Dynamic specification
29. Testing market integration
30. Producer prices in cotton markets: Evaluation of reported price information accuracy
31. How far can we push the 'law of one price'?
32. A world cotton futures contract
33. Improvements to market efficiency through the operation of the Alberta pork producers' Marketing Board
34. Market integration: A study of sorghum prices in Western India
35. 2: A note
36. The process of short- and long-term price integration in the Benin maize market
37. On the transmission of world agricultural prices
38. Testing for bubbles in exchange rates: A case of sparkling rate?
39. Testing market integration: New approaches with case material from the West Bengal food economy
40. The integration of the international rice market
41. Time series regressions with a unit root
42. Estimating long-run economic equilibria
43. Testing for a unit root in time series regression
44. Spot and futures prices and the law of one price
45. Some empirical evidence on commodity arbitrage and the law of one price
46. Testing market integration
47. Some empirical evidence on commodity arbitrage and the law of one price
48. Spatial price equilibrium and linear programming
49. Price discovery and cointegration of live hogs
50. Market integration, efficiency of arbitrage, and imperfect competition: Methodology and application to US celery
51. Food crop marketing in Atebubu district, Ghana
52. The extent of the market
53. Spatial equilibrium and quadratic programming
54. Corn marketing
55. Price behaviour on a declining terminal market
56. A time series approach to testing market linkage: Unit root and cointegration tests
57. A standard monetary model and the variability of the Deutschemark-Dollar exchange rate
58. A heteroskedasticity-consistent covariance matrix estimator and direct tests for heteroskedasticity
59. Testing for integration in European community agricultural product markets