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Volumn 19, Issue 4, 2004, Pages 511-523

Asymmetric price transmission: A case study of the french Hake value chain

Author keywords

Asymmetry; Momentum Autoregression (M TAR); Price transmission; Threshold Autoregression (TAR); Value chain

Indexed keywords


EID: 77957147635     PISSN: 07381360     EISSN: None     Source Type: Journal    
DOI: 10.1086/mre.19.4.42629450     Document Type: Article
Times cited : (30)

References (17)
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    • Ball, L.1    Mankiw, N.G.2
  • 5
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    • Borenstein, S.A., A.C. Cameron, and R. Gilbert. 1997. Do Gasoline Prices Respond Asymmetrically to Crude Oil Prices? Quarterly Journal of Economics 112:305-39. (Pubitemid 27456797)
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    • Borenstein, S.1    Cameron, A.C.2    Gilbert, R.3
  • 8
    • 0032345729 scopus 로고    scopus 로고
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    • Enders, W., and C.W.J. Granger. 1998. Unit-root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates. Journal of Business and Economic Statistics 16:304-11.
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    • Enders, W.1    Granger, C.W.J.2
  • 10
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    • Engle, R.F.1    Granger, C.W.J.2
  • 12
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    • Price relationships along the value chain: An analysis of the hake market in France
    • July 2000
    • Hartmann J., S. Jaffry, and F. Asche. 2000. Price Relationships Along the Value Chain: An Analysis of the Hake Market In France, IIFET Proceedings, July 2000.
    • (2000) IIFET Proceedings
    • Hartmann, J.1    Jaffry, S.2    Asche, F.3
  • 13
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    • An approach to specifying and estimating nonreversible functions
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    • Palaskas, T.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.