Singerman, Ariel; Lence, Sergio H.; Kimble-Evans, Amanda - Department of Economics, Iowa State University - 2010
Cointegration is tested between organic and conventional corn and soybean markets in several locations throughout the U ….S. using a unique data set. Organic prices are found to behave like jump processes rather than diffusions, and Monte Carlo … exists between organic and conventional prices, implying that price determination for organic corn and soybean is independent …