This study explores the link between proximity and price cointegration between two markets, where proximity is captured with variables for geographical, political and cultural distance. Linear and threshold cointegration is tested for a set of 756 rice market pairs in 6 West African countries,...

In a meta-analysis of spatial price transmission (PT) literature we aim to test for the presence of distance and border effects on price transmission. We use PT estimates for 1189 cereal market pairs extracted from 57 studies and seek to explain them by airline distance and existence of a...

This study aims to improve our understanding of the extent and speed of the transmission of international cereal prices to local markets in developing countries. We analyse two samples of price transmission (PT) estimates, one extracted from a comprehensive literature sample of 31 published...

Diese Dissertation umfasst drei Studien zu Preistransmission und Marktintegration in Schweizer Agrar- und Lebensmittelmärkten. Der Artikel "Protecting the Swiss milk market from foreign price shocks: Public border protection vs. quality differentiation" analysiert räumliche oder horizontale...

Die Dynamik im Handel ist untrennbar von dem Einfluss der Politik, der Preise und der Rolle der Händler selbst. Obwohl sich die Handelspolitik exportierenden und importierenden Länder unterscheiden kann, im Allgemeinen wird der inländische Handelssektor unterstützt, was problematisch für...

Previous studies employing error correction models (ECMs) that include threshold effects in long-run equilibrium relationships (threshold cointegration) as well as in error correction (threshold autoregression; threshold ECMs; non-parametric ECMs; Markov-switching ECMs; and other forms of ECM...