Most analysis of agricultural commodity market integration is solely based on price information. However, adding trade data can improve the understanding of interactions between interrelated markets. We link the analysis of price transmission processes between spot and futures markets with trade...

The threshold vector error correction model is a popular tool for the analysis of spatial price transmission and market integration. In the literature, the profile likelihood estimator is the preferred choice for estimating this model. Yet, in certain settings this estimator performs poorly. In...

Maize is a major staple food in Sub-Saharan Africa. Monthly maize prices in Tanzania are analyzed since the country is an important maize producer and exporter in East Africa. We analyze price transmission between the five most important urban regions of Tanzania between 2000 and 2008 which...

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...