Agricultural and oil commodities: price transmission and market integration between US and Italy

Purpose of this article it to get some evidences of market interaction between United States and Italy using the time series analysis of spot prices spanning from January 1999 to May 2012 for crude oil and three ag-commodities: wheat, corn and soybean. These crops have been selected for their releva...

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Bibliographic Details
Main Authors: Franco Rosa, Michela Vasciaveo, Robert D. Weaver
Format: Article
Language:English
Published: Firenze University Press 2014-06-01
Series:Bio-based and Applied Economics
Subjects:
Online Access:https://oaj.fupress.net/index.php/bae/article/view/3253