Price dependence in the principal EU olive oil markets

Price dependence in the principal EU olive oil markets

<p>The objective of this paper is to assess the degree and the structure of price dependence in the principal EU olive oil markets (Spain, Italy and Greece). To this end, it utilizes monthly olive oil price data and the statistical tool of copulas. The empirical results suggest that prices are...

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Bibliographic Details
Main Authors: Christos Emmanouilides, Panos Fousekis, Vasilis Grigoriadis
Format: Article
Language:English
Published: Instituto Nacional de Investigación y Tecnología Agraria y Alimentaria 2013-12-01
Series:Spanish Journal of Agricultural Research
Subjects:
efficiency
integration
co-movement
copulas
Online Access:http://revistas.inia.es/index.php/sjar/article/view/4606

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