ASYMMETRIC PRICE TRANSMISSION BETWEEN POLISH AND GERMAN FEED WHEAT MARKETS

ASYMMETRIC PRICE TRANSMISSION BETWEEN POLISH AND GERMAN FEED WHEAT MARKETS

The aim of the paper was an assessment of possible asymmetry in price transmission between Polish and German feed wheat prices. TAR and M-TAR procedures were employed for testing price symmetry, as well as ECM framework. The results obtained indicate the existence of the long-run relationship betwee...

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Bibliographic Details
Main Author: Mariusz Hamulczuk
Format: Article
Language:English
Published: University of Life Sciences in Poznań 2015-03-01
Series:Journal of Agribusiness and Rural Development
Subjects:
horizontal price transmission
asymmetry
wheat prices
TAR
M-TAR
ECM
Online Access:http://www.jard.edu.pl/tom35/zeszyt1/art_6.pdf
id doaj-74e102755a10413b9cc2e2e2e0fdb52c
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spelling doaj-74e102755a10413b9cc2e2e2e0fdb52c2020-11-25T01:54:59ZengUniversity of Life Sciences in PoznańJournal of Agribusiness and Rural Development1899-52411899-57722015-03-011355765ASYMMETRIC PRICE TRANSMISSION BETWEEN POLISH AND GERMAN FEED WHEAT MARKETSMariusz Hamulczuk0UniversityThe aim of the paper was an assessment of possible asymmetry in price transmission between Polish and German feed wheat prices. TAR and M-TAR procedures were employed for testing price symmetry, as well as ECM framework. The results obtained indicate the existence of the long-run relationship between Polish and German wheat prices, as well as asymmetric adjustment of prices to the long-run equilibrium relationship. http://www.jard.edu.pl/tom35/zeszyt1/art_6.pdfhorizontal price transmissionasymmetrywheat pricesTARM-TARECM
collection DOAJ
language English
format Article
sources DOAJ
author Mariusz Hamulczuk
spellingShingle Mariusz Hamulczuk
ASYMMETRIC PRICE TRANSMISSION BETWEEN POLISH AND GERMAN FEED WHEAT MARKETS
Journal of Agribusiness and Rural Development
horizontal price transmission
asymmetry
wheat prices
TAR
M-TAR
ECM
author_facet Mariusz Hamulczuk
author_sort Mariusz Hamulczuk
title ASYMMETRIC PRICE TRANSMISSION BETWEEN POLISH AND GERMAN FEED WHEAT MARKETS
title_short ASYMMETRIC PRICE TRANSMISSION BETWEEN POLISH AND GERMAN FEED WHEAT MARKETS
title_full ASYMMETRIC PRICE TRANSMISSION BETWEEN POLISH AND GERMAN FEED WHEAT MARKETS
title_fullStr ASYMMETRIC PRICE TRANSMISSION BETWEEN POLISH AND GERMAN FEED WHEAT MARKETS
title_full_unstemmed ASYMMETRIC PRICE TRANSMISSION BETWEEN POLISH AND GERMAN FEED WHEAT MARKETS
title_sort asymmetric price transmission between polish and german feed wheat markets
publisher University of Life Sciences in Poznań
series Journal of Agribusiness and Rural Development
issn 1899-5241
1899-5772
publishDate 2015-03-01
description The aim of the paper was an assessment of possible asymmetry in price transmission between Polish and German feed wheat prices. TAR and M-TAR procedures were employed for testing price symmetry, as well as ECM framework. The results obtained indicate the existence of the long-run relationship between Polish and German wheat prices, as well as asymmetric adjustment of prices to the long-run equilibrium relationship. 
topic horizontal price transmission
asymmetry
wheat prices
TAR
M-TAR
ECM
url http://www.jard.edu.pl/tom35/zeszyt1/art_6.pdf
work_keys_str_mv AT mariuszhamulczuk asymmetricpricetransmissionbetweenpolishandgermanfeedwheatmarkets
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