A copula-based approach to investigate vertical shock price transmission in the italian hog market

It is a stylized fact that the Italian farmers do not benefit of casual structure along value chain. Conversely, retailers could advantage of any positive shock price changes occurred in the wholesale supply chain. We investigate the presence of shock price vertical contagion in the Italian hog mark...

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Bibliographic Details
Main Authors: Fabian Capitanio, Felice Adinolfi, Barry K. Goodwin, Giorgia Rivieccio
Format: Article
Language:English
Published: Bononia University Press 2021-09-01
Series:New Medit
Subjects:
Online Access:https://newmedit.iamb.it/2019/03/15/a-copula-based-approach-to-investigate-vertical-shock-price-transmission-in-the-italian-hog-market/