The complex interplay between agricultural and energy commodities has been a subject of
interest in past research, gaining more relevance recently due to geopolitical events such as …

This article investigates agricultural price transmission during price bubbles. The empirical
approach concerns the horizontal transmission of cereal prices both across different market …

Following the dramatic changes experienced by the prices of agricultural commodities in
2007-2008, the analysis of horizontal price transmission mechanisms in agricultural markets …

This article investigates the long-run relationship between spot and futures prices for corn
and soybean. We apply cointegration methodology, allowing for the presence of potentially …

Price transmission between futures and spot prices is a relevant issue, dealing with
derivatives exchange for price management practices and efficient price discovery. Indeed …

This paper investigates the long-run relationship between spot and futures prices for corn
and soybeans, for the period January 2004-September 2010. We apply cointegration …

This chapter focuses on wine, a commodity of growing importance not only in European
countries, that have historically dominated this market, but also in the so-called 'New World …

This paper aims to study market integration in the international trade of soybeans from 1999
to 2019. The hypothesis is that the market remained integrated between genetically modified …

The aim of this article is to analyse the price transmission between German and Hungarian
wheat producer prices using weekly prices. Markov-Switching Vector Error Correction Model …

This paper contributes with an in‐depth investigation of spatial wheat producer market
integration between two neighboring countries, net exporting Hungary and net importing …