Market power and its determinants in the Chinese railway industry

H Li, K Yu, K Wang, A Zhang - Transportation Research Part A: Policy and …, 2019 - Elsevier
This study measures the degree of market power of China's railway operator and analyzes
its determining factors. A newly-developed stochastic frontier method is used to estimate the …

Joint price dynamics of quality differentiated commodities: copula evidence from coffee varieties

P Fousekis, V Grigoriadis - European Review of Agricultural …, 2017 - academic.oup.com
The objective of this article is to investigate the intensity and the mode of price linkages for
quality differentiated coffee beans. This is pursued using monthly spot prices from 1990 to …

Spatial price dependence by time scale: empirical evidence from the international butter markets

P Fousekis, V Grigoriadis - Economic Modelling, 2016 - Elsevier
The objective of the present work is to investigate price dependence (co-movement) in the
international butter markets. This is pursued using monthly wholesale prices from Oceania …

Price co-movement and the crack spread in the US futures markets

P Fousekis, V Grigoriadis - Journal of Commodity Markets, 2017 - Elsevier
The strength and the pattern of linkages between output and input futures prices are of
particular importance for risk management in the energy sector. This paper investigates the …

Vertical price relationships between different cuts and quality grades in the US beef marketing channel: A wholesale-retail analysis

D Panagiotou, A Stavrakoudis - The Journal of Economic Asymmetries, 2017 - Elsevier
The present article offers an empirical assessment of the degree and the structure of price
dependence between wholesale and retail market levels in the US beef industry, while …

Price dependence among the major EU extra virgin olive oil markets: a time scale analysis

D Panagiotou, A Stavrakoudis - Review of Agricultural, Food and …, 2023 - Springer
The goal of this study is to assess the strength and mode of price dependence by time scale,
among the extra virgin olive oil markets of Italy, Spain, and Greece. These three …

[PDF][PDF] The Journal of Economic Asymmetries

D Panagiotou, A Stavrakoudis - stavrakoudis.econ.uoi.gr
The present article offers an empirical assessment of the degree and the structure of price
dependence between wholesale and retail market levels in the US beef industry, while …

[PDF][PDF] Integration of the EU broiler meat markets–Application of Regular Vine Copulas

MK Carlson, AN Rezitis - 2018 - ageconsearch.umn.edu
This article examines the degree and structure of price dependence in the major broiler
meat markets within the European Union. The state of play for the EU broiler meat sector has …

Survival Amblard-Girard copulas

E Stoica - 2018 - hal.science
A copula is a function that completely describes the dependence structure between the
marginal distributions. One of the most important para-metric family of copulas is the Farlie …

Using rotations to build non symmetric extensions of Amblard-Girard copulas

E Stoica - 2018 - hal.science
A copula is a function that completely describes the dependence structure between the
marginal distributions. One of the most important para-metric family of copulas is the Farlie …