The prices of these international goods, world oil prices, exchange rates, and government policies, always influence developments in the current global era that drive domestic commodity prices. This study aims to analyze effect asymmetric price transmission on several Indonesian commodities. Asymmetric occurs if speed adjustment above or below trend is not same. Positive negative changes occur ...

the impact of price changes (at a level of market) on the other market levels (transfer of prices) will affect welfare of producers, marketing agents as well as consumers. in this study, asymmetric tea market is investigated through an application of johansen co-integration analysis and error correction model (ecm model) to time series of 1976-2009. co integration method used in the import mark...

We study price transmission processes within EU pork markets after the implementation of the EU single market in 1993. We compare results derived from nonparametric regressions with those obtained using alternative non-linear threshold models. Both techniques support the hypothesis that prices are transmitted across spatially separate EU pig markets and provide evidence for asymmetric price adj...