Threshold Cointegration and Price Transmission in Commodity Marketsof India
The purpose of this research work is to examine the relationships and price dynamics between agricultural commodities in India, i.e.maize, wheat, barley and soybean. Our approach is to study the long-term relationship using the method of modelling the price transmission for both linear and threshold...
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| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Government of the Russian Federation, Financial University
2023-08-01
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| Series: | Финансы: теория и практика |
| Subjects: | |
| Online Access: | https://financetp.fa.ru/jour/article/view/2301 |
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