Ahmed, Osama - In: New Medit 20 (2021) 5, pp. 65-83
Egypt is considered a net wheat importer, with the Egyptian market being vulnerable to future wheat markets because of … the effect future market price discovery can have on the stability of spot prices. This study assesses the relationship … between Egyptian wheat spot prices and future wheat prices in Paris (MATIF) and USA (CBOT). Markov switching-vector error …