The article examines the dynamic relationship between the world and the domestic market price of rice for Bangladesh given agricultural trade liberalization. A Johansen multivariate cointegration test was used, followed by an error correction model. Results show that there exists a long-run...

This study examines short-run and long-run unbiasedness within the U.S. rice futures market. Standard OLS, cointegration, and error-correction models are used to determine unbiasedness. In addition, the forecasting performance of the rice futures market is analyzed and compared to out-of-sample...