Search Results - subject_exact:"Price convergence"

European electricity wholesale price convergence : investigating flow-based market coupling efficiency

Léchenet, Amady - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015509227

Dynamic price transmission from SHFE to Thai rubber markets : a cointegration-ECM and machine-learning analysis

Pinitjitsamut, Montchai - 2026

This study examines the dynamic transmission of international rubber prices along the SHFE-FOB Bangkok-local farm-gate chain in Thailand using weekly data and an integrated econometric-machine-learning framework. Engle-Granger cointegration tests reveal a stable long-run equilibrium in which...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625826

Multi-market trading and overnight price discovery : evidence from American Depository Receipts

Hoang Lai Trung; Duc Hong Vo - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015667491

Pricing-to-market in business cycle models

Drozd, Lukasz A.; Kolasa, Marcin; Nosal, Jaromir - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015669379

How far are we from the single market in Europe? : an analysis of price level convergence

Hukkinen, Juhana; Virén, Matti E. E. - 2026

This paper examines price level differences and their evolvement over time across the European Union to find out how far we are from the Single Market that is cornerstone of European integration. The central question is how large these differences are and how they have evolved during the EMU...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015666634

The effects of temporal data aggregation on price transmission analysis

Hoffmann, Clemens; Cramon-Taubadel, Stephan von - 2026

Applied price transmission analysis is often carried out with temporally aggregated data. However, the effects of temporal aggregation on estimation and interpretation are largely ignored in the price transmission literature. Following Marcelino (1999) we show how temporal aggregation affects...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015666764

Co-movement between stock markets, energy markets and geopolitical risk : evidence from the Russo-Ukrainian conflict period

Hassene, Ben Mbarek; Ben Mbarek, Kais - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015664269

Interconnectedness and shocks transmission between natural gas, gold, and stock markets in the GCC during financial and political instability

Al-Maadid, Alanoud; Ali, Mohamed Sami Ben; Younis, Ijaz - 2026

This study explores the dynamic interconnectedness among natural gas, gold, and stock markets across six GCC countries from 2014 to 2024, with a focus on periods of geopolitical and health crises. Using a Time-Varying Parameter Vector Autoregression (TVP-VAR) model, we identified natural gas as...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015671356

The effect of exchange rate, gold price and oil price on stock markets

Yun, Siow Xiu; Wong, Hock Tsen - 2026

This study examines the effects of the real effective exchange rate (REER), real gold price, and real oil price on real stock markets in Malaysia, Thailand, Indonesia, Singapore, and South Korea from January 2005 to August 2025 using linear Autoregressive Distributed Lag (ARDL) and Nonlinear...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015675614

Using apple products to evaluate the law of one price and exchange rate passthrough

Du Rand, Gideon; Van Lill, Dawie - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015673250

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Using Apple products to evaluate the law of one price and exchange rate passthrough

Du Rand, Gideon; Van Lill, Dawie - 2025

Book / Working Paper

Shocks, market pass-through and paddy producers' food security : evidence from Sri Lanka

Generale, Giovanni; Romano, Donato; Scognamillo, Antonio - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015676223

Price transmission dynamics in Ghana's rice market : spatial and macroeconomic analysis

Duodu, Seth Ampomah; Usui, Norio - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015676297

External price shock vulnerability in import-dependent economies : the case of the Republic of Moldova and a commodity import price index

Diavor, Mircea - 2026

This study examines the Republic of Moldova's macroeconomic vulnerability to external commodity price shocks (1992-2025) using the IMF's Commodity Import Price Index (CIPI) combined with time series analysis and a mixed-frequency VAR model linking monthly price data to quarterly GDP. Four key...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015676472

Borders and price convergence: the role of local products

Borraz, Fernando; Zipitría, Leandro - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617931

Integration of food markets in Mexico

Núñez, Héctor M. - 2025

This research examines spatial integration in Mexican regional-food markets, with an emphasis on the degree of processing. The analysis employs a pairwise approach to evaluate the convergence of price differentials for each item across city pairs. Additionally, it examines the influence of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015202424

Pricing-to-market as an example of price differentiation in European markets

Misztal, Piotr - 2025

The aim of the research is to assess the degree of the pricing-to-market (PTM) strategy used in selected European countries, focusing on selected groups of consumer goods. The study uses a literature review in the field of macroeconomics and international finance, as well as statistical and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015340187

Spillover effect of food producer price volatility in Indonesia

Theresia, Anita; Ikhsan, Mohamad; Kacaribu, Febrio Nathan; … - 2025

Food price volatility is a persistent challenge in Indonesia, where agriculture is central to food security and rural livelihoods. While price transmission has been studied, little is known about how volatility spreads sub-nationally in archipelagic economies with fragmented infrastructure. This...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015466444

European market integration and price convergence : a panel quantile regression analysis of NordLink

Bjørndal, Endre; Bjørndal, Mette; Hovdahl, Isabel; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015473089

Exchange rate offset to US trade policy : the pricing response of Chinese exporters

Khalil, Makram; Strobel, Felix - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015474264

Sourcing all the eggs from one basket : trade dependencies and import prices

Balteanu, Irina; Schmidt, Katja; Viani, Francesca - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015406740

A behavioral explanation for the puzzling persistence of the aggregate real exchange rate

Crucini, Mario J.; Shintani, Mototsugu; Tsuruga, Takayuki - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015407132

Show 8 more versions 8

A behavioral explanation for the puzzling persistence of the aggregate real exchange rate

Crucini, Mario J.; Shintani, Mototsugu; Tsuruga, Takayuki - 2021 - This version: March 2021

Edition: This version: March 2021

Book / Working Paper

A behavioral explanation for the puzzling persistence of the aggregate real exchange rate

Crucini, Mario J.; Shintani, Mototsugu; Tsuruga, Takayuki - 2021 - This version: December 2020

Edition: This version: December 2020

Book / Working Paper

A behavioral explanation for the puzzling persistence of the aggregate real exchange rate

Crucini, Mario J.; Shintani, Mototsugu; Tsuruga, Takayuki - 2020

Book / Working Paper

A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate

Crucini, Mario J.; Shintani, Mototsugu; Tsuruga, Takayuki - 2021

Book / Working Paper

A behavioral explanation for the puzzling persistence of the aggregate real exchange rate

Crucini, Mario J.; Shintani, Mototsugu; Tsuruga, Takayuki - 2021

Book / Working Paper

A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate

Crucini, Mario J.; Shintani, Mototsugu; Tsuruga, Takayuki - 2021

Book / Working Paper

A behavioral explanation for the puzzling persistence of the aggregate real exchange rate

Crucini, Mario J.; Shintani, Mototsugu; Tsuruga, Takayuki - 2021 - This version: December 2020

Edition: This version: December 2020

Book / Working Paper

A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate

Crucini, Mario J. - 2020

Book / Working Paper

Buyer market power and exchange rate pass-through

Juárez, Leticia - 2025

I derive a model-based equation relating pass-through to buyer size and estimate it on the micro transaction level data for Colombia. I find that after an exchange rate shock, sellers connected to larger buyers face more moderate changes in their prices in the seller currency (i.e., lower...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015410666

An empirical analysis of regional Phillips Curve with spatial dependence

Lasarte-Navamuel, Elena; Pérez Rivero, José L.; … - 2025

We estimate the Phillips Curve using panel data to infer the slope of the aggregate Phillips Curve for Spain. In recent years, inflation has become a puzzle for economists and monetary authorities and academic research has been more active suggesting many possible explanations to the inflation...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015410986

Local agricultural markets and external shocks : the case of Poland

Ciżkowicz, Piotr; Janecki, Jarosław; Olipra, Jakub; … - 2025

We quantify the role of individual factors in shaping the domestic prices of selected grains and oilseeds in Poland and test the hypothesis of whether a favorable supply situation can isolate the domestic market from external shocks. We carried out estimations using error correction and local...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015432138

Exchange rate pass-through to CEE inflation : SVAR approach

Táborský, František - 2025

This paper examines exchange rate pass-through (ERPT) to prices in Central and Eastern European (CEE) countries, focusing on the Czech Republic, Poland, Hungary, and Romania. We employ a Structural Vector Autoregression (SVAR) model to analyse the transmission of exchange rate shocks to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015443029

Multi-market contact in international trade : evidence from U.S. battery exporters

Boohaker, James R. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015644304

Show one more version 1

Multi-market contact in international trade : evidence from U.S. battery exporters

Boohaker, James R. - 2025

Book / Working Paper

Demonstrating that the autoregressive distributed lag bounds test can detect a long-run levels relationship when the dependent variable is I(0)

Stewart, Chris - 2025

The autoregressive distributed lag bounds t-test and F-test for a long-run relationship that allows level variables to be either I(1) or I(0) is widely used in the literature. However, a long-run levels relationship cannot be detected when the dependent variable is I0, because both tests will...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562087

Price transmission and asymmetry in a changing seafood supply chain

Kidane, Dejene Gizaw - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015551578

Shielding against oil shocks : contagion dynamics in Islamic versus conventional markets

Aslam, Adnan; Newaz, Mohammad Khaleq - 2025

This paper empirically examines the decoupling hypothesis by assessing the asymmetric transmissions and contagion effects of oil price shocks on Islamic and conventional stock indices in major oil-importing and -exporting countries. Using the Asymmetric Dynamic Conditional Correlation GARCH...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015552935

Comparing hops and malt price transmission in the beer value chain : evidence from Germany

Bublik, Nikolas; Hess, Sebastian - 2025

The German beer value chain has received limited attention so far, despite the country's central role in global beer production. This study investigates the price dynamics of its two key inputs-hops and malt-using monthly price data from 2015 to 2024 based on a unique dataset from a German hops...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015581904

On a pecuniary externality of competitive banking through goods pricing dispersion

Kam, Timothy; Lee, Hyungsuk; Lee, Junsang; Ng, Sam - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015583420

Exchange rate pass-through and inflation dynamics insights from post-pandemic Bangladesh

Saha, Puja Rani; Sheykh, Hasina; Ahmed, Shamim - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625309

Electricity (dis)integration? : an analysis of price convergence and its determinants in european electricity markets

Kłopecka, Kornelia; Bonar, Dawid - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015475493

Spatial price integration and spillover linkages between regional grain markets in Nigeria

Kassouri, Yacouba; Fofana, N' Zué Felix - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015481431

Cross-border producer price transmission in North American manufacturing : evidence from Canada-United States industry networks

Touré, Adam; Trépanier, Martin; Warin, Thierry - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534276

Global shocks and local sellers : Kenyan fertilizer markets' response to the fuel-fertilizer-food price crisis

Willwerth, Hanna S.; Khaemba, Colleta N.; Serra, Teresa; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015559632

Quantity competition in Hotelling's linear city

Toraubally, Waseem A. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014634203

Bank loans, trade credit and export prices : evidence from exchange rate shocks in China

Cui, Jingyuan; Guo, Xiaosheng; Juarez, Leticia - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014634283

Persistent and long-term co-movements between gender equality and global prices

Infante, Juan; Rio, Marta del; Gil-Alaña, Luis A. - 2024

This paper investigates the relationships of the Bloomberg Gender Equality Index and the MSCI World Index in global financial markets. The main objective is to analyze the degree of integration of each index from a fractional perspective for the years 2014-2021. The methodology involves...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014636175

Exchange rate pass-through to consumer prices in Sweden : the case of bilateral exchange rates

Mammos, Stefania; Stoyko, Dmytro - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014562946

An experimental analysis on cross-asset arbitrage opportunity and the law of one price

Duan, Jieyi; Hanaki, Nobuyuki - 2024

This study experimentally investigates the impact of the lack of arbitrage opportunities across different assets on the realization of the law of one price. Our experiment is based on the framework established by Charness and Neugebauer (2019) where participants, acting as traders, are involved...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015066896

Agricultural commodities' price transmission from international to local markets in developing countries

Emediegwu, Lotanna E.; Rogna, Marco - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015070083

Invoicing currency, value-added in imports, and exchange rate pass-through

Rondeau, Fabien; Yoshida, Yūshi - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071396

Export performance under domestic anti-dumping protection

Ciani, Andrea; Stiebale, Joel - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015073596

Heterogeneous buyer preferences behind rejecting the law of one price in the fine wines market

Faye, Benoît; Le Fur, Eric - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015076685

Let a small bank fail : implicit nonguarantee and financial contagion

Liu, Liyuan; Wang, Xianshuang; Zhou, Zhen - 2024

This paper examines the consequences of Chinese regulators deviating from a long-standing full bailout policy in addressing the distress of a city-level commercial bank. This policy shift led to a persistent widening of credit spreads and a significant decline in funding ratios for negotiable...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015079903