Sino-U.S. Price Transmission in Agricultural Commodities: How Important are Exchange Rate Movements?
Maria Erlinda M. Mutuc,
Suwen Pan and
Darren Hudson ()
No 103459, 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania from Agricultural and Applied Economics Association
Commodity price transmissions between China and the U.S. are examined. The results indicate that variations in Chinese cotton and soybean prices are transmitted to U.S. cotton and soybean prices while variations in Chinese wheat and rice prices do not get transmitted to U.S. wheat and rice prices. The effects of volatilities in oil prices and in the exchange rate on the price transmission are also assessed.
Keywords: rice; soybean; cotton; wheat; China; U.S.; price transmission; exchange rate; Agricultural and Food Policy; Demand and Price Analysis; Q11; Q17 (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:ags:aaea11:103459
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