PRICE RELATIONSHIPS IN THE U.S. FIBER MARKETS: ITS IMPLICATIONS FOR COTTON INDUSTRY

Suwen Pan, Samarendu Mohanty and Mohamadou L. Fadiga

No 22138, 2003 Annual meeting, July 27-30, Montreal, Canada from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: The paper examined the price relationship between cotton and polyester. The results provide strong evidence of long term price transmissions and granger causality between cotton and polyester price as well as the asymmetry transmissions for cotton on cotton, cotton on polyester, and polyester on polyester price. However, we did not find any evidence that there exists asymmetry transmission for polyester price on cotton price. Our results also did not support the contemporaneous effects hypothesis between polyester price and cotton price.

Keywords: Demand; and; Price; Analysis (search for similar items in EconPapers)
Pages: 15
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/22138/files/sp03pa03.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea03:22138

DOI: 10.22004/ag.econ.22138

Access Statistics for this paper

More papers in 2003 Annual meeting, July 27-30, Montreal, Canada from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().