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Price Volatility and Transmission in the Hog and Pork Markets

Keithly Jones

No 35579, 2005 Annual Meeting, February 5-9, 2005, Little Rock, Arkansas from Southern Agricultural Economics Association

Abstract: Farm, wholesale and retail price relationships for U.S. hogs are analyzed. Price transmission estimates indicate partial adjustment in each market category when price changes in any other market. This implies imperfect price transmission between the market levels. Tests of Granger no-causality show causality in hog and pork markets.

Keywords: Demand; and; Price; Analysis (search for similar items in EconPapers)
Pages: 15
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:ags:saeafl:35579

DOI: 10.22004/ag.econ.35579

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