Analysis of price interactions between Czech and world wheat markets

The paper is focused on the analysis of the price interactions between the Czech and world markets for the wheat. The long-term interactions of the wheat market prices were tested by means of the co-integration analysis (Engle-Granger test). The dynamic autoregressive model developed by the author w...

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Bibliographic Details
Main Author: Pavel Syrovátka
Format: Article
Language:English
Published: Mendel University Press 2010-01-01
Series:Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
Subjects:
Online Access:https://acta.mendelu.cz/58/6/0533/