Market Integration and Price Dynamics under Market Shocks in European Union Internal and External Cheese Export Markets

Market Integration and Price Dynamics under Market Shocks in European Union Internal and External Cheese Export Markets

The dairy sector in the European Union (EU) has experienced policy changes and market shocks recently. Using the global vector autoregressive (GVAR) model, this paper explores regional market integration, the feedback between market shocks and price dynamics, and the link between EU’s cheese export...

Full description

Bibliographic Details
Main Authors: Huidan Xue, Liming Wang, Chenguang Li
Format: Article
Language:English
Published: MDPI AG 2022-02-01
Series:Foods
Subjects:
global vector autoregressive model
GVAR
price transmission
market integration
uncertainties
time series
Online Access:https://www.mdpi.com/2304-8158/11/5/692

Internet

https://www.mdpi.com/2304-8158/11/5/692

Similar Items