Price linkages in the international skim milk powder market: empirical evidence from nonparametric and time-varying copulas
Author:
Affiliation:
1. School of Economics and Finance; Massey University; Palmerston North New Zealand
2. Department of Economics; Aristotle University; Thessaloniki Greece
Publisher
Wiley
Subject
Economics and Econometrics,Agricultural and Biological Sciences (miscellaneous)
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/1467-8489.12147/fullpdf
Reference38 articles.
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2. AgriHQ Academy 2014 http://academy.agrihq.co.nz/Courses/Dairy/Global-dairy-players/Global-dairy-players-New-Zealand
3. Beghin , J. 2005 Dairy markets in Asia. An overview of recent findings and implications Centre of Agricultural and Rural Development, Iowa State University
4. When is a copula constant? A test for changing relationships;Busetti;Journal of Financial Econometrics,2011
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