法国和德国传统和有机牛奶市场的时变和频率依赖网络

IF 2.6 3区经济学 Q2 AGRICULTURAL ECONOMICS & POLICY

Australian Journal of Agricultural and Resource Economics Pub Date : 2024-11-04 DOI:10.1111/1467-8489.12596

Panos Fousekis

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引用次数: 0

摘要

这项工作调查了传统和有机牛奶市场之间的联系，在法国和德国使用灵活的tpv - var连接方法。价格连通性在市场网络的空间维度上强于在质量维度上。大部分对价格创新的调整都是在3个月的频率范围之外完成的。有机牛奶市场更有可能成为传统市场冲击的净传播者。总的连通性并没有增加。市场对之间价格溢出的强度随时间变化很大；它们的图案却没有，因此表明内部网络结构相当稳定。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

A time-varying and frequency-dependent network of conventional and organic milk markets in France and Germany

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A time-varying and frequency-dependent network of conventional and organic milk markets in France and Germany

This work investigates the linkages among conventional and organic milk markets in France and Germany using the flexible TVP-VAR connectedness approach. Price connectedness tends to be stronger in the spatial than in the quality dimension of the market network. The bulk of the adjustments to incoming price innovations are completed beyond the 3-month frequency range. Organic milk markets are more likely to be net-transmitters of shocks to conventional markets. Total connectedness has not been increasing. The strength of price spillovers between market pairs varies widely with time; their pattern does not, thus pointing to a fairly stable internal network structure.

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来源期刊

Australian Journal of Agricultural and Resource Economics 管理科学-农业经济与政策

CiteScore

6.30

自引率

0.00%

发文量

审稿时长

>24 weeks

期刊介绍： The Australian Journal of Agricultural and Resource Economics (AJARE) provides a forum for innovative and scholarly work in agricultural and resource economics. First published in 1997, the Journal succeeds the Australian Journal of Agricultural Economics and the Review of Marketing and Agricultural Economics, upholding the tradition of these long-established journals. Accordingly, the editors are guided by the following objectives: -To maintain a high standard of analytical rigour offering sufficient variety of content so as to appeal to a broad spectrum of both academic and professional economists and policymakers. -In maintaining the tradition of its predecessor journals, to combine articles with policy reviews and surveys of key analytical issues in agricultural and resource economics.