scholarly journals Transmisión de precios en los mercados regionales de ovino en España

2011 ◽  
Vol 3 (1) ◽  
pp. 71 ◽  
Author(s):  
L. Boshnjaku ◽  
B. Ben-Kaabia ◽  
José M. Gil
Keyword(s):  
Time Series ◽  
Multivariate Time Series ◽  
Commodity Markets ◽  
Time Series Models ◽  
The North ◽  
Long Run ◽  
Stochastic Properties ◽  
Price Relationships

The analysis of price relationships in commodity markets provides an approximate idea on markets performance as well as allows the researcher to analyze price responses to unanticipated shocks. The objective of this paper is to explore price relationships in geographical separated markets in the Spanish lamb sector. The methodology used is based on the specification of multivariate time series models which are flexible enough to take into account the stochastic properties of data, the multivariate nature of price relationships and to distinguish between short- and long-run horizons. Results indicate that lamb markets in Spain are strongly related being Zafra the leading market. The influence of Zafra is substantial in the southern markets while in the North, the Lonja del Ebro could be considered as the most representative market.

scholarly journals Impact of Crude Prices on Retail Prices – A Time Series Analysis

2019 ◽  
Vol 8 (2S7) ◽  
pp. 606-612
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Crude Oil ◽  
Energy Demand ◽  
Multivariate Time Series ◽  
Secondary Data ◽  
Series Analysis ◽  
Long Run ◽  
The Uk ◽  
The Impact

The UK has emerged as one of the largest producers of petroleum in the world. A significant amount of petroleum is used for fulfilling the energy demand within the country. However, the country witnessed a different trend from 2015. This is mainly due to the increase in imports of petroleum in order to meet domestic needs. To this, there is a need to identify the impact of changes exist in petrol and crude oil prices in the UK. In this context, the researcher has undertaken primary research to derive conclusions which are case specific and can comply with the research aim. The study used secondary data for the year 2015-2018 and conducted multivariate time series analysis. A series of tests including unit root, ARIMA, and co-integration tests were used to derive the results. The study found that there was an asymmetric relationship between the movements of prices of crude oil with respect to retail fuel prices in the long run. However, the study is not without limitations which are represented at the end of the study following with its future scope

Using Multivariate Time Series Models in Systemic Analysis

1992 ◽  
pp. 213-228 ◽  
Author(s):  
Klaus Ackermann ◽  
Uta Streit ◽  
Hansjörg Ebell ◽  
Arno Steitz ◽  
Ilse M. Zalaman ◽  
...  
Keyword(s):  
Time Series ◽  
Multivariate Time Series ◽  
Time Series Models ◽  
Systemic Analysis
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