Influence of Time Series Frequency on Price Transmission Analysis - Case Study of Pork Meat

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60460709%3A41110%2F11%3A66909" target="_blank" >RIV/60460709:41110/11:66909 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Influence of Time Series Frequency on Price Transmission Analysis - Case Study of Pork Meat
Original language description
The paper deals with the problem of the time series frequency and its impact on the results of empirical analysis explaining the price transmission in selected agri-food chain. The paper is focused on position and relationship between farmers and wholesalers within the pork agri-food chain in the Czech Republic and the nature of its price transmission. Moreover, the analysis discusses the impact of the time series frequency based on example of the price transmission between farm-gate price and wholesaleprice in pork agri-food chain in the Czech Republic. The analysis is based on monthly and bi-weekly data of farm-gate price and wholesale price in period from July 2002 to October 2010, provided by Ministry of Agriculture and State Agricultural Intervention Fund. The time series of monthly data contain 100 observations while the time series of bi-weekly data contain 200 observations. The main hypothesis was defined and verified subsequently using the selected methodological tools. The V
Czech name
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Czech description
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Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Agrarian Perspectives - Proceedings of the 20th Scientific Conference
ISBN
978-80-213-2196-0
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
159-168
Publisher name
CULS Prague, Faculty of Economics and Management
Place of publication
Prague, CR
Event location
Czech University of Life Sciences Prague, CR
Event date
Sep 13, 2011
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000338036100016

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