Original Article

Statistical Investigation on Market Cointegration and Causality of Price Signals among Selected Markets of Major Oilseeds in Andhra Pradesh

Year: 2025 | Month: December | Volume 70 | Issue 4

References (10)

Bannor, R.K. and Sharma, M. 2015. Spatial price transmission in groundnut markets of Rajasthan. Indian Journal of Economics and Development, 11(4): 851-860.

View at Google Scholar

Dey, T., Ahmed, S. and Islam, M.A. 2021. Relationships of tree height-diameter at breast height (DBH) and crown diameter-DBH of Acacia auriculiformis plantation. Asian Journal of Forestry, 5(2).

View at Google Scholar

Dickey, D.A. and Fuller, W.A. 1979. Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a): 427-431.

View at Google Scholar

Engle, R.F. and Granger, C.W. 1987. Co-integration and error correction: representation, estimation, and testing. Econometrica: Journal of the Econometric Society, pp. 251-276.

View at Google Scholar

Ghafoor, A., Mustafa, K. and Mushtaq, K. 2009. Cointegration and causality: An application to major mango markets in Pakistan. The Lahore Journal of Economics, 14(1): 85-113.

View at Google Scholar

Johansen, S. 1988. Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control, 12(2- 3): 231-254.

View at Google Scholar

Nayak, A., Lokesha, H. and Gracy, C.P. 2020. Co-integration of groundnut markets in India with special reference to Karnataka State. Current Journal of Applied Science and Technology, 39(18): 14-20.

View at Google Scholar

Paul, R.K., Saxena, R., Chaurasia, S. and Rana, S. 2015. Examining export volatility, structural breaks in price volatility and linkages between domestic and export prices of onion in India. Agricultural Economics Research Review, 28: 101-116.

View at Google Scholar

Sinha, K., Paul, R.K. and Bhar, L.M. 2016. Price transmission and causality in major onion markets of India. Journal of the Society for Application of Statistics in Agriculture and Allied Sciences, 1(2): 35-40.

View at Google Scholar

Suthar, B., Pundir, R.S. and Baldodiya, V. 2023. Price behaviour of groundnut in major markets of India. Indian Journal of Agricultural Marketing, 37(1): 61-73.

View at Google Scholar

Economic Affairs, Quarterly Journal of Economics| In Association with AESSRA

75044854 - Visitors since February 20, 2019