Rembeza, Jerzy
Powiązanie cen produktów rolnych pomiędzy rynkiem polskim a rynkami UE
Price linkages between Polish and EU agricultural markets
Zeszyty Naukowe SGGW w Warszawie - Problemy Rolnictwa Światowego, 2006, vol.15, nr , s. 198-204
Key words
cointegration agricultural prices
Abstract
The purpose of this study is to provide evidence on the relationships between prices of some agricultural products in Poland, Germany and France. The study is based on monthly price series of wheat, barley and milk. Findings show an existence of causal relationships between investigated markets, especially wheat markets. Results for the period 1995-2000 generally tend to show a lower degree of price transmission compared to the period 2001-2005, as might be expected.