Price interrelationships in the vegetable and tropical oils market

$53.17 plus tax (Refund Policy)

Buy Article:


The relationship between vegetable and tropical oils prices is investigated utilizing a vector autoregressive approach. Despite the apparent similarities between these oil prices in terms of their general pattern of movement over time, the relationships were not found to be strong enough to label them as 'cointegrated series'. Further analysis indicates that substitution relationships appear to drive price movements in the short run, while market-based structural factors for each of the oils are important elements in the price formation process in the long run.

Document Type: Research Article


Publication date: January 1, 1997

More about this publication?
Related content

Share Content

Access Key

Free Content
Free content
New Content
New content
Open Access Content
Open access content
Subscribed Content
Subscribed content
Free Trial Content
Free trial content
Cookie Policy
Cookie Policy
ingentaconnect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more