This paper reviews the literature on price volatility transmission in vertical food markets. The
methods and major findings of the literature are discussed and avenues for future research …

Abstract Coronavirus 2019 (COVID‐19) has caused ongoing disruptions to US meat markets
via demand and supply‐side shocks. Abnormally high prices have been reported at retail …

A bivariate smooth transition vector error correction model is applied to monthly poultry price
data to analyze the effects that avian influenza has had on price transmission along the …

The objective of this work is to investigate vertical price transmission in the US beef sector.
To this end, it employs the Nonlinear ARDL model which allows prices to be tied by …

The study investigates the dynamic relationship of global crude oil and gold price in a two-
regime vector error-correction model with a single cointegrating vector and a threshold effect …

There exists a large literature on price transmission in agro‐food sectors. However, a great
majority of empirical studies focus on the existence of asymmetry and, by and large, do not …

The European small ruminants (ie sheep and goats) farming sector (ESRS) provides
economic, social and environmental benefits to society, but is also one of the most …

A regime‐switching vector error correction model is applied to monthly price data to assess
the impact of Bovine Spongiform Encephalopathy (BSE) outbreaks on price relationships …

Learning the extent of price volatility is critical to ensure the producer and consumer's
economic welfare. Hence, we have envisioned assessing the price transmission relationship …

In this study, we employ a multivariate panel error correction model (PVECM) to investigate
asymmetric price transmission among the farm, processor, and retail segments of the …