Dissertation
THREE APPLICATIONS OF TIME-SERIES ECONOMETRICS: ASSESSING COMMODITY PRICE RISK, FOOD PRICE INFLATION, AND MARKET INTEGRATION
Washington State University
Doctor of Philosophy (PhD), Washington State University
05/2024
DOI:
https://doi.org/10.7273/000006584
Abstract
The three chapters contained in this dissertation examine crop and food markets in the United States. The first chapter explores strategies for forecasting realized price volatility in commodity futures markets. This chapter also investigates whether price risk is solely a function of time length.
The second chapter assesses the pass-through cost of commodity price changes to retail food prices during the re-opening phase of the COVID-19 pandemic between 2021 and 2023. The second chapter also explores the impact of higher food transportation and distribution costs on retail food prices.
The third chapter investigates the interdependence between organic and conventional food markets, with a focus on Hass avocados in the United States. Chapter three begins by examining the relationship between organic market share and the organic price premium, and subsequently analyzes the stability of the organic price premium through an investigation of retail market integration.
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Details
- Title
- THREE APPLICATIONS OF TIME-SERIES ECONOMETRICS
- Creators
- Namloc Khac Nguyen
- Contributors
- T. Randall Fortenbery (Chair)Wesley Blundell (Committee Member)Jeffrey Luckstead (Committee Member)
- Awarding Institution
- Washington State University
- Academic Unit
- Economic Sciences, School of
- Theses and Dissertations
- Doctor of Philosophy (PhD), Washington State University
- Publisher
- Washington State University
- Number of pages
- 204
- Identifiers
- 99901122438801842
- Language
- English
- Resource Type
- Dissertation