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Record W3122256206

Short- and long-run relationships between Ukrainian barley and world feed grain export prices

2013· preprint· en· W3122256206 on OpenAlexaboutno aff
Kateryna Goychuk, William H. Meyers

Bibliographic record

VenueRePEc: Research Papers in Economics · 2013
Typepreprint
Languageen
FieldAgricultural and Biological Sciences
TopicAgriculture Market Analysis Ukraine
Canadian institutionsnot available
Fundersnot available
KeywordsCointegrationUkrainianEconomicsError correction modelAgricultural economicsShort runMonetary economicsEconometrics
DOInot available

Abstract

fetched live from OpenAlex

Over the past decade, Ukraine has become an important player in the international feed grain market. From 2004/05 to 2012/13 it exported on average 25 percent of the total world barley annually, less than a percent lower than the largest barley exporter in the world - Australia. This research summarizes the short- and long-run barley price dynamics between Ukraine, and other major barley exporters - Australia, European Union (EU), and Canada – from 2004 to 2010. We also include U.S. corn prices to check if there is any long-run relationship between these two feed grain prices. Tests of market price cointegration (Johansen ML test and residual-based tests) and threshold error correction techniques were performed for this purpose. The results suggest that the cointegrated pairs of prices are Ukraine-Australia, Ukraine-France, Australia-Canada, and Australia-France. The estimated long-run barley price transmission elasticity is 0.71 between Ukrainian and French (a representative country of the EU) barley prices, 0.59 between Australian and Ukrainian barley prices, 0.54 between Canadian and Australian barley prices, and 0.57 between Australian and Canadian barley prices. We also found the short-term relationships between the cointegrated prices to be statistically significant. Moreover, Ukrainian barley prices were found to be weakly exogenous with regards to the Australian and French barley prices in the analyzed period, while Australian barley price is weakly exogenous with regards to the French barley price. Price adjustments in all cointegrated price series were found to be symmetric.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.042
Threshold uncertainty score0.083

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.050
GPT teacher head0.279
Teacher spread0.229 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2013
Admission routes1
Has abstractyes

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