Spatial Integration of Pig Meat Markets in the EU: Complex Network Analysis of Non-linear Price Relationships

DOI10.1007/978-3-030-56219-9_6MaRDI QIDQ5048331zbMATH OpenOpenAlexFDO

Authors Christos J. Emmanouilides, Alexej Proskynitopoulos

Publication date 16 November 2022

Published in Contributions to Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-56219-9_6

zbMATH Keywords

generalized additive modelcomplex networksnon-linear Granger causalityprice relationshipsspatial market integration

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

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• Generalized additive models
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
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• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• The Stationary Bootstrap

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Uses Software

• gamair

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