Degree Type

Creative Component

Semester of Graduation

Fall 2020

Department

Economics

First Major Professor

Elizabeth Hoffman

Degree(s)

Master of Science (MS)

Major(s)

Agricultural Economics

Abstract

This study aims to ascertain the possible existence of integration between the hog markets in China and the United States. Using national monthly data from January 2000 to December 2014, our results indicate that hog prices between China and the U.S. are cointegrated. Such a result suggests no arbitrage between the two markets. We discuss the reasons why such arbitrage abandons; and conclude that it can be postulated the empirical evidence in integrated U.S. soybean prices alongside other factors may contribute to this result.

Copyright Owner

Tian Jiacheng

File Format

PDF

Embargo Period (admin only)

12-8-2020

1

Included in

Econometrics Commons

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