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
Copyright Year
2020
File Format
Embargo Period (admin only)
12-8-2020
Recommended Citation
Tian, Jiacheng, "Integration of Hog Market between China and the United States 2000-2014" (2020). Creative Components. 685.
https://lib.dr.iastate.edu/creativecomponents/685
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