This dissertation consists of three studies that focus on price transmission analyses. The first study investigates the vertical transmission processes among the prices of Taiwanese pork, chicken, hen eggs, international crop prices, and ocean freight rates with monthly data from 2001-2017. Using the Engle-Granger two-step and Johansen methodologies, the study confirmed that the farm-gate prices of livestock products were cointegrated with the export prices of the U.S. and Brazilian corn and soybeans and the Baltic Dry Index (BDI). Consequently, the Enders-Siklos threshold cointegration and nonlinear autoregressive distributed lag approaches were used to test for asymmetric effects on the speeds of price adjustment and the magnitude of price transmission, respectively. The empirical results indicate that the U.S. soybean and corn prices have a nonlinear long-run effect on Taiwanese pork and hen egg prices respectively when the U.S. corn prices and BDI have a nonlinear long-run effect on Taiwanese chicken prices. The second study investigated dynamic relationships among Taiwanese live eel, vegetable soybean (edamame), and feather and down prices and their major competitors' prices in the Japanese market. For this purpose, vector error correction models were estimated. Directed acyclic graphs based on the PC algorithm characterized the contemporaneous causal relationships among major competitor's prices from different countries. The empirical results reveal that Chinese prepared eel prices dominate the other competitors' prices except for the prepared eel prices from Shizuoka Prefecture. For the Japanese edamame market, domestic edamame prices are almost independent of import prices, and Chinese and Thai prices have a significant effect on Taiwanese prices. For the Japanese feather and down market, Chinese and French feather and down prices have a stronger influence on Taiwanese feather and down prices. The third study estimated the U.S. banana import demand disaggregated by exporting countries and offered a comparison of short-term forecasting ability of the inverse national bureau of research (INBR), dynamic inverse almost ideal demand system (DIAIDS) models, and their directed graphical models (DGMs). According to four measures of forecast accuracy, the DGM-DIAIDS model performs the best, whereas the DGM-INBR model performs the worst. In the short run, all Marshallian own-quantity frequencies estimates were less than one in absolute value, indicating that the fresh bananas of six exporting countries are price inflexible. In addition, all statistically significant Marshallian cross-quantity frequencies were found to be negative. This means that bananas from two different exporting countries are gross quantity-substitutes. Finally, the scale frequencies show that the Banana prices from six exporting countries are significantly affected by the quantity of total import bananas.
