Cointegration: Implications for the market efficiencies of the high fructose corn syrup and refined sugar markets

abstract

• The dynamic relationship between the prices of refined sugar and high fructose corn syrup is investigated using cointegration econometrics. The analysis is based on observational data, and although results indicate cointegration between 1984 and 1991 for the most part, alternative explanations for empirical regularities may exist and should be the subject of future research.

authors

• Bessler, David

published proceedings

• APPLIED ECONOMICS

author list (cited authors)

• Williams, O., & Bessler, D. A.

citation count

• 6

complete list of authors

• Williams, O||Bessler, DA

publication date

• February 1997

publisher

• Taylor & Francis  Publisher

published in

• Applied Economics  Journal

Digital Object Identifier (DOI)

• 10.1080/000368497327281

start page

• 225

end page

• 232

volume

• 29

issue

• 2

URL

• http://dx.doi.org/10.1080/000368497327281