PL EN


2010 | 2 | 2 | 48-59
Article title

Collusion and seasonality of market price - A case of fixed market shares

Content
Title variants
Languages of publication
EN
Abstracts
EN
The paper develops a simple supergame model of collusion that focuses on the role of fixed (exogenous to game played) system of quantity market shares. Conclusions implied by the model could be used to motivate data - saving markers of collusion based on market price behavior. Following conclusions of the theoretical model we propose marker of collusion based on detecting changes in seasonal parameters of prices in periods of possible collusion. An empirical application of method has been done on well known data of Lysine cartel case.
Year
Volume
2
Issue
2
Pages
48-59
Physical description
Contributors
  • Prague Development Center s.r.o., Bořivojova 1081 / 40, 130 00, Prague 3 - Žižkov, Czech Republic
References
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.cejsh-c0385f32-813d-4f28-a019-2eea1cf14f84
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