{'fraction_non_alphanumeric': 0.010968921389396709, 'fraction_numerical': 0.014625228519195612, 'mean_word_length': 5.447058823529412, 'pattern_counts': {'":': 0, '<': 0, '<?xml version=': 0, '>': 0, 'https://': 0, 'lorem ipsum': 0, 'www.': 0, 'xml': 0}, 'pii_count': 0, 'substrings_counts': 0, 'word_list_counts': {'cursed_substrings.json': 0, 'profanity_word_list.json': 0, 'sexual_word_list.json': 0, 'zh_pornsignals.json': 0}}
Networks and trade costs in commodity markets during the late nineteenth century: a new dataset and evidence


 A new dataset of weekly wheat prices during the 1898–1914 is generated. Using variance decompositions from vector autoregressive models, a network of nine wheat markets during the sample period is constructed and information spillovers between these markets are analyzed. Our results indicate that trade costs are a significant determinant of the relative importance of information transmission in the continental European wheat trade.