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

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 modelcould 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 ondetecting changes in seasonal parameters of prices in periods of possible collusion. An empiricalapplication of method has been done on well known data of Lysine cartel case.