This paper examines the price linkages of the frozen skipjack tuna market for canneries across six different countries in the world-Abidjan in Cote D'Ivore/Dakar in Senegal, Puerto Rico, Vigo in Spain, Shimizu in Japan, Yaizu in Japan, Bangkok in Thailand. An augumented Dickey-Fuller (ADF) test for the statistics of each of the price variables is conducted. Results show that six price series of skipjack market in the world are all integrated in degree one, I e I(1). An error-correction model for analyzing the linkages between six countries is specified to identify the efficiency of the import market. The empirical results confirm the market cointegration hypothesis.