Data/hora: 11/06/2024 10:10:25

Provedor de dados: | 31
País: | United States
Título: | Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets
Autores: | Buguk,   Cumhur; Hudson,   Darren; Hanson,   Terrill R.
Data: | 2006-09-21
Ano: | 2003
Palavras-chave: | Catfish; EGARCH; Vertical market chains; Volatility spillover; Demand and Price Analysis.
Resumo: | Price volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- and wholesale-level catfish. The exponential generalized autoregressive conditional heteroskedasticity (EGARCH) model was used to test univariate volatility spillovers for prices in the supply chain. Strong price volatility spillover from feeding material (corn, soybeans, menhaden) to catfish feed and farm- and wholesale-level catfish prices was detected.
Tipo: | Journal Article
Idioma: | Inglês

Identificador:

23744

http://purl.umn.edu/30716

Editor: | AgEcon Search
Relação: | Journal of Agricultural and Resource Economics&gt;Volume 28, Number 01, April 2003

Formato:

14

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