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	Provedor de dados AgEcon (1) Autor Jooste, Andre (1) Uchezuba, I.D. (1) Willemse, Johan (1) Palavra-chave Livestock Production/Industries (1) Tipo do documento Journal Article (1) Ano 2010 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Measuring Asymmetric Price and Volatility Spillover in the South African Broiler Market AgEcon Uchezuba, I.D.; Jooste, Andre; Willemse, Johan. This study investigated asymmetric price and volatility spillover in the broiler value chain. The data used for the study includes farm and retail broiler monthly prices dated from January 2000 to August 2008. The threshold autoregressive (TAR) and momentum threshold autoregressive (M-TAR) models were used to investigate asymmetry in farm-retail market prices, whereas the exponential generalised autoregressive conditional heteroskedasticity (EGARCH) model was used to measure price volatility and the volatility spillover effect between retail and farm prices. Price asymmetry was found between farm and retail prices with retail prices responding more rapidly (with a lag) to negative than positive changes in farm price. The results indicate that within one... Tipo: Journal Article Palavras-chave: Livestock Production/Industries. Ano: 2010 URL: http://purl.umn.edu/96434 Registros recuperados: 1 Primeira ... 1 ... Última

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