Volatility Spillover Effects in Greek Consumer Meat Prices

This paper investigates volatility spillover effects, i.e. 'meteor showers' and 'heat waves', across consumer meat prices for lamb, beef, pork, and poultry. The empirical analysis used the methodology of the Generalized Autoregressive Conditional Heteroskedastic (GARCH) approach. The empirical results support the presence of significant 'meteor shower' and 'heat wave' effects across the four meat categories under consideration.


Issue Date:
2003-01
Publication Type:
Journal Article
PURL Identifier:
http://purl.umn.edu/26421
Published in:
Agricultural Economics Review, Volume 04, Issue 1
Page range:
29-36
Total Pages:
8




 Record created 2017-04-01, last modified 2017-08-24

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