Mean and volatility spillover effects in Greek producer-consumer meat prices

被引：11

作者：

Rezitis, A ^{[1
]}

机构：

[1] Univ Ioannina, Sch Nat Resources Enterprise Management, Dept Farm Org Management, Agrinion 30100, Greece

来源：

APPLIED ECONOMICS LETTERS | 2003年 / 10卷 / 06期

关键词：

D O I：

10.1080/1350485032000081299

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This study investigates causality, price transmission and volatility spillover effects between producer and consumer prices in lamb, beef, pork and poultry markets in Greece, using the methodology of the Generalized Autoregressive Conditional Heteroscedastic (GARCH) approach. The empirical findings indicate significant price effects in the markets under consideration.

引用

页码：381 / 384

页数：4

共 11 条

[1] Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis
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ECONOMICS BULLETIN, 2011, 31 (02): : 1439 - 1450
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[9] To What Extent are Stock Returns Driven by Mean and Volatility Spillover Effects? - Evidence from Eight European Stock Markets
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REVIEW OF ECONOMIC PERSPECTIVES, 2013, 13 (01) : 3 - 29
[10] Oil Price Pass-Through Into Consumer and Producer Prices With Monetary Policy in China: Are There Non-linear and Mediating Effects
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FRONTIERS IN ENERGY RESEARCH, 2020, 8

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