Modelling price transmission and volatility spillover in the Slovenian wheat market

Article English OPEN
Hassouneh, Islam; Serra, Teresa; Bojnec, Štefan; Gil Roig, José María;
  • Related identifiers: doi: 10.1080/00036846.2016.1276273
  • Subject: Q11 | Slovenia | Wheat--Slovenia | C32 | threshold model | :Enginyeria agroalimentària::Agricultura::Conreus herbacis extensius [Àrees temàtiques de la UPC] | MGARCH model | wheat | Volatility | Blat -- Eslovènia

Interdependence between first and second moments of producer and consumer wheat prices in Slovenia is assessed, in light of the recent major historical events that the country has undergone, as well as the recent rumours of cartel agreements between millers causing a de... View more
Share - Bookmark