PRICE VOLATILITY SPILLOVER IN THE AGRICULTURAL PRODUCTS MARKETS: THE CASE STUDY OF MEET MARKETS IN EAST AZERBAIJAN PROVINCE

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

GHAHREMANZADEH MOHAMMAD; ESHTIYAGHI MOHADESEH; PISHBAHAR ESMAEIL; DASHTI GHADER

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: AGRICULTURAL ECONOMICS: IRANIAN JOURNAL OF AGRICULTURAL ECONOMICS (ECONOMICS AND AGRICULTURE JOURNAL) Year:2014 | Volume:8 | Issue:1 Page(s): 1-19

Download Full-Text

Persian Verion

View:

1,059

Download:

Cites:

Information Journal Paper

Title

PRICE VOLATILITY SPILLOVER IN THE AGRICULTURAL PRODUCTS MARKETS: THE CASE STUDY OF MEET MARKETS IN EAST AZERBAIJAN PROVINCE

Author(s)

GHAHREMANZADEH MOHAMMAD | ESHTIYAGHI MOHADESEH | PISHBAHAR ESMAEIL | DASHTI GHADER | Issue Writer Certificate

Keywords

MUTTONQ2

MV-TGARCH MODELQ2

PRICE VOLATILITY SPILLOVERQ2

BEKK TECHNIQUEQ2

Abstract

The purpose of present study is to analysis PRICE VOLATILITY SPILLOVER effects on vertical levels of MUTTON markets in East Azerbaijan province, among three levels of inputs and the MUTTON retail and farm levels. Thus, the Multivariate Threshold Generalized Autoregressive Conditional Heteroskedasticity (MV-TGARCH) model by BEKK TECHNIQUE was used whit weekly price data from 1377 to 1390. The results showed that the highest rate of PRICE VOLATILITY SPILLOVERs bidirectional occurs from the production inputs market to MUTTON retail market and the lowest is from MUTTON market to the production inputs. As to be considered that the supply factors cause creation of price fluctuations in MUTTON market more than demand factors. Therefore controlling price fluctuations of production inputs can help to manage price risk in the MUTTON market. So focus on supply-side factors of the lamb to controlling price volatility in this market is recommended.

Cites

SPILLOVER EFFECTS OF MEAT PRICES VOLATILITY IN IRAN

References

No record.

Cite

APA: Copy

GHAHREMANZADEH, MOHAMMAD, ESHTIYAGHI, MOHADESEH, PISHBAHAR, ESMAEIL, & DASHTI, GHADER. (2014). PRICE VOLATILITY SPILLOVER IN THE AGRICULTURAL PRODUCTS MARKETS: THE CASE STUDY OF MEET MARKETS IN EAST AZERBAIJAN PROVINCE. AGRICULTURAL ECONOMICS: IRANIAN JOURNAL OF AGRICULTURAL ECONOMICS (ECONOMICS AND AGRICULTURE JOURNAL), 8(1), 1-19. SID. https://sid.ir/paper/124420/en

Vancouver: Copy

GHAHREMANZADEH MOHAMMAD, ESHTIYAGHI MOHADESEH, PISHBAHAR ESMAEIL, DASHTI GHADER. PRICE VOLATILITY SPILLOVER IN THE AGRICULTURAL PRODUCTS MARKETS: THE CASE STUDY OF MEET MARKETS IN EAST AZERBAIJAN PROVINCE. AGRICULTURAL ECONOMICS: IRANIAN JOURNAL OF AGRICULTURAL ECONOMICS (ECONOMICS AND AGRICULTURE JOURNAL)[Internet]. 2014;8(1):1-19. Available from: https://sid.ir/paper/124420/en

IEEE: Copy

MOHAMMAD GHAHREMANZADEH, MOHADESEH ESHTIYAGHI, ESMAEIL PISHBAHAR, and GHADER DASHTI, “PRICE VOLATILITY SPILLOVER IN THE AGRICULTURAL PRODUCTS MARKETS: THE CASE STUDY OF MEET MARKETS IN EAST AZERBAIJAN PROVINCE,” AGRICULTURAL ECONOMICS: IRANIAN JOURNAL OF AGRICULTURAL ECONOMICS (ECONOMICS AND AGRICULTURE JOURNAL), vol. 8, no. 1, pp. 1–19, 2014, [Online]. Available: https://sid.ir/paper/124420/en

Related Journal Papers