Analysis of price volatility spillover and price transmission in Iranian rice market (Case study: Kamfiroz brand)

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.

ALIPOUR ALIREZA; MOSAVI SEYED HABIBALLAH; RAHMANI ROHAM

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:2018 | Volume:12 | Issue:2 Page(s): 45-67

Download Full-Text

Persian Verion

View:

547

Download:

Cites:

Information Journal Paper

Title

Analysis of price volatility spillover and price transmission in Iranian rice market (Case study: Kamfiroz brand)

Author(s)

ALIPOUR ALIREZA | MOSAVI SEYED HABIBALLAH | RAHMANI ROHAM | Issue Writer Certificate

Keywords

Kamfiroz RiceQ1

Price TransmissionQ2

Price VolatilityQ1

SpilloverQ1

Abstract

Rice prices, as a major component, create a link between the different levels of the market for this product, which is the main factor in determining the income level of farmers, traders and final suppliers. Therefore, the analysis of cross-price effects on each other is important in the various levels of the rice market. In this study, a case study of Kamfiroz brand was carried out to analyze and evaluate the Price Volatility Spillover and Price Transmission in the Iranian rice market. For this purpose, monthly price data for the various levels of rice market from April 1977 to December 2015 and the models of multivariate generalized autoregressive conditional heteroskedastic and vector error correction were used. The results showed that in the short run, positive Price Transmission from lower levels rice market to higher levels would not occur. Also, the producers of this product do not have enough power to positively influence the price of rice in the country's rice market. In addition, the results showed that there is a direct relationship between the lack of Price Transmission and Price Volatility Spillover in the various levels of Kamfiroz brand rice market. Finally, in order to support rice producers in Kamfiroz district, it was suggested that government market regulation policies focus on supporting the wholesale price of this product and adjusting the supply and demand of country's rice market appropriately.

Cites

No record.

References

No record.

Cite

APA: Copy

ALIPOUR, ALIREZA, MOSAVI, SEYED HABIBALLAH, & RAHMANI, ROHAM. (2018). Analysis of price volatility spillover and price transmission in Iranian rice market (Case study: Kamfiroz brand). AGRICULTURAL ECONOMICS: IRANIAN JOURNAL OF AGRICULTURAL ECONOMICS (ECONOMICS AND AGRICULTURE JOURNAL), 12(2 ), 45-67. SID. https://sid.ir/paper/124630/en

Vancouver: Copy

ALIPOUR ALIREZA, MOSAVI SEYED HABIBALLAH, RAHMANI ROHAM. Analysis of price volatility spillover and price transmission in Iranian rice market (Case study: Kamfiroz brand). AGRICULTURAL ECONOMICS: IRANIAN JOURNAL OF AGRICULTURAL ECONOMICS (ECONOMICS AND AGRICULTURE JOURNAL)[Internet]. 2018;12(2 ):45-67. Available from: https://sid.ir/paper/124630/en

IEEE: Copy

ALIREZA ALIPOUR, SEYED HABIBALLAH MOSAVI, and ROHAM RAHMANI, “Analysis of price volatility spillover and price transmission in Iranian rice market (Case study: Kamfiroz brand),” AGRICULTURAL ECONOMICS: IRANIAN JOURNAL OF AGRICULTURAL ECONOMICS (ECONOMICS AND AGRICULTURE JOURNAL), vol. 12, no. 2 , pp. 45–67, 2018, [Online]. Available: https://sid.ir/paper/124630/en

Related Journal Papers