Can Mastitis ‘Contaminate’ Poultry? Evidence on the Transmission of Volatility between Poultry and Other Commodity Prices
| dc.creator | Nourou, Mohammadou | |
| dc.date | 2017-04-01T19:54:39Z | |
| dc.date.accessioned | 2026-07-09T09:25:48Z | |
| dc.description | This paper analyzes the volatility transmission between poultry and other commodity prices. The main question it addresses is as follows: Is there any commonality in the volatility processes of poultry and other agricultural food commodities’ prices? Using standard dispersion indicators to measure the degree of poultry prices volatility and the GARCH-type models to specify poultry international price volatility at time ‘t’ as a function of lagged shocks, we obtain the following results: poultry prices experienced less volatility in recent years relatively to other commodity prices; and the transmission of price volatility from other commodities to poultry prices is rather weak. These results could help to design better risk management tools in agribusiness. | |
| dc.identifier | Other:ISSN #: 1559-2448 | |
| dc.identifier | doi:10.22004/ag.econ.207010 | |
| dc.identifier | https://ageconsearch.umn.edu/record/207010/files/2014009013.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/207010 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/608843 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/207010 | |
| dc.title | Can Mastitis ‘Contaminate’ Poultry? Evidence on the Transmission of Volatility between Poultry and Other Commodity Prices | |
| dc.type | Text |