Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets

Vista sencilla de ítem
dc.creatorBuguk, Cumhur
dc.creatorHudson, Darren
dc.creatorHanson, Terrill R.
dc.date2017-04-01T15:35:17Z
dc.date.accessioned2026-07-09T04:10:17Z
dc.descriptionPrice volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- and wholesale-level catfish. The exponential generalized autoregressive conditional heteroskedasticity (EGARCH) model was used to test univariate volatility spillovers for prices in the supply chain. Strong price volatility spillover from feeding material (corn, soybeans, menhaden) to catfish feed and farm- and wholesale-level catfish prices was detected.
dc.identifierdoi:10.22004/ag.econ.30716
dc.identifierhttps://ageconsearch.umn.edu/record/30716/files/28010086.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/30716
dc.identifier.urihttp://hdl.handle.net/123456789/545885
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/30716
dc.titlePrice Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets
dc.typeText

Archivos

Colecciones

University of Minnesota