A fishing expedition in the Mekong Delta: Market volatility and price substitutes for Vietnamese fresh water fish

Tu van Binh and Michel Dumont

Working Papers from University of Antwerp, Faculty of Business and Economics

Abstract: In this paper the Vietnamese fresh water fish product market is examined, using time series data from An Giang province in Vietnam, for the period from January 2004 to December 2005. Daily price volatility is analyzed using univariate Generalised Autoregressive Conditional Heteroskedasticity (GARCH). Subsequently, a Vector Autoregressive Model (VAR) is used to estimate the relationship between tra fish cultured in pond, tra fish cultured in cage, basa fish, tilapia and snakehead fish, and potential substitute products such as chicken, beef and pork.

Pages: 26 pages
Date: 2008-03
New Economics Papers: this item is included in nep-agr
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repository.uantwerpen.be/docman/irua/935e75/63548ca6.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ant:wpaper:2008002

Access Statistics for this paper

More papers in Working Papers from University of Antwerp, Faculty of Business and Economics Contact information at EDIRC.
Bibliographic data for series maintained by Joeri Nys ().