Volatility Spillover Effects in Greek Consumer Meat Prices

Anthony Rezitis

Agricultural Economics Review, 2003, vol. 04, issue 01, 8

Abstract: This paper investigates volatility spillover effects, i.e. 'meteor showers' and 'heat waves', across consumer meat prices for lamb, beef, pork, and poultry. The empirical analysis used the methodology of the Generalized Autoregressive Conditional Heteroskedastic (GARCH) approach. The empirical results support the presence of significant 'meteor shower' and 'heat wave' effects across the four meat categories under consideration.

Keywords: Demand; and; Price; Analysis (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (15)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:aergaa:26421

DOI: 10.22004/ag.econ.26421

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