Determinants of food price volatility in Nigeria
In this paper we examined the determinants of food price volatility in Nigeria using monthly data from January, 1997 to April, 2017. We employed the multivariate GARCH approach to evaluate the level of interdependence and the dynamics of volatility across these markets. In particular, the Baba-Engle...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2018-12-01
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| Series: | Agricultura Tropica et Subtropica |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/ats-2018-0019 |