Price volatility transmission among cereal markets. The evidences for Turkey
The purpose of this study is to examine the price volatilities in corn, wheat and barley markets in Turkey, and to analyze the volatility transmission across the prices of these commodities. The Baba-Engle-Kraft-Kroner (BEKK) version of the multivariate Generalized Autoregressive Heteroskedastic (MG...
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| Format: | Article |
| Language: | English |
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Bologna University press
2018-09-01
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| Series: | New Medit |
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| Online Access: | https://newmedit.iamb.it/2018/09/15/price-volatility-transmission-among-cereal-markets-the-evidences-for-turkey/ |