Dynamic correlation between selected cereals traded in commodity exchange market in AP Vojvodina
This paper investigates the level of pairwise dynamic correlations between prices of four agricultural commodities - corn, wheat soybean and barley that are traded in Novi Sad commodity exchange market. We use DCC-GARCH model, which is specially designed for this type or research. The results of the...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Naučno društvo agrarnih ekonomista Balkana, Beograd; Institut za ekonomiku poljoprivrede, Beograd i Akademija ekonomskih nauka, Bukurešt
2022-01-01
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| Series: | Ekonomika Poljoprivrede (1979) |
| Subjects: | |
| Online Access: | https://scindeks-clanci.ceon.rs/data/pdf/0352-3462/2022/0352-34622202395Q.pdf |