VOLATILITY SPILLOVER EFFECTS IN THE EXTRA VIRGIN OLIVE OIL MARKETS OF THE MEDITERRANEAN

VOLATILITY SPILLOVER EFFECTS IN THE EXTRA VIRGIN OLIVE OIL MARKETS OF THE MEDITERRANEAN

The objective of this study is to assess the existence and magnitude of volatility spillovers between the extra virgin olive oil markets of Italy, Spain and Greece. These three Mediterranean countries are responsible for 95% of olive oil production within the European Union and they account for m...

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Bibliographic Details
Main Author:	Dimitrios Panagiotou
Format:	Article
Language:	English
Published:	International Journal of Food and Agricultural Economics 2015-07-01
Series:	International Journal of Food and Agricultural Economics
Subjects:	Olive oil Mediterranean Spillovers GARCH – BEKK
Online Access:	http://www.foodandagriculturejournal.com/vol3.no3.pp63.pdf

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