Forecasting of onion (Allium cepa) price and volatility movements using ARIMAX-GARCH and DCC models
In the present investigation an attempt has been made to forecast and understand the volatility transmission in onion prices for three vital markets in Maharashtra, viz. Lasalgaon, Pune and Nagpur. The ARIMAX-GARCH model was employed to estimate mean and volatility among the different markets and al...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Indian Council of Agricultural Research
2020-09-01
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| Series: | The Indian Journal of Agricultural Sciences |
| Subjects: | |
| Online Access: | https://epubs.icar.org.in/index.php/IJAgS/article/view/104384 |