文章基本信息

标题：Volatility Spillover Effects in Greek Consumer Meat Prices
本地全文：下载
作者：Rezitis, Anthony N.
期刊名称：Journal of Food Distribution Research
印刷版ISSN：0047-245X
出版年度：2003
页码：29-36
出版社：Food Distribution Research Society
摘要：This paper investigates volatility spillover effects, i.e. 'meteor showers' and 'heat waves', across consumer meat prices for lamb, beef, pork, and poultry. The empirical analysis used the methodology of the Generalized Autoregressive Conditional Heteroskedastic (GARCH) approach. The empirical results support the presence of significant 'meteor shower' and 'heat wave' effects across the four meat categories under consideration.