Asymmetric price volatility transmission in remote food markets: Does it matter for domestic stabilization policies?

2020 ◽  
Vol 6 (2) ◽  
pp. 157-175
Author(s):  
Kiplimo Araap Lagat
Keyword(s):  
Price Volatility ◽  
Food Markets ◽  
Volatility Transmission ◽  
Stabilization Policies

scholarly journals Volatility of agrarian markets aimed at the price development

2011 ◽  
Vol 57 (No. 1) ◽  
pp. 35-40 ◽  
Author(s):  
D. Matošková
Keyword(s):  
Supply And Demand ◽  
Price Volatility ◽  
Variation Coefficient ◽  
Food Markets ◽  
Price Development ◽  
Volatility Transmission ◽  
The World ◽  
Food Commodities ◽  
Market Shocks ◽  
The Stability

Significant price volatility has been observed at the world agri-food markets in these latter years. It has been caused by the triggers of the so-called market shocks that negatively influenced the stability of supply and demand of agri-food commodities. The contribution analyzes the causes of the price volatility incidence, it calls attention to the potential jeopardy of the price volatility transmission on the territory of Slovakia and it finds appropriate measures for its elimination. The price volatility of the Slovak agri-food commodities was reviewed pursuant to the variation coefficient calculation in three consecutive five-year intervals.

scholarly journals Examining the determinants of global and local price passthrough in cereal markets: evidence from DCC-GJR-GARCH and panel analyses

2020 ◽  
Vol 8 (1) ◽  
Author(s):  
Jin Guo ◽  
Tetsuji Tanaka
Keyword(s):  
Food Security ◽  
Price Volatility ◽  
Least Square ◽  
Food Markets ◽  
Foreign Markets ◽  
Domestic Markets ◽  
Volatility Transmission ◽  
Self Sufficiency ◽  
Global And Local

AbstractExisting literature has not yet identified the common determinants of price volatility transmission in agricultural commodities from international to local markets and has rarely investigated the role of self-sufficiency measures in the context of national food security. We analyzed several factors to determine the degree of volatility transmission in wheat, rice and maize prices between world and domestic markets using GARCH models with dynamic conditional correlation specifications and panel feasible generalized least square models. Our findings indicate that a grain autarky system can reduce volatility passthroughs for three grain commodities. While the substitutive commodity consumption behaviour between maize and wheat buffers the volatility transmissions of both, rice does not function as a transmission-relieving element for the volatility implying that rice is not a substitute for wheat or maize consumption; grain consumption proves a more effective substitute than cereal self-sufficiency for insulating passthroughs from global markets. These findings may help the governments of developing nations to protect their domestic food markets from the uncertain movements of foreign markets and may thus improve food security.

Asymmetric Price Volatility Transmission in the Spanish Fresh Wild Fish Supply Chain

2020 ◽  
Vol 35 (1) ◽  
pp. 65-81
Author(s):  
Hugo Ferrer-Pérez ◽  
Pilar Gracia-de-Rentería
Keyword(s):  
Supply Chain ◽  
Price Volatility ◽  
Wild Fish ◽  
Volatility Transmission

Price Volatility Transmission in Food Supply Chains: A Literature Review

Agribusiness ◽  
2014 ◽  
Vol 31 (1) ◽  
pp. 3-13 ◽  
Author(s):  
Tsion Taye Assefa ◽  
Miranda P.M. Meuwissen ◽  
Alfons G.J.M. Oude Lansink
Keyword(s):  
Literature Review ◽  
Supply Chains ◽  
Food Supply ◽  
Price Volatility ◽  
Volatility Transmission ◽  
Food Supply Chains

Multivariate GARCH To Measure Volatility Transmission Between Oil And Food Markets

2017 ◽  
pp. 275
Author(s):  
Farah Elias Elhannani ◽  
Aboubakeur Boussalem ◽  
Hala Belghalem
Keyword(s):  
Multivariate Garch ◽  
Food Markets ◽  
Volatility Transmission
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