An analysis of price and volatility transmission in butter, palm oil and crude oil markets

An analysis of price and volatility transmission in butter, palm oil and crude oil markets

Abstract Recent changes to the common agricultural policy (CAP) saw a shift to greater market orientation for the EU dairy industry. Given this reorientation, the volatility of EU dairy commodity prices has sharply increased, creating the need to develop proper risk management tools to protect farme...

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Bibliographic Details
Main Authors: Dennis Bergmann, Declan O’Connor, Andreas Thümmel
Format: Article
Language:English
Published: SpringerOpen 2016-11-01
Series:Agricultural and Food Economics
Subjects:
Volatility transmission
Price transmission
Dairy industry
Palm oil
Multivariate GARCH
VAR
Online Access:http://link.springer.com/article/10.1186/s40100-016-0067-4

Internet

http://link.springer.com/article/10.1186/s40100-016-0067-4

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