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average and spot measures of the magnitude and direction of volatility spillovers. Our methodology is based on forecast error … variance decompositions of VAR and VARMA systems of parametric and non-parametric volatility measure... …
Persistent link: https://www.econbiz.de/10012314338
The Common Agricultural Policy of the European Union (CAP) has a long tradition. After World War II, agricultural and …
Persistent link: https://www.econbiz.de/10013326392
Food price volatility has re-emerged as an important topic of political discussion since the food price crisis of 2007 …/08. Not only the observation of increasing price levels but also their apparent increased volatility on key markets (most …
Persistent link: https://www.econbiz.de/10011487745
GlobalGAP is an important private standard in the food sector. Our work consists of two essays. First essay investigates into geographic diffusion of GlobalGAP. We use a panel from 2008 to 2012 for 170 FAO member countries to analyze GlobalGAP diffusion in the agricultural sector as a whole as...
Persistent link: https://www.econbiz.de/10010530894
analysis in order to answer an important question: what is the world price for rice? Second, it explores the role of thr... …
Persistent link: https://www.econbiz.de/10010468432
In this thesis, so far insufficiently considered characteristics of long-run equilibriums in food markets are investigated. For this purpose, multivariate time series methodologies, which were developed for the estimation of long-run relationships by allowing for causality and convergence, are...
Persistent link: https://www.econbiz.de/10010223230