The study explores a long memory conditional volatility model on international grain markets, demonstrating importance of modeling both temporal effects of volatility and long memory process. This study adopts six different volatility models, nested in an ARMA(p,q)- FIGARCH(P,D,Q), to capture...

This paper is Selected for presentation at the Southern Agricultural Economics Association Annual Meeting, Atlanta, Georgia, January 31-February 3, 2009. The research is partially funded by ERS/USDA China Project and Social Science Fund of Jiangsu Province in China. The authors are grateful for...

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This article addresses the dynamic impact of the 2005 H5N1 avian influenza outbreak on the Turkish poultry sector. Contemporary time-series analyses with historical decomposition graphs are used to address differences in monthly price adjustments between market levels along the Turkish poultry...

The study explores a long memory conditional volatility model on international grain markets, demonstrating importance of modeling both temporal effects of volatility and long memory process. This study adopts six different volatility models, nested in an ARMA(p,q)- FIGARCH(P,D,Q), to capture...

This paper is Selected for presentation at the Southern Agricultural Economics Association Annual Meeting, Atlanta, Georgia, January 31-February 3, 2009. The research is partially funded by ERS/USDA China Project and Social Science Fund of Jiangsu Province in China. The authors are grateful for...

The IFAMR is published quarterly by the International Food and Agribusiness Management Association (IFAMA). www.ifama.org

The development of global agricultural market has been at the forefront of professional studies. Expert opinions have quite differing views as to whether the world’s food production will be able to supply (and under what circumstances) the huge demand of growing population. Our paper provides...

Domestically produced poultry products in United Arab Emirates (UAE) are mostly marketed fresh. The objective of this research was to analyze the economic performance of the production supply chain and estimate consumers’ Willingness to Pay (WTP) higher prices for fresh/chilled and...