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Modelling and decomposing price volatility in the Greek meat market

Rezitis, Anthony N. - In: International journal of computational economics and … 2 (2012) 3/4, pp. 197-222

Persistent link: https://www.econbiz.de/10009756391

Principal component volatility analysis in agricultural commodity futures

Rezitis, Anthony N. - In: Applied economics letters 27 (2020) 16, pp. 1327-1333

Persistent link: https://www.econbiz.de/10012267130

Agricultural price volatility spillover effects : the case of Greece

Apergēs, Nikolaos; Rezitis, Anthony N. - In: European review of agricultural economics : ERAE 30 (2003) 3, pp. 389-406

Persistent link: https://www.econbiz.de/10001833752

Agricultural price volatility spill-over effects : a comment

Kostov, Philip; McErlean, Seamus - In: European review of agricultural economics : ERAE 31 (2004) 4, pp. 481-485

Persistent link: https://www.econbiz.de/10002532705

Price Transmission and Volatility in the Greek Broiler Sector : A Threshold Cointegration Analysis

Rezitis, Anthony N. - 2011

This article investigates the non-linear adjustment and price volatility between consumer and producer prices in the Greek broiler sector, using a threshold error correction autoregressive model and two multivariate GARCH models, i.e. DVEC(1,1) and BEKK(1,1). The results reject the null...

Persistent link: https://www.econbiz.de/10013122260

Food price volatility and macroeconomic factors : evidence from GARCH and GARCH-X estimates

Apergēs, Nikolaos; Rezitis, Anthony N. - In: Journal of agricultural and applied economics 43 (2011) 1, pp. 95-110

Persistent link: https://www.econbiz.de/10009405355

Price volatility and rational expectations in a sectoral framework commodity model : a multivariate GARCH approach

Rezitis, Anthony N.; Stavropoulos, Konstantinos S. - In: Agricultural economics : the journal of the … 42 (2011) 3, pp. 419-435

Persistent link: https://www.econbiz.de/10009010533

Price transmission and volatility in the Greek broiler sector : a threshold cointegration analysis

Rezitis, Anthony N.; Stavropoulos, Konstantinos S. - In: Journal of agricultural & food industrial organization 9 (2011) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10009512470

Asymmetric cross-market volatility spillovers : evidence from daily data on equity and foreign exchange markets

Apergēs, Nikolaos; Rezitis, Anthony N. - In: Papers in money, macroeconomics and finance : … 69 (2001), pp. 81-96

Persistent link: https://www.econbiz.de/10003361462

Investigating the interdependency of agricultural production volatility spillovers between Bangladesh, India, and Pakistan

Rezitis, Anthony N.; Ahammad, Shaikh Mostak - In: Review of urban & regional development studies : … 28 (2016) 1, pp. 32-54

Persistent link: https://www.econbiz.de/10011715617