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This paper examines the supply response of the Greek pork market. A GARCH process is used to estimate expected price … and price volatility, while price and supply equations are estimated jointly. In addition to the standard GARCH model …, several different symmetric, asymmetric, and nonlinear GARCH models are estimated. The empirical results indicate that among …
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An increased volatility of agricultural products' prices, observed in recent years, has caused a greater exposure of market participants to the market risk. The main goal of this article is to estimate the volatility of price returns in the grain legumes grown in Poland and the ground soybean...
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Includes: JAAE Manuscript Submission Guidelines; Back Cover; Southern Agricultural Economics Association Executive Committee; Membership and Subscription Information
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Includes: Front Cover, Table of Contents, Editorial Information
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The IFAMR is published quarterly by the International Food and Agribusiness Management Association (IFAMA). www.ifama.org …
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The IFAMR is published quarterly by the International Food and Agribusiness Management Association. www.ifama.org …
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