Mean and Volatility Spillover Effects in Greek Producer-Consumer Meat Prices

Rezitis, Anthony N.

Abstract

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Mean and Volatility Spillover Effects in Greek Producer-Consumer Meat Prices

Anthony N. Rezitis

University of Western Greece - Department of Business Administration of Food and Agricultural Products

June, 23 2008

Applied Economics Letters, Vol. 10, No. 6, 2003

Abstract:
This study investigates causality, price transmission and volatility spillover effects between producer and consumer prices in lamb, beef, pork and poultry markets in Greece, using the methodology of the Generalized Autoregressive Conditional Heteroscedastic (GARCH) approach. The empirical findings indicate significant price effects in the markets under consideration.

Accepted Paper Series

Date posted: June 23, 2008

Suggested Citation

Rezitis, Anthony N., Mean and Volatility Spillover Effects in Greek Producer-Consumer Meat Prices (June, 23 2008). Applied Economics Letters, Vol. 10, No. 6, 2003. Available at SSRN: http://ssrn.com/abstract=1150169

Contact Information

Anthony N. Rezitis (Contact Author)

University of Western Greece - Department of Business Administration of Food and Agricultural Products ( email )

2. G. Seferi Str.
Agrinio, 30100
Greece