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Applied Economics Letters Volume 10, 2003 - Issue 3
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Original Articles

Food price volatility and macroeconomic factor volatility: 'heat waves' or 'meteor showers'?

Nicholas Apergis Department of Economics, University of Ioannina, Ioannina 45110, Greece
&
Anthony Rezitis Department of Economics, University of Ioannina, Ioannina 45110, Greece
Pages 155-160 | Published online: 06 Oct 2010

Citations (11)

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Yuqing Zheng, Henry W. Kinnucan & Henry Thompson. (2008) News and volatility of food prices. Applied Economics 40:13, pages 1629-1635.
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Articles from other publishers (10)

Meltem Chadwick & Meltem Bastan. (2017) News impact for Turkish food prices. Central Bank Review 17:2, pages 55-76.
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Anthony N. Rezitis & Shaikh Mostak Ahammad. (2016) INVESTIGATING THE INTERDEPENDENCY OF AGRICULTURAL PRODUCTION VOLATILITY SPILLOVERS BETWEEN BANGLADESH, INDIA, AND PAKISTAN. Review of Urban & Regional Development Studies 28:1, pages 32-54.
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금기조 & ByungRang Kim. (2015) The Effects of Deposit rate and Loan rate on the Housing Price using VECM. Global Business Administration Review 12:2, pages 181-198.
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Yen-Hsien Lee. (2014) An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models. Financial Markets and Portfolio Management 28:2, pages 165-180.
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Fardous Alom, Bert D. Ward & Baiding Hu. (2012) Modelling petroleum future price volatility: analysing asymmetry and persistency of shocks. OPEC Energy Review 36:1, pages 1-24.
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Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer & Roengchai Tansuchat. (2011) Modelling conditional correlations in the volatility of Asian rubber spot and futures returns. Mathematics and Computers in Simulation 81:7, pages 1482-1490.
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Nicholas Apergis & Anthony Rezitis. (2015) Food Price Volatility and Macroeconomic Factors: Evidence from GARCH and GARCH-X Estimates. Journal of Agricultural and Applied Economics 43:1, pages 95-110.
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Jin Kyo Suh, Jun Won Lee & Hanho Kim. (2011) (The Determinants of Price Volatility in Food Crops and Policy Implications for Korea). SSRN Electronic Journal.
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Yegnanew Alem Shiferaw. (2012) Modeling Volatility of Price of Some Selected Agricultural Products in Ethiopia: Arima-Garch Applications. SSRN Electronic Journal.
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Thanchanok Khamkaew, Roengchai Tansuchat, Chia-Lin Chang & Michael McAleer. (2009) Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns. SSRN Electronic Journal.
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