A Fishing Expedition in the Mekong Delta: Market Volatility and Price Substitutes for Vietnamese Fresh Water Fish
AbstractIn this paper the Vietnamese fresh water fish product market is examined, using time series data from An Giang province in Vietnam, for the period from January 2004 to December 2005. Daily price volatility is analyzed using univariate Generalised Autoregressive Conditional Heteroskedasticity (GARCH). Subsequently, a Vector Autoregressive Model (VAR) is used to estimate the relationship between tra fish cultured in pond, tra fish cultured in cage, basa fish, tilapia and snakehead fish, and potential substitute products such as chicken, beef and pork.
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Bibliographic InfoPaper provided by University of Antwerp, Faculty of Applied Economics in its series Working Papers with number 2008002.
Length: 26 pages
Date of creation: Mar 2008
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