Measuring the Price Volatility of Certain Field Crops in South Africa using the ARCH/GARCH Approach
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References listed on IDEAS
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- Abel Mwanyungwe, 2017. "Exchange Rate Volatility and Malawi¡¯s Tobacco Exports to The United Kingdom and The United States," Applied Economics and Finance, Redfame publishing, vol. 4(1), pages 149-168, January.
- Salome Gelashvili & Phatima Mamardashvili, 2017. "Measuring Food Price Volatility in Georgia," Working Papers 007-17, International School of Economics at TSU, Tbilisi, Republic of Georgia.
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- Sukati, Mphumuzi, 2013. "Measuring Maize Price Volatility in Swaziland using ARCH/GARCH approach," MPRA Paper 51840, University Library of Munich, Germany.
- Naveen Musunuru, 2016. "Examining Volatility Persistence and News Asymmetry in Soybeans Futures Returns," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(4), pages 487-500, December.
- Larisa Nicoleta POP & Flavius ROVINARU & Mihaela ROVINARU, 2013. "Assessing The Price Risk On The Romanian Agricultural Market: Analyses And Implications," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 9, pages 469-479.
More about this item
KeywordsPrice volatility; field crops; SAFEX; time series analysis; ARCH/GARCH; Demand and Price Analysis;
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