Price and Volatility Spillovers of the Producer Price of Milk between some EU Member States

Autor/innen

  • János Szenderák
  • József Popp
  • Mónika Harangi-Rákos

Abstract

The aim of this analysis is to compute the return and volatility spillovers of raw milk prices paid to producers in Germany, Hungary, Italy and Poland with the inclusion of world prices, in the time period between January 2003 and June 2017. This study poses the questions: what is the level of spillovers of the producer price of milk among these Member States? Has the level of spillovers

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Veröffentlicht

2019-06-01

Ausgabe

Bd. 68 Nr. 2 (2019)

Rubrik

Articles

Lizenz

Es gilt deutsches Urheberrecht. Das Dokument darf zum eigenen Gebrauch kostenfrei genutzt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.