Embeddedness of Hungarian pig prices in the European pork market : a volatility spillover and partial wavelet coherence study
Year of publication: |
2023
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Authors: | Szabó, Zsolt ; Szenderák, János ; Szili, Viktor ; Egri, Edit ; Molnár, Zsuzsa |
Published in: |
Studies in agricultural economics. - Budapest : [Verlag nicht ermittelbar], ISSN 2063-0476, ZDB-ID 2635807-4. - Vol. 125.2023, 1, p. 13-25
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Subject: | Pig Producer Price | Price Transmission | Diebold-Yilmaz Spillover Index | Partial Wavelet Coherence | Spillover-Effekt | Spillover effect | Volatilität | Volatility | EU-Staaten | EU countries | Ungarn | Hungary | Schweinehaltung | Pig farming | Zustandsraummodell | State space model | Schweinemarkt | Pig market | ARCH-Modell | ARCH model |
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