Buguk, Cumhur; Hudson, Darren; Hanson, Terrill R. - In: Journal of Agricultural and Resource Economics 28 (2003) 01
Price volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- and wholesale-level catfish. The exponential generalized autoregressive conditional heteroskedasticity (EGARCH) model was used...