This paper investigates producer-consumer price volatility in four meat markets in Greece: beef, pork, lamb and poultry …. The methodology followed in this paper to measure price volatility is that of the diagonal VEC (DVEC) model of Bollerslev …, et al (1988) while that of decomposing the estimated price volatility series into components is that of Koopman, et al …

multivariate GARCH model with Cholesky decomposition. This approach allows the incorporation of price volatility as a risk factor … are estimated simultaneously. The empirical results confirm that price volatility is a significant risk factor in Greek … production in Greece …

This article investigates the non-linear adjustment and price volatility between consumer and producer prices in the … volatility results obtained from the estimation of the two multivariate GARCH models indicate that producer and consumer broiler … prices present a significant level of persistence and that producer price volatility shows higher persistence than consumer …

This paper investigates producer-consumer price volatility in four meat markets in Greece: beef, lamb, pork and poultry …. The methodology followed in this paper to measure price volatility is that of the diagonal VEC (DVEC) model of Bollerslev … et al. (1988) while that of decomposing the estimated price volatility series into components is that of Koopman et al …

and price volatility, while price and supply equations are estimated jointly. In addition to the standard GARCH model … the estimated GARCH models the quadratic NAGARCH model seems to describe better producers' price volatility, which was … volatility …