Bergmann, Dennis; O'Connor, Declan; Thümmel, Andreas - In: Agricultural and Food Economics : AFE 4 (2016) 23, pp. 1-23
agricultural commodities and crude oil. Price and volatility transmission effects between EU and World butter prices, as well as … multivariate GARCH model to account for potential volatility transmission. Results indicate strong price and volatility … industry. Given this reorientation, the volatility of EU dairy commodity prices has sharply increased, creating the need to …