In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …

(NAGARCH) process is used to estimate expected price and price volatility, while supply and price equations are estimated … simultaneously. Producers' price volatility, was found to be an important risk factor of the supply response function of the Greek … sheepmeat market while the negative asymmetric price volatility which was detected implies that producers have a weak market …

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 …