The purpose of present study is to analysis price volatility spillover effects on vertical levels of mutton markets in East Azerbaijan province, among three levels of inputs and the mutton retail and farm levels. Thus, the Multivariate Threshold Generalized Autoregressive Conditional Heteroskedasticity (MV-TGARCH) model by BEKK technique was used whit weekly price data from 1377 to 1390. The results showed that the highest rate of price volatility spillovers bidirectional occurs from the production inputs market to mutton retail market and the lowest is from mutton market to the production inputs. As to be considered that the supply factors cause creation of price fluctuations in mutton market more than demand factors. Therefore controlling price fluctuations of production inputs can help to manage price risk in the mutton market. So focus on supply-side factors of the lamb to controlling price volatility in this market is recommended.
Ghahremanzadeh, M., Eshtiyaghi, M., Pishbahar, E., & Dashti, G. (2014). Price Volatility Spillover in the Agricultural Products Markets: The Case Study of Meet Markets in East Azerbaijan Province. Agricultural Economics, 8(1), 1-19.
MLA
Mohammad Ghahremanzadeh; Mohadeseh Eshtiyaghi; Esmaeil Pishbahar; Ghader Dashti. "Price Volatility Spillover in the Agricultural Products Markets: The Case Study of Meet Markets in East Azerbaijan Province". Agricultural Economics, 8, 1, 2014, 1-19.
HARVARD
Ghahremanzadeh, M., Eshtiyaghi, M., Pishbahar, E., Dashti, G. (2014). 'Price Volatility Spillover in the Agricultural Products Markets: The Case Study of Meet Markets in East Azerbaijan Province', Agricultural Economics, 8(1), pp. 1-19.
VANCOUVER
Ghahremanzadeh, M., Eshtiyaghi, M., Pishbahar, E., Dashti, G. Price Volatility Spillover in the Agricultural Products Markets: The Case Study of Meet Markets in East Azerbaijan Province. Agricultural Economics, 2014; 8(1): 1-19.
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