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AGRICULTURAL ECONOMICS AND DEVELOPMENT awt-yekta فصلنامه اقتصاد کشاورزی و توسعه
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:: Volume 25, Number 98 (9-2017) ::
Back to browse issues page 3 2017, 25(98): 175-191
XML Spillover Effects of Tea Price Volatilities in Iran (Case Study: Lahijan County) Print

Persian Abstract
Author(s): M. Kavoosi-Kalashami , P. Khaligh Khiyavi
Study Type: Research | Subject: Special
Article abstract:
Abstract Investigating retail and wholesale prices volatility, level and intensity of each price affectivity from other prices volatility is important in marketing studies. This paper investigates volatility spillover effects across retail and wholesale levels in tea market using the Generalized Autoregressive Conditional Hetroscedasitic (GARCH) models. The empirical findings showed that the volatility of retail prices exerts significant and positive spillover effects on the volatility of wholesale prices. Moreover, the volatility of retail and wholesale prices has a significant and positive impact on its own price level volatility. Also, it was revealed that wholesale prices are shown to be more volatile than retail prices. Results revealed that the sensitivity of wholesale price volatility toward retail price volatility was more. So, establishing risk comprehensive management programme that considered price risk of tea should be performed by Iran Tea Organization. JEL Classification: Q11, Q13 Keywords: Wholesale Price, Retail Price, GARCH Model, Sensitivity, Stability
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Kavoosi-Kalashami M, Khaligh Khiyavi P. Spillover Effects of Tea Price Volatilities in Iran (Case Study: Lahijan County). 3. 2017; 25 (98) :175-191
URL http://aead.agri-peri.ir/browse.php?a_code=A-10-28-128&slc_lang=en&sid=1
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