Price and Volatility Spillovers of the Producer Price of Milk between some EU Member States

Authors

  • János Szenderák
  • József Popp
  • Mónika Harangi-Rákos

DOI:

https://doi.org/10.52825/gjae.v68i2.2126

Abstract

The aim of this analysis is to compute the return and volatility spillovers of raw milk prices paid to producers in Germany, Hungary, Italy and Poland with the inclusion of world prices, in the time period between January 2003 and June 2017. This study poses the questions: what is the level of spillovers of the producer price of milk among these Member States? Has the level of spillovers

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Published

2019-06-01

How to Cite

Szenderák, J. ., Popp, J. ., & Harangi-Rákos, M. . (2019). Price and Volatility Spillovers of the Producer Price of Milk between some EU Member States. German Journal of Agricultural Economics, 68(2). https://doi.org/10.52825/gjae.v68i2.2126

Issue

Vol. 68 No. 2 (2019)

Section

Articles

License

German copyright law applies. The document may be used free of charge for personal use, but it may not be made available on the Internet or passed on to third parties.