Price volatility transmission in the value chain of fresh anchovy in Spain

Conference Proceedings Or Journal

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Citeable URL: https://ir.library.oregonstate.edu/concern/conference_proceedings_or_journals/37720n05w

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Attribute Name	Values
Creator	Jiménez-Toribio, Ramón García-del-Hoyo, Juan José Castilla-Espino, David
Abstract	This paper studies the price volatility transmission between the different markets along the value chain of fresh anchovy (Engraulis encrasicolus) in Spain. For this purpose, the prices at the ex-vessel market, the wholesale market and the retail market are considered. As a methodology, a Vector Autoregressive Model (VAR) and an asymmetric multivariate Generalized Autoregressive Conditional Heteroscedasticity model (GARCH) are used to analyse the relationships of price volatility between markets of the value chain. Finally, some conclusions are drawn about the impact that management measures implemented on this fishery have produced in the anchovy value chain.
Resource Type	Conference Proceeding
Date Issued	2022
Conference Name	International Institute of Fisheries Economics & Trade
Conference Location	Vigo, Galicia, Spain
Subject	Fishery management -- Congresses Seafood industry -- Congresses
Rights Statement	Copyright Not Evaluated
Publisher	International Institute of Fisheries Economics & Trade
Peer Reviewed	No
Language	English [eng]
File Format	pdf

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