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

Conference Proceedings Or Journal

Público Deposited

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

Descriptions

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
Fecha de Emisión	2022
Conference Name	International Institute of Fisheries Economics & Trade
Conference Location	Vigo, Galicia, Spain
Subject	Fishery management -- Congresses Seafood industry -- Congresses
Declaración de derechos	Copyright Not Evaluated
Publisher	International Institute of Fisheries Economics & Trade
Peer Reviewed	No
Language	English [eng]
File Format	pdf

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Miniatura	Título	Fecha de subida	Visibilidad	Acciones
	JiménezToribioAbstract.pdf	2023-06-22	Público	Descargar