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Filtering by: Keyword BGARCH Conference Name International Institute of Fisheries Economics & Trade Language English [eng] Resource Type Research Paper Subject Fisheries -- Economic aspects -- Congresses

1. Causality and Price Transmission Between Fish Prices: New Evidence from Greece and UK

Creator:: Floros, Christos
Abstract:: This paper re-examines the evidence of causality and price transmission between fish prices of main species landed into Piraeus (Greece) and Cornwall (UK). To complete the analysis of cointegration and causality, we use the data of Floros and Failler (2004) and Avdelas (2004). Our paper uses the Bivariate Generalised Autoregressive...
Resource Type:: Research Paper
Full Text:: Autoregressive Conditional Heteroscedastic (BGARCH) model. The Bivariate cointegration model (with GARCH error

ScholarsArchive@OSU

1. Causality and Price Transmission Between Fish Prices: New Evidence from Greece and UK

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1. Causality and Price Transmission Between Fish Prices: New Evidence from Greece and UK

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