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Filtering by: Keyword BGARCH Remove constraint Keyword: BGARCH Creator Floros, Christos Remove constraint Creator: Floros, Christos Peer Reviewed No Remove constraint Peer Reviewed: No Resource Type Research Paper Remove constraint Resource Type: Research Paper Subject Fisheries -- Economic aspects -- Congresses Remove constraint Subject: Fisheries -- Economic aspects -- Congresses

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  • 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