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Fish Price Volatility Dynamics in Bangladesh

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  • Deb, Prokash
  • Dey, Madan M.
  • Surathkal, Prasanna

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  • Deb, Prokash & Dey, Madan M. & Surathkal, Prasanna, 2021. "Fish Price Volatility Dynamics in Bangladesh," 2021 Annual Meeting, August 1-3, Austin, Texas 314077, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea21:314077
    DOI: 10.22004/ag.econ.314077
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    References listed on IDEAS

    as
    1. Belton, Ben & van Asseldonk, Imke Josepha Mariana & Thilsted, Shakuntala Haraksingh, 2014. "Faltering fisheries and ascendant aquaculture: Implications for food and nutrition security in Bangladesh," Food Policy, Elsevier, vol. 44(C), pages 77-87.
    2. Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2013. "Effects of Global Liquidity on Commodity and Food Prices," World Development, Elsevier, vol. 44(C), pages 31-43.
    3. Brian D. Wright, 2012. "International Grain Reserves And Other Instruments to Address Volatility in Grain Markets," The World Bank Research Observer, World Bank, vol. 27(2), pages 222-260, August.
    4. Peter Molnár, 2016. "High-low range in GARCH models of stock return volatility," Applied Economics, Taylor & Francis Journals, vol. 48(51), pages 4977-4991, November.
    5. Abbott, Philip C. & Hurt, Christopher & Tyner, Wallace E., 2011. "What’s Driving Food Prices in 2011?," Issue Reports 112927, Farm Foundation.
    6. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
    7. Buguk, Cumhur & Hudson, Darren & Hanson, Terrill R., 2003. "Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(1), pages 1-14, April.
    8. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
    9. Joao Tovar Jalles, 2009. "Structural time series models and the Kalman filter: a concise review," Nova SBE Working Paper Series wp541, Universidade Nova de Lisboa, Nova School of Business and Economics.
    10. Brian D. Wright, 2011. "The Economics of Grain Price Volatility," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(1), pages 32-58.
    11. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    12. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    13. Kazi Ali Toufique & Sami Naim Farook & Ben Belton, 2018. "Managing Fisheries for Food Security: Implications from Demand Analysis," Marine Resource Economics, University of Chicago Press, vol. 33(1), pages 61-85.
    14. repec:zbw:rwirep:0323 is not listed on IDEAS
    15. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178, December.
    16. Roy Endre Dahl & Atle Oglend, 2014. "Fish Price Volatility," Marine Resource Economics, University of Chicago Press, vol. 29(4), pages 305-322.
    17. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
    Full references (including those not matched with items on IDEAS)

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    Keywords

    International Development; Agribusiness; Marketing;
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