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Unravelling complex market relationships. A study on the price volatility of Brazilian pork using a DCC-MGARCH approach

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  • Rosero, Gabriel
  • Jaghdani, Tinoush Jamali
  • Brümmer, Bernhard

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  • Rosero, Gabriel & Jaghdani, Tinoush Jamali & Brümmer, Bernhard, 2021. "Unravelling complex market relationships. A study on the price volatility of Brazilian pork using a DCC-MGARCH approach," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid) 311090, Agricultural Economics Society - AES.
    • Handle: RePEc:ags:aesc21:311090
    DOI: 10.22004/ag.econ.311090
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    Keywords

    Agricultural and Food Policy; International Relations/Trade; Livestock Production/Industries;
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