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Volatilitatea prețurilor la produsele din carne de bovine și porcine porcine (Volatility of prices for beef and swine meat in Romania)

Author

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  • Corina Saman

    (Institute of Agriculture Economics, NIER, Romanian Academy.)

Abstract

This study analyzes the volatility of prices for beef and swine meat in Romania and their connection with international market prices. The results show that the coefficient of variation of such prices is higher in Romania than in the international market so that we can say that prices in Romania are more dispersed.

Suggested Citation

  • Corina Saman, 2016. "Volatilitatea prețurilor la produsele din carne de bovine și porcine porcine (Volatility of prices for beef and swine meat in Romania)," Working Papers of Macroeconomic Modelling Seminar 162703, Institute for Economic Forecasting.
    • Handle: RePEc:rjr:wpmems:162703
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    File URL: http://www.ipe.ro/RePEc/WorkingPapers/cs27_3.pdf
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    References listed on IDEAS

    as
    1. Glosten, Lawrence R & Jagannathan, Ravi & Runkle, David E, 1993. "On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks," Journal of Finance, American Finance Association, vol. 48(5), pages 1779-1801, December.
    2. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    3. Mr. Shaun K. Roache, 2010. "What Explains the Rise in Food Price Volatility?," IMF Working Papers 2010/129, International Monetary Fund.
    4. 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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    More about this item

    Keywords

    volatility; agriculture prices; Romania;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)

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