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A quantile autoregression analysis of price volatility in agricultural markets

Chavas, JP; Li, J

Li, J (corresponding author), Huazhong Agr Univ, Coll Econ & Management, Wuhan 430070, Hubei, Peoples R China.

AGRICULTURAL ECONOMICS, 2020; 51 (2): 273

Abstract

This paper investigates the dynamics of agricultural price volatility based on a quantile autoregression (QAR) model. The QAR model provides a flexibl......

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