Modeling return and volatility spillovers among food prices in Nigeria
This paper focuses on the return and volatility spillovers among the major agricultural commodities in Nigeria. Specifically, we examine the spillovers across wheat, rice, soybeans, groundnut and palm oil both in terms of returns and volatility using monthly data from January 1980 to June 2017. We e...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2020-12-01
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| Series: | Journal of Agriculture and Food Research |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666154320300107 |