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...

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Bibliographic Details
Main Authors: Ismail O. Fasanya, Temitope F. Odudu
Format: Article
Published: Elsevier 2020-12-01
Series:Journal of Agriculture and Food Research
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