Analysis of Olive Oil Market Volatility using the ARCH and GARCH techniques

<p>Agricultural prices variation analysis is essential for the formulation of public policies and business decisions. Considering the strategic importance of olive oil for producers and consumers alike, as well as its potential economic and social benefits, this study aims to quantify the vola...

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Bibliographic Details
Main Authors: Tiago Silveira Gontijo, Alexandre de Cássio Rodrigues, Cristiana Fernandes De Muylder, Jefferson Lopes la Falce, Thiago Henrique Martins Pereira
Format: Article
Language:English
Published: EconJournals 2020-03-01
Series:International Journal of Energy Economics and Policy
Online Access:https://econjournals.com/index.php/ijeep/article/view/9138