VOLATILITY SPILLOVER EFFECTS IN THE EXTRA VIRGIN OLIVE OIL MARKETS OF THE MEDITERRANEAN
The objective of this study is to assess the existence and magnitude of volatility spillovers between the extra virgin olive oil markets of Italy, Spain and Greece. These three Mediterranean countries are responsible for 95% of olive oil production within the European Union and they account for m...
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| Format: | Article |
| Language: | English |
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International Journal of Food and Agricultural Economics
2015-07-01
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| Series: | International Journal of Food and Agricultural Economics |
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| Online Access: | http://www.foodandagriculturejournal.com/vol3.no3.pp63.pdf |