Volatility and Co‑movement: an Analysis of Food Commodity Prices in Nigeria

This study explains volatility as a measure and interaction of the possible movement in a particular economic variable. Prices change rapidly in adjustment to market circumstances. Food prices hike experienced overyears has resulted in widespread menace which led to increase in food price volatility...

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Bibliographic Details

Published in:	Agricultura Tropica et Subtropica
Main Authors:	Ogunmola Omotoso Oluseye, Obayelu Abiodun Elijah, Akinbode Sakiru Oladele
Format:	Article
Language:	English
Published:	Sciendo 2017-09-01
Subjects:	food price volatility co-movement vector autoregressive model
Online Access:	https://doi.org/10.1515/ats-2017-0014