Investigating the price volatility spillover effects in the poultry industry inputs market and the egg market in Iran: using the multivariate DCC-GARCH model

Abstract Background This paper investigates the effects of price volatility spillover in the poultry industry’s input markets, including soybean meal, day-old chicks and corn, and the foreign exchange market as an independent market, on the wholesale egg market in Iran. The experimental investigatio...

Full description

Bibliographic Details
Published in:Agriculture & Food Security
Main Authors: Akram Javadi, Mohammad Ghahremanzadeh, Elham Assadi Soumeh
Format: Article
Language:English
Published: BMC 2024-06-01
Subjects:
Online Access:https://doi.org/10.1186/s40066-024-00472-6