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http://krishi.icar.gov.in/jspui/handle/123456789/74090Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Ranjit Kumar Paul | en_US |
| dc.contributor.author | Md. Yeasin | en_US |
| dc.contributor.author | A. K. Paul | en_US |
| dc.date.accessioned | 2022-09-13T07:05:32Z | - |
| dc.date.available | 2022-09-13T07:05:32Z | - |
| dc.date.issued | 2022-08-10 | - |
| dc.identifier.citation | Not Available | en_US |
| dc.identifier.issn | Not Available | - |
| dc.identifier.uri | http://krishi.icar.gov.in/jspui/handle/123456789/74090 | - |
| dc.description | Not Available | en_US |
| dc.description.abstract | Agricultural commodity prices, particularly the prices of perishable commodities, are volatile. The interde-pendency of market prices of agricultural commodities makes it difficult for accurate modelling. In the present study, two variants of multivariate generalized auto-regressive conditional heteroscedastic models, namely DCC and BEKK, have been applied for modelling the price volatility of potato in five major markets in India, i.e. Agra, Delhi, Bengaluru, Mumbai and Ahmedabad. It is observed that the Agra market has the highest price variability, whereas Mumbai has the least. All the studied market prices showed a significant presence of conditional heteroscedasticity. To this end, Volatility Impulse Response Function has been used to assess the impacts of a specific shock on the price volatility spill-overs of potatoes among the studied markets. The vola-tility spillover has been computed for all the markets. | en_US |
| dc.description.sponsorship | Not Available | en_US |
| dc.language.iso | English | en_US |
| dc.publisher | Not Available | en_US |
| dc.relation.ispartofseries | Not Available; | - |
| dc.subject | Nonlinearity | en_US |
| dc.subject | potato price | en_US |
| dc.subject | spillover | en_US |
| dc.subject | volatility | en_US |
| dc.title | The volatility spillover of potato prices in different markets of India | en_US |
| dc.title.alternative | Not Available | en_US |
| dc.type | Research Paper | en_US |
| dc.publication.projectcode | Not Available | en_US |
| dc.publication.journalname | Current Science | en_US |
| dc.publication.volumeno | 123(10) | en_US |
| dc.publication.pagenumber | 482-487 | en_US |
| dc.publication.divisionUnit | Not Available | en_US |
| dc.publication.sourceUrl | DOI:10.18520/cs/v123/i3/482-487 | en_US |
| dc.publication.authorAffiliation | ICAR::Indian Agricultural Statistics Research Institute | en_US |
| dc.ICARdataUseLicence | http://krishi.icar.gov.in/PDF/ICAR_Data_Use_Licence.pdf | en_US |
| dc.publication.naasrating | 7.10 | en_US |
| Appears in Collections: | AEdu-IASRI-Publication | |
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