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Price and Volatility Spillovers of the Producer Price of Milk between some EU Member States

János Szenderák, József Popp, Mónika Harangi-Rákos

Published: 01.06.2019  〉 Volume 68 (2019), Number 2, 61-76  〉 Resort: Articles 
Submitted: N. A.   〉 Feedback to authors after first review: N. A.   〉 Accepted: N. A.
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ABSTRACT

The aim of this analysis is to compute the return and volatility spillovers of raw milk prices paid to producers in Germany, Hungary, Italy and Poland with the inclusion of world prices, in the time period between January 2003 and June 2017. This study poses the questions: what is the level of spillovers of the producer price of milk among these Member States? Has the level of spillovers

CONTACT AUTHOR
JÁNOS SZENDERÁK
University of Debrecen
Faculty of Economics and Business, Institute of Sectoral Economics and Methodology
Department of Agricultural Economics
H-4032 Debrecen, Böszörményi út 138, Hungary
e-mail: szenderak.janos@econ.unideb.hu
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