Effects of International Grain Prices on Volatility of Domestic Grain Prices in 24 Developing Countries - Collections | Kyushu University Library

＜departmental bulletin paper＞
Effects of International Grain Prices on Volatility of Domestic Grain Prices in 24 Developing Countries

Creator	Creator Name Yan, Shuqin Affiliation Affiliation Name Laboratory of Food and Agricultural Policy, Department of　Agricultural and Resource Economics, Faculty of Agriculture, Kyushu University
	Author PID 70177608 Creator Name Kameyama, Hiroshi 亀山, 宏カメヤマ, ヒロシ Affiliation Affiliation Name Faculty of Agriculture, Kagawa University 香川大学農学部
	Author PID K002208 Creator Name Isoda, Hiroshi 磯田, 宏イソダ, ヒロシ Affiliation Affiliation Name Laboratory of Food and Agricultural Policy, Department of Agricultural and Resource Economics, Faculty of Agriculture, Kyushu University 九州大学大学院農学研究院農業資源経済学部門食料農業政策学分野
	Creator Name Qian, Jiarong Affiliation Affiliation Name Institute of Agricultural Economics and Development, Chinese Academy of Agricultural Sciences
	Author PID K002922 Creator Name Ito, Shoichi 伊東, 正一イトウ, ショウイチ Affiliation Affiliation Name Laboratory of Food and Agricultural Policy, Department of Agricultural and Resource Economics, Faculty of Agriculture, Kyushu University 九州大学大学院農学研究院農業資源経済学部門食料農業政策学分野
Language	English
Publisher	Faculty of Agriculture, Kyushu University
Publisher	九州大学大学院農学研究院
Date	2016-02-29
Source Title	Journal of the Faculty of Agriculture, Kyushu University
Vol	61
Issue	1
First Page	225
Last Page	232
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/1564118

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PISSN	0023-6152
NCID	AA00697606
Record ID	1564118
Peer-Reviewed	Unrefereed
Subject Terms	pricevolatility
	GARCH model
	international/domestic price
ISSN	0023-6152
NCID	AA00697606
Notes	This paper discusses transmission relationships of price volatility relationships between the international and domestic prices of three grains in 24 developing countries during 2005 to 2013, using a modified Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) models. Findings indicate that the international price of rice exerts significant negative effects on the volatility of domestic rice prices in Burundi and Tunisia, and significant positive effects in Chad and Sri Lanka; in addition, international wheat prices have significant negative effects on the volatility of domestic wheat prices in Brazil and Mauritania; further, international prices for maize exert significant effects on the volatility of domestic maize prices in the Dominican Republic, Niger and the Philippines. Volatility in international rice price has significant positive impact on the volatility of rice prices in Nicaragua, however, it has a significant negative affect in Cape Verde; the volatility of international wheat price has significant positive influence in Georgia and Mauritania.
Created Date	2016.03.10
Modified Date	2022.11.11