How macroeconomic factors and international prices affect agriculture prices volatility?-Evidence from GARCH-X model

• المؤلفون الرئيسيون: Gong Xue, Songsak Sriboonchitta
• التنسيق: Book Series
• منشور في: 2018
• الموضوعات: Computer Science; Engineering
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897880126&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/53406

This study explains China's agricultural commodities volatility by using the short-term deviations along with the domestic macroeconomic factors as well as the international price factors. The GARCH-X model shows that the short-term deviations make significant and positive effect on volatility,...