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Forecasting of onion (Allium cepa) price and volatility movements using ARIMAX-GARCH and DCC models

In the present investigation an attempt has been made to forecast and understand the volatility transmission in onion prices for three vital markets in Maharashtra, viz. Lasalgaon, Pune and Nagpur. The ARIMAX-GARCH model was employed to estimate mean and volatility among the different markets and al...

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Auteurs principaux: Sourav Ghosh, K N Singh, A Thangasamy, Debarati Datta, Achal Lama
Format: Artigo
Langue:Inglês
Publié: Indian Council of Agricultural Research 2020-09-01
Collection:The Indian Journal of Agricultural Sciences
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Accès en ligne:https://epubs.icar.org.in/index.php/IJAgS/article/view/104384
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