Staff Publications

Staff Publications

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    'Staff publications' is the digital repository of Wageningen University & Research

    'Staff publications' contains references to publications authored by Wageningen University staff from 1976 onward.

    Publications authored by the staff of the Research Institutes are available from 1995 onwards.

    Full text documents are added when available. The database is updated daily and currently holds about 240,000 items, of which 72,000 in open access.

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Record number 483152
Title Price Volatility Transmission in Food Supply Chains: A Literature Review
Author(s) Assefa, T.T.; Meuwissen, M.P.M.; Oude Lansink, A.G.J.M.
Source Agribusiness 31 (2015)1. - ISSN 0742-4477 - p. 3 - 13.
DOI https://doi.org/10.1002/agr.21380
Department(s) Business Economics
WASS
Publication type Refereed Article in a scientific journal
Publication year 2015
Keyword(s) multivariate garch approach - rational-expectations - market power - sector - framework - spillover - dynamics - crisis - impact
Abstract This paper reviews the literature on price volatility transmission in vertical food markets. The methods and major findings of the literature are discussed and avenues for future research are suggested. The literature review shows that price volatility is analyzed using a class of univariate and multivariate GARCH models. The reviewed studies conclude that price volatility transmits along food supply chains thereby exposing all chain actors to risk and uncertainty. Extension of the limited sample period, country, product, and chain stages coverage of the current literature are suggested as avenues for future research. A largely ignored aspect in the current literature is the identification and empirical testing of the role of contextual factors on the degree of price volatility transmission.
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