Volume : IV, Issue : IX, September - 2014

Modeling Volatility of Price of Agricultural Products in India: Using Arima–Garch Applications

Parmeshwar Honrao

Abstract :

This paper empirically investigates the nature of Agricultural product price volatility. Recent trends in international as well domestic agricultural markets and in the interest of analyzing, contributing to discussions of and making informed decisions on how to address the complex problem of price volatility. Price fluctuations are both a normal attribute and a necessary requisite for competitive market functioning Price volatility has assumed critical importance today in the context of agricultural into domestic markets. The Agriculture commodities selected for the study are Onion and Potato.

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Article: Download PDF   DOI : 10.36106/ijar  

Cite This Article:

Parmeshwar Honrao Modeling Volatility of Price of Agricultural Products in India: Using Arima-Garch Applications Indian Journal of Applied Research, Vol.4, Issue.9 September 2014

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