id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
bae-3220	Listorti, Giulia; Esposti, Roberto	Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues	2012	28	.pdf	application/pdf	14921	786	49	Moreover, in the present review of the literature, we only consider studies where volatility (GARCH effects) is admitted within price transmission models (VECM) while we disregard those empirical works concentrating only on the analysis of the volatility in agricultural price series (Piot-Lepetit and M’Barek, 2011; Busse et al., 2011). As far as the second aspect is concerned, it is worth noticing that in multivariate stochastic pro- cesses, as in price transmission models, these GARCH effects can also arise across indi- vidual series, consequently allowing the time-varying variance of one series to affect that of another series.	cache/bae-3220.pdf	txt/bae-3220.txt