The volatility connectedness among fertilisers and agricultural crop prices: Evidence from selected main agricultural products

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dc.authorid0000-0003-4506-377X
dc.authorid0000-0002-5666-5365
dc.authorid0000-0001-5290-5846
dc.contributor.authorUcak, Harun
dc.contributor.authorAri, Yakup
dc.contributor.authorYelgen, Esin
dc.date.accessioned2026-01-24T12:29:18Z
dc.date.available2026-01-24T12:29:18Z
dc.date.issued2022
dc.departmentAlanya Alaaddin Keykubat Üniversitesi
dc.description.abstractThe price of fertiliser, which is one of the most important inputs of agricultural production, has increased significantly in recent years. In this study, we empirically analysed the effect of volatility in fertiliser prices on selected agricultural products by using the Diebold-Yilmaz connectedness approach, which is based on time-varying parameter (TVP) vector auto-regression (VAR). The findings showed that the spread of volatility and the interconnectedness be-tween these variables increased in times of crisis and that the risk pass-through was due to fertiliser prices. However, empirical results showed that the price volatility of phosphate rock and urea was highly correlated to the volatility of other products. Furthermore, we found that sugar, soybean and cotton were the agricultural products most vulner-able to the effects of external shocks.
dc.identifier.doi10.17221/147/2022-AGRICECON
dc.identifier.endpage360
dc.identifier.issn0139-570X
dc.identifier.issn1805-9295
dc.identifier.issue9
dc.identifier.scopus2-s2.0-85138555868
dc.identifier.scopusqualityQ1
dc.identifier.startpage348
dc.identifier.urihttps://doi.org/10.17221/147/2022-AGRICECON
dc.identifier.urihttps://hdl.handle.net/20.500.12868/5251
dc.identifier.volume68
dc.identifier.wosWOS:000856255200004
dc.identifier.wosqualityQ2
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherCzech Academy Agricultural Sciences
dc.relation.ispartofAgricultural Economics-Zemedelska Ekonomika
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_WoS_20260121
dc.subjectDiebold-Yilmaz approach
dc.subjectdynamic connectedness
dc.subjecttime-varying parameter vector auto-regression
dc.subjectvola-tility spillover
dc.titleThe volatility connectedness among fertilisers and agricultural crop prices: Evidence from selected main agricultural products
dc.typeArticle

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