The volatility connectedness between chicken and selected crops

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dc.authorid0000-0003-4506-377X
dc.authorid0000-0002-5666-5365
dc.contributor.authorUcak, Harun
dc.contributor.authorYelgen, Esin
dc.contributor.authorAri, Yakup
dc.date.accessioned2026-01-24T12:31:25Z
dc.date.available2026-01-24T12:31:25Z
dc.date.issued2024
dc.departmentAlanya Alaaddin Keykubat Üniversitesi
dc.description.abstractThis study focuses on the examination of volatility connectedness between selected agricultural commodities and chicken meat prices. To achieve this, monthly price data for soybeans, maize, wheat, and chicken meat were gathered from January 1990 to January 2023. Commodity volatilities were estimated using EGARCH, revealing the highest average volatility in soybean prices. Nevertheless, the peak volatility value was observed in chicken meat prices. The connectedness of the volatilities was demonstrated through the application of the TVP-VAR-based Diebold-Yilmaz approach. The results showed a Total Connectedness Index of 34.35%, indicating that about one-third of the forecast error variance of the variables arises from their relationships within this network. It was also found that chicken meat and wheat acted as net volatility transmitters, while soybeans and maize served as net receivers. In addition, the data unveiled the strongest bilateral relationship existing between soybeans and maize, and the weakest between chicken meat and wheat. Lastly, the Dynamic Total Connectedness Index proved effective in approximating significant shock and crisis periods that occurred throughout the given timeframe.
dc.identifier.doi10.1080/00439339.2023.2252408
dc.identifier.endpage73
dc.identifier.issn0043-9339
dc.identifier.issn1743-4777
dc.identifier.issue1
dc.identifier.scopus2-s2.0-85169898715
dc.identifier.scopusqualityQ1
dc.identifier.startpage55
dc.identifier.urihttps://doi.org/10.1080/00439339.2023.2252408
dc.identifier.urihttps://hdl.handle.net/20.500.12868/5856
dc.identifier.volume80
dc.identifier.wosWOS:001060794700001
dc.identifier.wosqualityQ1
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherTaylor & Francis Ltd
dc.relation.ispartofWorlds Poultry Science Journal
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WoS_20260121
dc.subjectEconomics
dc.subjectfeeding
dc.subjectmeat
dc.subjectcereal
dc.subjectindustry
dc.subjectmarketing
dc.titleThe volatility connectedness between chicken and selected crops
dc.typeArticle

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