The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey

dc.authorid0000-0002-5666-5365
dc.authorid0000-0003-4506-377X
dc.authorid0000-0001-5290-5846
dc.contributor.authorUcak, Harun
dc.contributor.authorYelgen, Esin
dc.contributor.authorAri, Yakup
dc.date.accessioned2026-01-24T12:26:37Z
dc.date.available2026-01-24T12:26:37Z
dc.date.issued2022
dc.departmentAlanya Alaaddin Keykubat Üniversitesi
dc.description.abstractIn agricultural economics, fluctuations in food prices and the factors affecting these fluctuations have always been an important research topic. From production to delivery to consumers, the supply chain of agricultural products has a dynamic structure with continuous changes. In this dynamic process, analyzing the intensive use of energy at each stage has gained more importance with its deepening effects in comparison to the past. This study will empirically explore the volatility spillovers between energy price index and fruit-vegetables price index in the period of 2007-2020 in Turkey using the Kanas and Diebold-Yilmaz approaches. According to the results obtained from the Kanas approach in the study, it has been observed that there is a statistically significant volatility spillover from the energy price index to the vegetable price index, whereas there is no statistically significant volatility spillover to the fruit price index. This finding was supported by the results obtained from the Diebold-Yilmaz approach showing that there is a volatility spillover of 13.52% to the vegetable price index and 0.86% to the fruit price index from the energy price index.
dc.identifier.doi10.36253/bae-10896
dc.identifier.endpage54
dc.identifier.issn2280-6180
dc.identifier.issn2280-6172
dc.identifier.issue1
dc.identifier.scopus2-s2.0-85134816733
dc.identifier.scopusqualityQ2
dc.identifier.startpage37
dc.identifier.urihttps://doi.org/10.36253/bae-10896
dc.identifier.urihttps://hdl.handle.net/20.500.12868/4810
dc.identifier.volume11
dc.identifier.wosWOS:000864470400003
dc.identifier.wosqualityQ2
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherFirenze Univ Press
dc.relation.ispartofBio-Based and Applied Economics
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_WoS_20260121
dc.subjectvolatility spillover
dc.subjectenergy
dc.subjectagricultural prices
dc.subjectEGARCH
dc.subjectagricultural markets
dc.titleThe Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey
dc.typeArticle

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