Title
A fishing expedition in the Mekong Delta: market volatility and price substitutes for Vietnamese fresh water fish A fishing expedition in the Mekong Delta: market volatility and price substitutes for Vietnamese fresh water fish
Author
Faculty/Department
Faculty of Applied Economics
Publication type
report
Publication
Antwerp :UA, [*]
Source (series)
Research paper / UA, Faculty of Applied Economics , 2008:2
Volume/pages
23 p.,
Carrier
E
Target language
English (eng)
Affiliation
University of Antwerp
Abstract
In this paper the Vietnamese fresh water fish product market is examined, using time series data from An Giang province in Vietnam, for the period from January 2004 to December 2005. Daily price volatility is analyzed using univariate Generalised Autoregressive Conditional Heteroskedasticity (GARCH). Subsequently, a Vector Autoregressive Model (VAR) is used to estimate the relationship between tra fish cultured in pond, tra fish cultured in cage, basa fish, tilapia and snakehead fish, and potential substitute products such as chicken, beef and pork.
Full text (open access)
https://repository.uantwerpen.be/docman/irua/935e75/63548ca6.pdf
Handle