{"id":"https://openalex.org/W24914147","doi":null,"title":"Cross Country Mean and Volatility Spillover Effects of Food Prices: Evidence for Asia and Pacific","display_name":"Cross Country Mean and Volatility Spillover Effects of Food Prices: Evidence for Asia and Pacific","publication_year":2010,"publication_date":"2010-11-01","ids":{"openalex":"https://openalex.org/W24914147","mag":"24914147"},"language":"en","primary_location":{"id":"mag:24914147","doi":null,"is_oa":false,"landing_page_url":"http://irbrp.com/static/documents/November/2010/26.Fardous%20Alom.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5030051997","display_name":"Fardous Alom","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I184746854","display_name":"Lincoln University","ror":"https://ror.org/04ps1r162","country_code":"NZ","type":"education","lineage":["https://openalex.org/I184746854"]}],"countries":["NZ"],"is_corresponding":false,"raw_author_name":"Fardous Alom","raw_affiliation_strings":["Lincoln University, New Zealand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Lincoln University, New Zealand","institution_ids":["https://openalex.org/I184746854"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5046247438","display_name":"Ward Bert","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I184746854","display_name":"Lincoln University","ror":"https://ror.org/04ps1r162","country_code":"NZ","type":"education","lineage":["https://openalex.org/I184746854"]}],"countries":["NZ"],"is_corresponding":false,"raw_author_name":"Ward Bert","raw_affiliation_strings":["Lincoln University, New Zealand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Lincoln University, New Zealand","institution_ids":["https://openalex.org/I184746854"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5008376951","display_name":"Baiding Hu","orcid":"https://orcid.org/0000-0002-0991-1375","observed_orcids":["https://orcid.org/0000-0002-0991-1375"]},"institutions":[{"id":"https://openalex.org/I184746854","display_name":"Lincoln University","ror":"https://ror.org/04ps1r162","country_code":"NZ","type":"education","lineage":["https://openalex.org/I184746854"]}],"countries":["NZ"],"is_corresponding":false,"raw_author_name":"Baiding Hu","raw_affiliation_strings":["Lincoln University, New Zealand"],"raw_orcid":"https://orcid.org/0000-0002-0991-1375","affiliations":[{"raw_affiliation_string":"Lincoln University, New Zealand","institution_ids":["https://openalex.org/I184746854"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I184746854"],"apc_list":null,"apc_paid":null,"fwci":3.4424,"has_fulltext":true,"cited_by_count":9,"citation_normalized_percentile":{"value":0.92581084,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":87,"max":97},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.48190000653266907,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.48190000653266907,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.41019999980926514,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11898","display_name":"Economics of Agriculture and Food Markets","score":0.10719999670982361,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/food-prices","display_name":"food prices","score":0.9729999899864197},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.9900000095367432},{"id":"https://openalex.org/keywords/asian-and-pacific-economies","display_name":"Asian and Pacific economies","score":0.6850000023841858},{"id":"https://openalex.org/keywords/exporters-and-importers","display_name":"importers and exporters","score":0.753000020980835},{"id":"https://openalex.org/keywords/geographic-proximity","display_name":"geographic proximity","score":0.8980000019073486}],"concepts":[{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.889037013053894},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6609139442443848},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6147592663764954},{"id":"https://openalex.org/C2779957034","wikidata":"https://www.wikidata.org/wiki/Q24886253","display_name":"Food prices","level":4,"score":0.41793346405029297},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.38194918632507324},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3715585470199585},{"id":"https://openalex.org/C18547055","wikidata":"https://www.wikidata.org/wiki/Q47417","display_name":"International economics","level":1,"score":0.36891043186187744},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.1759476661682129},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.13765129446983337},{"id":"https://openalex.org/C118518473","wikidata":"https://www.wikidata.org/wiki/Q11451","display_name":"Agriculture","level":2,"score":0.13752460479736328},{"id":"https://openalex.org/C549605437","wikidata":"https://www.wikidata.org/wiki/Q1229911","display_name":"Food security","level":3,"score":0.11631041765213013},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:24914147","doi":null,"is_oa":false,"landing_page_url":"http://irbrp.com/static/documents/November/2010/26.Fardous%20Alom.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/2","display_name":"Zero hunger","score":0.6875}],"study_designs":[],"awards":[{"id":"https://openalex.org/G6281797270","display_name":"JCIMPT-Complexes","funder_award_id":"P50GM073197","funder_id":"https://openalex.org/F4320337354","funder_display_name":"National Institute of General Medical Sciences"},{"id":"https://openalex.org/G7026519940","display_name":"GPCR Network","funder_award_id":"U54GM094618","funder_id":"https://openalex.org/F4320337354","funder_display_name":"National Institute of General Medical Sciences"}],"funders":[{"id":"https://openalex.org/F4320337354","display_name":"National Institute of General Medical Sciences","ror":"https://ror.org/04q48ey07"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":39,"referenced_works":["https://openalex.org/W1533920443","https://openalex.org/W1553973245","https://openalex.org/W1602445652","https://openalex.org/W1972337800","https://openalex.org/W1979575715","https://openalex.org/W1981890830","https://openalex.org/W1984393982","https://openalex.org/W1985144206","https://openalex.org/W1999996900","https://openalex.org/W2016834909","https://openalex.org/W2029135960","https://openalex.org/W2029939045","https://openalex.org/W2050235376","https://openalex.org/W2063806736","https://openalex.org/W2066580768","https://openalex.org/W2074050169","https://openalex.org/W2085183024","https://openalex.org/W2090316129","https://openalex.org/W2090540976","https://openalex.org/W2100000398","https://openalex.org/W2104184584","https://openalex.org/W2107820934","https://openalex.org/W2113651262","https://openalex.org/W2114001875","https://openalex.org/W2122016003","https://openalex.org/W2144242530","https://openalex.org/W2147281505","https://openalex.org/W2156230844","https://openalex.org/W2162856635","https://openalex.org/W2169650462","https://openalex.org/W2327683694","https://openalex.org/W3121838928","https://openalex.org/W3122088046","https://openalex.org/W3122251927","https://openalex.org/W3122267824","https://openalex.org/W3124361450","https://openalex.org/W3124552347","https://openalex.org/W3124565417","https://openalex.org/W3125517650"],"related_works":["https://openalex.org/W7055606560","https://openalex.org/W1496617788","https://openalex.org/W190462364","https://openalex.org/W1999724302","https://openalex.org/W1519389941","https://openalex.org/W92733133","https://openalex.org/W2017002207","https://openalex.org/W1570452245","https://openalex.org/W2130028326","https://openalex.org/W7052213435"],"abstract_inverted_index":{"This":[0],"paper":[1],"examines":[2],"cross":[3,88],"country":[4,89],"mean":[5,90,113,129],"and":[6,16,30,48,62,66,141,151,170],"volatility":[7,49,123,136],"spillover":[8,50,91,114,124,130,137,147,159],"effects":[9,51,92,115,125,138,148],"of":[10,35,40,44,52,75,87,93,103,106,112,122,135,146,158],"food":[11,53,70,94,107],"prices":[12,54,95,108],"across":[13,57,96],"selected":[14],"Asian":[15],"Pacific":[17],"countries":[18],"namely":[19],"Australia,":[20],"New":[21],"Zealand,":[22],"South":[23],"Korea,":[24],"Singapore,":[25],"Hong":[26],"Kong,":[27],"Taiwan,":[28],"India":[29],"Thailand.":[31],"The":[32],"principal":[33],"method":[34],"analysis":[36],"is":[37,83,126,139,153],"a":[38,58],"set":[39],"component":[41],"GARCH-type":[42],"models":[43],"conditional":[45],"variance.":[46],"Mean":[47],"are":[55,78],"examined":[56],"full":[59],"(1995-2010)":[60],"sample":[61],"two":[63],"subsamples":[64],"(1995-2001":[65],"20022010),":[67],"using":[68],"daily":[69],"price":[71],"indices.":[72],"Main":[73],"findings":[74],"the":[76,100,117],"study":[77],"as":[79],"follows:":[80],"(1)":[81],"there":[82],"no":[84,143],"strong":[85],"evidence":[86,111,121,134,157],"all":[97],"samples,":[98],"(2)":[99],"recent":[101],"subsample":[102],"sharp":[104],"rise":[105],"shows":[109],"more":[110],"than":[116,128],"early":[118],"subsample,":[119],"(3)":[120],"stronger":[127],"effects,":[131],"(4)":[132],"mixed":[133,156],"reported":[140],"(5)":[142],"exact":[144],"direction":[145],"between":[149],"exporters":[150],"importers":[152],"evident;":[154],"rather":[155],"from":[160],"exporter":[161,164,169],"to":[162,165,168],"importer,":[163],"exporter,":[166],"importer":[167],"geographical":[171],"proximity":[172],"can":[173],"be":[174],"documented.":[175]},"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":3}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}