Asymmetric Price Volatility Transmission in Agricultural Supply Chains: Evidence from the Chinese Pork Market

Table 2

Statistics description of piglet, hog, and pork price returns.

	Variable	Mean	Median	Max	Min	Std	Skewness	Kurtosis	Jarque–Bera	p values
Full sample		0.004	0.005	0.142	−0.152	0.057	0.036	2.860	0.230	0.891
		0.002	0.002	0.128	−0.122	0.044	−0.049	3.398	1.570	0.456
		0.002	0.002	0.122	−0.091	0.033	0.316	3.947	12.083	0.002
Subsample I		0.005	0.005	0.125	−0.104	0.050	0.038	2.972	0.023	0.989
		0.004	0.002	0.111	−0.122	0.033	0.002	5.884	29.463	0.001
		0.003	0.002	0.084	−0.038	0.024	0.385	3.289	2.394	0.302
Subsample II		0.003	0.005	0.142	−0.152	0.061	0.051	2.711	0.544	0.762
		0.001	0.002	0.128	−0.118	0.049	0.014	2.699	0.528	0.768
		0.001	0.003	0.122	−0.091	0.038	0.331	3.484	3.895	0.143