| 我国畜产品价格波动分析——基于ARCH类模型 |
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| 引用本文： | 唐江桥,雷娜,徐学荣.我国畜产品价格波动分析——基于ARCH类模型[J].技术经济,2011(4):86-91. |
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| 作者姓名： | 唐江桥 雷娜 徐学荣 |
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| 作者单位： | 福建农林大学经济与管理学院;福建农林大学马克思主义学院 |
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| 基金项目： | 福建省科技厅资助项目“软科学的方法选择与应用”(2009R0007) |
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| 摘 要： | 运用ARCH类模型对我国主要畜产品的价格波动率进行了分析。结果表明:牛肉、羊肉和鸡肉的价格波动具有显著的波动积聚性,鸡蛋价格波动没有显著的异方差效应;除牛肉市场外,羊肉和鸡肉市场不具有高风险、高回报的特征;猪肉、牛肉、羊肉和鸡肉的价格波动没有非对称性。认为应在畜产品市场出现大的价格波动时及时采取平抑措施,且政府需规范畜产品市场秩序、完善畜产品市场制度。
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| 关 键 词： | 畜产品 价格波动 波动积聚性 ARCH类模型 |
Analysis on Price Fluctuation of Livestock Product in China:Based on ARCH-type Model |
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| Tang Jiangqiao,Lei Na,Xu Xuerong.Analysis on Price Fluctuation of Livestock Product in China:Based on ARCH-type Model[J].Technology Economics,2011(4):86-91. |
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| Authors: | Tang Jiangqiao Lei Na Xu Xuerong |
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| Institution: | 1(1.College of Economics and Management,Fujian Agriculture and Forestry University,Fuzhou 350002,China;2.College of Marxism,Fujian Agriculture and Forestry University,Fuzhou 350002,China) |
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| Abstract: | This paper analyzes the price volatility of major livestock products in China with ARCH-type models.The result shows as follows：the price volatility of beef,mutton and chicken take on the significant volatility clustering,and there＇s no significant conditional heteroskedasticity in egg price volatility;the markets of mutton and chicken except the beef market don＇t have the characteristics of high-risk and high-reward;the asymmetric volatility of price don＇t exist in all markets in this study.Measures should be taken in time when price dramatic fluctuation occur in livestock products market,and the government should improve livestock products market order and management system. |
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| Keywords: | livestock product price fluctuation volatility clustering ARCH-type model |
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