经济问题
經濟問題
경제문제
On Economic Problems
2015年
2期
90~95
,共null页
农产品 价格波动 日历效应 GARCH模型
農產品 價格波動 日歷效應 GARCH模型
농산품 개격파동 일력효응 GARCH모형
agricultural products; price fluctuations; calendar effect; GARCH model
农产品价格的稳定关系着我国社会的和谐发展和国民经济的建设,其价格的波动可能会对农业生产和人民的生活带来严重的影响。农产品拍卖市场具有降低价格波动的优势特点,但是拍卖市场在我国的发展正处于起步阶段,农业拍品价格在部分区间仍然存在异常波动。从日历与价格角度出发,证明了在我国农产品拍卖市场中存在着一系列引起价格异常波动的日历效应。
農產品價格的穩定關繫著我國社會的和諧髮展和國民經濟的建設,其價格的波動可能會對農業生產和人民的生活帶來嚴重的影響。農產品拍賣市場具有降低價格波動的優勢特點,但是拍賣市場在我國的髮展正處于起步階段,農業拍品價格在部分區間仍然存在異常波動。從日歷與價格角度齣髮,證明瞭在我國農產品拍賣市場中存在著一繫列引起價格異常波動的日歷效應。
농산품개격적은정관계착아국사회적화해발전화국민경제적건설,기개격적파동가능회대농업생산화인민적생활대래엄중적영향。농산품박매시장구유강저개격파동적우세특점,단시박매시장재아국적발전정처우기보계단,농업박품개격재부분구간잉연존재이상파동。종일력여개격각도출발,증명료재아국농산품박매시장중존재착일계렬인기개격이상파동적일력효응。
The stability of agricultural priceshas a closerelationship with the harmonious development of thesoei- ety and the construction of national economy. Fluctuations in prices have a deep impact on increased agricultural production and improvements in peopleg living standards. Agriculturalauction marketcan reduce volatility of agricul- tural prices. It is not hard to find the volatility still exist in auction market because our agriculturalauction market is in its beginning stage. From the view of therelationship ofcalendar and prices, this paper shows that there are some calendar effect which caused a series of prices volatility in theagriculturalauction market.
