法定节假日会加剧蔬菜价格波动吗
发布时间：2018-09-07 16:35
【摘要】：本文运用GARCH(1,1)模型分析法定节假日因素对蔬菜价格波动的影响,研究结论将有利于蔬菜市场主体评估节假日期间价格波动风险。研究结果表明,法定节假日期间,虽然蔬菜价格水平变化趋势各异,但各类蔬菜品种的价格波动加剧,风险明显增加。蔬菜市场主体应足够重视法定节假日所引致的菜价波动加剧情况,以降低风险带来的损失。
[Abstract]:In this paper, GARCH (1 / 1) model is used to analyze the effect of the statutory holiday factors on the price fluctuation of vegetables. The conclusion of the study will be helpful for the main body of the vegetable market to evaluate the risk of price fluctuation during the holiday period. The results show that the price fluctuation of all kinds of vegetable varieties is intensified and the risk is obviously increased during the legal holidays, although the price level of vegetables varies with each other. The main body of the vegetable market should pay enough attention to the aggravation of the fluctuation of vegetable price caused by the statutory holidays in order to reduce the loss caused by the risk.
【作者单位】： 华中农业大学经济管理学院;河南科技大学管理学院;
【基金】：国家自然科学基金项目“产品替代对蔬菜价格不规则波动的影响及作用机制研究”(编号:71503093);“金融化背景下我国农产品期货与现货市场风险评价与传导研究”(编号:71673103) 国家现代农业(蔬菜)产业技术体系产业经济研究专项(编号:nycytx-35)
【分类号】：F323.7
，
本文编号：2228811
[Abstract]:In this paper, GARCH (1 / 1) model is used to analyze the effect of the statutory holiday factors on the price fluctuation of vegetables. The conclusion of the study will be helpful for the main body of the vegetable market to evaluate the risk of price fluctuation during the holiday period. The results show that the price fluctuation of all kinds of vegetable varieties is intensified and the risk is obviously increased during the legal holidays, although the price level of vegetables varies with each other. The main body of the vegetable market should pay enough attention to the aggravation of the fluctuation of vegetable price caused by the statutory holidays in order to reduce the loss caused by the risk.
【作者单位】： 华中农业大学经济管理学院;河南科技大学管理学院;
【基金】：国家自然科学基金项目“产品替代对蔬菜价格不规则波动的影响及作用机制研究”(编号:71503093);“金融化背景下我国农产品期货与现货市场风险评价与传导研究”(编号:71673103) 国家现代农业(蔬菜)产业技术体系产业经济研究专项(编号:nycytx-35)
【分类号】：F323.7
，
本文编号：2228811
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