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학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국자료분석학회 Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제14권 제6호
- 발행연도
- 2012.1
- 수록면
- 2,889 - 2,896 (8page)
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This paper examines conditional volatility of producer and consumer broiler prices is derived from the exponential generalized autoregressive heteroskedasticity model (EGARCH) and that its determinants affecting those volatility in broiler market. Through cointegration test for volatility of producer and consumer broiler prices and exogenous variables, the long-run property of the variables is identified. The results of vector error collection model (VECM) and impulse response function are that shocks of exogenous variables have positive effect on the volatility of producer broiler prices and that shocks of exogenous variables prices have negative effects on the consumer broiler prices.
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참고문헌 (15)
참고문헌 신청
Anthony, N. R. / 2009 / Modeling Pork Supply Response and prices Volatility : The Case of Greece / Journal of Agricultural and Applied Economics 41 (1) : 1 ~ 18
Anthony, N. R. / 2010 / Modeling prices Volatility in the Greek Meat Market / Ninth Annual European Economics and Finance Society Conference entitled “Global Imbalances, Financial
Anthony, N. R. / 2010 / Supply Response and Prices Volatility in the Greek Broiler Market / Agribusiness 26 (1) : 25 ~ 48
Anthony, N. R. / 2012 / Greek Meat Supply Response Prices Volatility in a Rational Expectations Framework : A Multivariate GARCH Approach / European Review of Agricultural Ec
Binswanger, H. P. / 1986 / Behavioral Material Determinants of Production Relations in Agriculture / Journal of Development Studies 22 (3) : 503 ~ 539
Anthony, N. R. / 2010 / Modeling prices Volatility in the Greek Meat Market / Ninth Annual European Economics and Finance Society Conference entitled “Global Imbalances, Financial
Anthony, N. R. / 2010 / Supply Response and Prices Volatility in the Greek Broiler Market / Agribusiness 26 (1) : 25 ~ 48
Anthony, N. R. / 2012 / Greek Meat Supply Response Prices Volatility in a Rational Expectations Framework : A Multivariate GARCH Approach / European Review of Agricultural Ec
Binswanger, H. P. / 1986 / Behavioral Material Determinants of Production Relations in Agriculture / Journal of Development Studies 22 (3) : 503 ~ 539
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