【摘要】：本文運用GARCH(1,1)模型分析法定節(jié)假日因素對蔬菜價格波動的影響,研究結論將有利于蔬菜市場主體評估節(jié)假日期間價格波動風險。研究結果表明,法定節(jié)假日期間,雖然蔬菜價格水平變化趨勢各異,但各類蔬菜品種的價格波動加劇,風險明顯增加。蔬菜市場主體應足夠重視法定節(jié)假日所引致的菜價波動加劇情況,以降低風險帶來的損失。
[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.
【作者單位】： 華中農業(yè)大學經濟管理學院;河南科技大學管理學院;
【基金】：國家自然科學基金項目“產品替代對蔬菜價格不規(guī)則波動的影響及作用機制研究”(編號:71503093);“金融化背景下我國農產品期貨與現(xiàn)貨市場風險評價與傳導研究”(編號:71673103) 國家現(xiàn)代農業(yè)(蔬菜)產業(yè)技術體系產業(yè)經濟研究專項(編號:nycytx-35)
【分類號】：F323.7
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本文編號：2228811