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| GARCH模型在农产品价格研究中的应用 | |
| 引用本文： | 何海. GARCH模型在农产品价格研究中的应用[J]. 安徽农业科学, 2011, 39(30): 18956-18958 |
| 作者姓名： | 何海 |
| 作者单位： | 贵州财经学院,贵州贵阳,550004 |
| 基金项目： | 2010年贵州省科技厅软科学联合基金研究项目(黔科合体R字[2010]LKC2005号) |
| 摘 要： | 以贵州省的粮食价格为例,通过构建GARCH模型,测算粮食价格指数对数收益率的VAR,以对农产品的价格变动规律进行研究。结果表明,贵州省粮食的VAR具有波动性,进入2010年之后VAR正在逐步增大,粮食市场的价格波动风险呈递增趋势。针对粮食价格变动特征,提出了稳定粮食价格的建议：加大农业基础设施建设力度,提高农业综合生产能力;强化对农产品流通领域的市场监督,维持市场秩序;健全农产品调控体系,平抑农产品价格;加强流动性调控,防范热钱炒作。 |
| 关 键 词： | 农产品价格 价格波动 GARCH模型 VAR |
Application of GARCH Model in Research on Price of Agricultural Products |
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| HE Hai. Application of GARCH Model in Research on Price of Agricultural Products[J]. Journal of Anhui Agricultural Sciences, 2011, 39(30): 18956-18958 | |
| Authors: | HE Hai |
| Affiliation: | HE Hai(Guizhou College of Finance and Economics,Guiyang,Guizhou 550004) |
| Abstract: | Taking the price of grain in Guizhou Province as an example,by establishing GARCH model,I calculate VAR of logarithm return of grain price index,in order to conduct research on the variation law of price of the agricultural products.The results show that VAR of grain in Guizhou has variation.After the year 2010,VAR value is gradually increasing,and the price variation risk of grain market tends to increase progressively.Based on the characteristics of grain price variation,a series of corresponding proposal... |
| Keywords: | Price of agricultural products Price fluctuation GARCH model VAR |
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