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当前位置: 首页 > 文章 > 基于GARCH族模型的山东省生猪价格波动特征研究 山东农业科学 2016,48 (7) 169-172
Position: Home > Articles > Research on Fluctuation Features of Hog Price in Shandong Province Based on GARCH Models Shandong Agricultural Sciences 2016,48 (7) 169-172

基于GARCH族模型的山东省生猪价格波动特征研究

作  者：
王玲玲;赵瑞莹
单  位：
山东农业大学经济管理学院
关键词：
GARCH模型;生猪价格波动;杠杆效应
摘  要：
通过建立GARCH族模型探究了山东省生猪价格的波动特征。实证结果显示:山东省生猪价格具有明显的波动集簇性,生猪市场不存在高风险高收益的特征,生猪价格波动不存在杠杆效应,生猪市场政策的实施能够减少生猪价格的波动。据此提出政府应加强宏观调控、完善生猪价格监测及预警机制的建议。
译  名：
Research on Fluctuation Features of Hog Price in Shandong Province Based on GARCH Models
作  者：
Wang Lingling;Zhao Ruiying;College of Economics and Management,Shandong Agricultural University;
关键词：
GARCH models;;Hog price fluctuation;;Leverage effect
摘  要：
Shandong Province is one of the biggest pig farming provinces in China. The development of pig industry not only drives the development of animal husbandry in Shandong,but also increases the income of farmers. However,the sharp fluctuation of hog price hits the enthusiasm of farmers and also exacerbates the market risk. In this study,the fluctuation characteristics of hog price in Shandong Province were tested using GARCH models. Empirical results showed that the hog price in Shandong had obvious volatility- clustering;the hog market did not exist the characteristic of high income with high risk; there was no leverage effect on hog price fluctuation,and the market policies could reduce the volatility of hog price. We suggested that the government should strengthen macro- control and improve the monitoring and early warning mechanism of hog price.

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