Factor Analysis of Price Volatility in the South Korea Broiler Market
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 김명준 | - |
dc.contributor.author | 이선호 | - |
dc.contributor.author | 제상영 | - |
dc.date.accessioned | 2021-09-07T01:02:05Z | - |
dc.date.available | 2021-09-07T01:02:05Z | - |
dc.date.created | 2021-06-17 | - |
dc.date.issued | 2012 | - |
dc.identifier.issn | 1229-2354 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/109700 | - |
dc.description.abstract | 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. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | 한국자료분석학회 | - |
dc.title | Factor Analysis of Price Volatility in the South Korea Broiler Market | - |
dc.title.alternative | Factor Analysis of Price Volatility in the South Korea Broiler Market | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | 제상영 | - |
dc.identifier.bibliographicCitation | Journal of The Korean Data Analysis Society, v.14, no.6, pp.2889 - 2896 | - |
dc.relation.isPartOf | Journal of The Korean Data Analysis Society | - |
dc.citation.title | Journal of The Korean Data Analysis Society | - |
dc.citation.volume | 14 | - |
dc.citation.number | 6 | - |
dc.citation.startPage | 2889 | - |
dc.citation.endPage | 2896 | - |
dc.type.rims | ART | - |
dc.identifier.kciid | ART001723680 | - |
dc.description.journalClass | 2 | - |
dc.description.journalRegisteredClass | kci | - |
dc.subject.keywordAuthor | Broiler Market | - |
dc.subject.keywordAuthor | Price Volatility | - |
dc.subject.keywordAuthor | EGARCH | - |
dc.subject.keywordAuthor | VECM | - |
dc.subject.keywordAuthor | Cointegration Test. | - |
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