首页> 中文期刊> 《青岛农业大学学报(社会科学版)》 >基于小波分析的我国大蒜出口价格波动研究

基于小波分析的我国大蒜出口价格波动研究

         

摘要

为更好促进蒜农增收,平衡农产品贸易逆差,本文引入小波分析来研究大蒜出口价格波动。对经小波处理得到的长期趋势的研究表明,大蒜出口价格波动具有一定周期性,其波动周期具有不可重复和非对称性;利用GARCH模型研究结果表明,大蒜出口价格1-2个月内的波动对外部冲击反应剧烈,但不持久;2-4个月内的波动对外部冲击反应温和,持续时间长;4-8个月内的波动对外部冲击反应剧烈,持续性不强。研究总体表明,我国大蒜出口价格波动极易受到外部冲击的影响,面临着巨大的波动风险。%Wavelet analysis is introduced to analyze the fluctuation of chinese garlic export prices in order to promote the increase of garlic farmers'income and balance the trade deficit of agricultural products .The long-term trend obtained from the wavelet analysis shows that the fluctuation of chinese garlic export prices is periodic ,and the fluctuant cycle is unrepeatable and asymmetric .The results from GARCH model studies show that chinese garlic export prices in January and February fluctuate violently with the external impact , but don't last long;the prices fluctuate mildly from February to April,but last long;the prices fluctuate violently from April to August ,but don't last long.Generally,the researches show that chinese garlic export prices are easy to be influenced by the external impact and face great risks of fluctuation .

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