Effects of International Grain Prices on Volatility of Domestic Grain Prices in 24 Developing Countries - 九大コレクション | 九州大学附属図書館

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＜紀要論文＞
Effects of International Grain Prices on Volatility of Domestic Grain Prices in 24 Developing Countries

作成者	作成者名 Yan, Shuqin 所属機関所属機関名 Laboratory of Food and Agricultural Policy, Department of　Agricultural and Resource Economics, Faculty of Agriculture, Kyushu University
	著者識別子 70177608 作成者名 Kameyama, Hiroshi 亀山, 宏カメヤマ, ヒロシ所属機関所属機関名 Faculty of Agriculture, Kagawa University 香川大学農学部
	著者識別子 K002208 作成者名 Isoda, Hiroshi 磯田, 宏イソダ, ヒロシ所属機関所属機関名 Laboratory of Food and Agricultural Policy, Department of Agricultural and Resource Economics, Faculty of Agriculture, Kyushu University 九州大学大学院農学研究院農業資源経済学部門食料農業政策学分野
	作成者名 Qian, Jiarong 所属機関所属機関名 Institute of Agricultural Economics and Development, Chinese Academy of Agricultural Sciences
	著者識別子 K002922 作成者名 Ito, Shoichi 伊東, 正一イトウ, ショウイチ所属機関所属機関名 Laboratory of Food and Agricultural Policy, Department of Agricultural and Resource Economics, Faculty of Agriculture, Kyushu University 九州大学大学院農学研究院農業資源経済学部門食料農業政策学分野
本文言語	英語
出版者	Faculty of Agriculture, Kyushu University
出版者	九州大学大学院農学研究院
発行日	2016-02-29
収録物名	九州大学大学院農学研究院紀要
巻	61
号	1
開始ページ	225
終了ページ	232
出版タイプ	Version of Record
アクセス権	open access
Crossref DOI	https://doi.org/10.5109/1564118

本文ファイル

ファイル	ファイルタイプ	サイズ	閲覧回数	説明
p225	pdf	579 KB	564

詳細

PISSN	0023-6152
NCID	AA00697606
レコードID	1564118
査読有無	査読無
主題	pricevolatility
	GARCH model
	international/domestic price
ISSN	0023-6152
NCID	AA00697606
注記	This paper discusses transmission relationships of price volatility relationships between the international and domestic prices of three grains in 24 developing countries during 2005 to 2013, using a modified Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) models. Findings indicate that the international price of rice exerts significant negative effects on the volatility of domestic rice prices in Burundi and Tunisia, and significant positive effects in Chad and Sri Lanka; in addition, international wheat prices have significant negative effects on the volatility of domestic wheat prices in Brazil and Mauritania; further, international prices for maize exert significant effects on the volatility of domestic maize prices in the Dominican Republic, Niger and the Philippines. Volatility in international rice price has significant positive impact on the volatility of rice prices in Nicaragua, however, it has a significant negative affect in Cape Verde; the volatility of international wheat price has significant positive influence in Georgia and Mauritania.
登録日	2016.03.10
更新日	2022.11.11