NDLI: Threshold and Asymmetric Volatility in Taiwan Broiler Farm Price Changes

Content Provider	IEEE Xplore Digital Library
Author	Biing-Wen Huang Chun-Yuan Yeh Meng-Gu Chen Yu-Ying Lin Meng-Long Shih
Copyright Year	2008
Description	Author affiliation: Dept. of Int. Trade, Overseas Chinese Inst. of Technol. (Chun-Yuan Yeh) \|\| Dept. of Social Studies Educ., Nat. Taitung Univ., Taitung (Meng-Long Shih) \|\| Dept. of Appl. Econ., Nat. Chung-Hsing Univ., Taichung (Biing-Wen Huang; Meng-Gu Chen; Yu-Ying Lin)
Abstract	The broiler industry is one of the most important livestock industries in Taiwan. Analyzing broiler farm price information could help Taiwan government to make broiler price stabilization programs. The objective of this paper is to investigate threshold and asymmetric volatility characteristics in the broiler farm price changes. It is found that the ESTAR model is more suitable for analyzing broiler farm price changes. The threshold estimate obtained for the ESTAR-GJR (1,1) model was 22.48, but asymmetric volatility in broiler farm price changes was not significant.
Starting Page	1037
Ending Page	1042
File Size	221546
Page Count	6
File Format	PDF
ISBN	9780769534077
DOI	10.1109/ICCIT.2008.71
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2008-11-11
Publisher Place	South Korea
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Educational programs ESTAR model Industrial economics Government Educational technology threshold Information technology Information analysis International trade Production planning broiler farm price Agriculture asymmetric volatility Logistics
Content Type	Text
Resource Type	Article

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