Empirically Eliciting the Volatility Transmission between Red Meat and Forage Wheat Markets in Turkey
نویسندگان
چکیده
Bu çal??mada, benzin ve ithalat d??sal de?i?kenleri kullan?larak, Türkiye’de dana kuzu karkas etleri ile yemlik bu?day reel fiyatlar? aras?ndaki uzun dönem oynakl?k ili?kisi simetrisi 2005:01-2019:06 dönemi günlük verilerinden yararlan?larak VAR (1)-Asimetrik BEKK-GARCH (1, 1) Modeli kullan?larak analiz edilmi?tir. Çal??mada, piyasas?nda meydana gelen oynakl?klar?n piyasalar?ndaki oynakl?klar? artt?rd???, piyasas?ndaki oynakl??? ise azaltt??? tespit Çal??mada ürün piyasalar?nda geçi?kenliklerinde asimetrik etkilerin mevcut oldu?u sonucuna var?lm??t?r. Dana karkas?n fiyat getirileriyle olan optimal portföy a??rl?klar? s?ras?yla 0.643 0.560 iken getirisiyle a??rl??? 0.442 olarak
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ژورنال
عنوان ژورنال: Kahramanmara? Sütçü ?mam Üniversitesi tar?m ve do?a dergisi
سال: 2022
ISSN: ['2619-9149']
DOI: https://doi.org/10.18016/ksutarimdoga.vi.955565