請用此 Handle URI 來引用此文件: http://hdl.handle.net/11455/28521
標題: 花卉價格互動關係之研究
A Study on Interactive Relation in Floral Price
作者: 許菀婷
Hsu, Wan-Ting
關鍵字: Floral price
花卉價格
Cointegration
Vector error correction model
Causality
共整合
向量誤差修正模型
因果關係
出版社: 應用經濟學系所
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摘要: 本文旨在探討台灣地區四個主要花卉批發市場之玫瑰、香水百合、小菊與非洲菊交易價格間之互動關係。文中應用共整合檢定檢視交易價格之相關性,以向量誤差修正模型並輔以Granger因果關係檢定予以分析。研究期間為1998年1月至2010年2月之月資料。 根據本文之實證結果,花卉之短期因果關係顯示,在四個主要花卉批發市場中,玫瑰和非洲菊之交易價格之間變動時會互相影響;而考量非洲菊以往之價格變動趨勢將有助於估測小菊當期交易價格。另外,在台北及彰化花卉批發市場中,非洲菊之價格變動領先於香水百合,則考量非洲菊過去交易期間之價格變化有助於估測香水百合當期價格。 其次,花卉之長期因果關係顯示,玫瑰、香水百合、小菊與非洲菊之交易價格在四個花卉批發市場中均呈現相同之互動關係。玫瑰花、香水百合及非洲菊三項花卉之間交易價格變動時會產生顯著的同向變動。另外,因小菊價格變動領先於玫瑰、香水百合及非洲菊,玫瑰花、香水百合及非洲菊當期價格會受到小菊以前的交易價格變動所影響。 最後,檢視高價與平價花卉之間的關係,發現高價花卉之間並無短期因果關係存在,但存在長期因果關係;平價花卉之間於長短期均存在單向之因果關係;在高、平價花卉之間,玫瑰與非洲菊存在雙向之短期因果關係,非洲菊對香水百合僅存在單向短期因果關係,然玫瑰、香水百合與非洲菊存在雙向之長期因果關係,此時非洲菊可與高價花卉群視為同一群體,小菊對此群體存在單向之長期因果關係。
The aim of this article is to study the four major flower wholesale markets in Taiwan, Rose, Oriental Lily, Chrysanthemum (spray), and Gerbera and their interrelations of transaction prices. Cointegration test is used to examine the relationships of transaction prices and analyze by the formula vector error correction model and Granger causality test. The data are collected monthly from January 1998 to February 2010. Based on the empirical results and the short-run causal relationship indicates that, in the four major flower wholesale markets, the price of Rose and Gerbera will affect each other when transaction price changes. And when consider the past trends of Gerbera price changes will help to predict the current trading price of Chrysanthemum (spray). In addition, the flower wholesale market in Taipei and Changhua, price changes of Gerbera is ahead of Oriental Lily. Therefore, consider the price changes of Gerbera will help to predict the current trading price of Oriental Lily. Secondly, the long-run causal relationship indicates the transaction prices of Rose, Oriental Lily, Chrysanthemum (spray), and Gerbera showed the same interrelationships in four major flower wholesale markets. The changes of transaction price of Rose, Oriental Lily and Gerbera will produce significant price changes in the same direction. In addition, price changes of Chrysanthemum (spray) are ahead of Rose, Oriental Lily, and Gerbera. Therefore, the current trading price of Rose, Oriental Lily, and Gerbera are affected by the changes of transaction price of Chrysanthemum (spray) in the past. Lastly, review the relationship between high-price and fair-price flowers. The study finds there is no short-run causal relationship in high-price flowers, but exists in long-run causal relationship. Fair-price flowers have both long-run and short-run uni-directional causal relationship. In the relation of high-price and fair-price flowers, Rose and Gerbera are having short-run bi-directional causal relationship. Gerbera and Oriental Lily are only having short-run uni-directional causal relationship. Because Rose, Oriental Lily and Gerbera are having long-run bi-directional causal relationship, Gerbera can be considered as the same group of high-price flower. Chrysanthemum (spray) has the long-run uni-directional causal relationship with this group of high-price flower.
URI: http://hdl.handle.net/11455/28521
其他識別: U0005-2807201000251900
文章連結: http://www.airitilibrary.com/Publication/alDetailedMesh1?DocID=U0005-2807201000251900
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