اقتصاد فضا و توسعه روستایی

اقتصاد فضا و توسعه روستایی

مکانیزم انتقال قیمت در بازار محصولات شیلاتی منتخب (مدل GARCH دو متغیره)

نویسندگان
مهدی سراوانی 1
حسین امیری 2
محمد حسین کریم 2
1 دانشگاه آزاد اسلامی زابل
2 دانشگاه خوارزمی
10.61186/serd.13.50.7
چکیده
هدف: هدف از این پژوهش بررسی وضعیت انتقال قیمت و سنجش میزان انتقال قیمت بین سطوح عمده و خرده‌فروشی در بازار محصولات شیلاتی بوده است.

روش پژوهش: در این مطالعه با استفاده از مدل گارچ دومتغیره و مدل هوک میزان تقارن و عدم تقارن انتقال قیمت در بازار محصولات شیلاتی منتخب مشتمل بر ماهیان قزل‌آلا، شیر، کپور، حلوا سفید، کیلکا، شوریده، ماهیان سرد آبی، ماهیان گرم آبی و میگو بر اساس داده­ های ماهانه طی سال­های 1398- 1390 مورد بررسی قرار گرفتند.

یافته‌ها: نتایج نشان می­ دهد که فرضیه انتقال متقارن قیمت­ها در کوتاه ­مدت تنها برای ماهیان شیر و شوریده تأیید و برای سایر محصولات رد می­ شود. همچنین فرضیه انتقال نامتقارن قیمت­ها در بلندمدت برای ماهیان قزل‌آلا، شیر و شوریده تأیید و برای سایر محصولات رد می­ شود. همچنین برای ماهیان قزل‌آلا، شیر و شوریده کشش کوتاه‌مدت انتقال قیمت بیشتر از کشش بلندمدت انتقال قیمت است که بیانگر انتقال کامل تغییرات قیمت از سطوح عمده به خرده‌فروشی است. درحالی‌که برای ماهی­ های کیلکا، کپور، حلوا سفید و میگو کشش کوتاه‌مدت انتقال قیمت کمتر از کشش بلندمدت انتقال قیمت است که این یافته با نتایج حاصل از مدل رزیت همخوانی دارد.

نتیجه‌گیری: پیشنهاد می­ شود مسئولین ذی‌ربط برای جلوگیری از تضییع حقوق دو قشر تولیدکننده و مصرف­ کننده تعاونی­های موجود فروش با تولیت و مشارکت واقعی عرضه‌کنندگان و پرورش‌دهندگان نهاده ها و محصولات شیلاتی را با فرهنگ­ سازی، آموزش و دادن امکانات، مورد حمایت قرار دهند تا با خرید به­ موقع و عرضه مستقیم نهاده ­ها و محصولات به مصرف­ کنندگان زمینه صادرات را نیز فراهم آورند که این خود از افزایش حاشیه بازار و نوسانات قیمتی نیز جلوگیری می­ کند.
کلیدواژه‌ها
انتقال قیمت
گارچ دو متغیره
محصولات شیلاتی
درجه تقارن

عنوان مقاله English

Price Transmission Mechanism in the Market of Selected Fishery Products (Bivariate GARCH Model)

نویسندگان English

Mahdi Saravani 1
Hossein Amiri 2
Mohammad Hossein Karim 2
1 Department of Economies, Zabol branch Islamic Azad University, Zabol, Iran
2 Department of Islamic Economic and Banking, Faculty of Economics, Kharazmi University, Tehran
چکیده English

Objective: This study aims to examine price transmission dynamics and assess the extent of price transmission between wholesale and retail levels in the seafood market.

Methods: The study employs the bivariate GARCH model and the Houck model to analyze the symmetry and asymmetry of price transmission in selected seafood markets, including trout, silver pomfret, common carp, white pomfret, anchovy, croaker, cold-water fish, warm-water fish, and shrimp. The analysis is based on monthly data from 2011 to 2019.

Findings: The results indicate that the hypothesis of symmetric price transmission is only confirmed in the short term for silver pomfret and croaker, while it is rejected for other products. Conversely, in the long term, the hypothesis of asymmetric price transmission is confirmed for trout, silver pomfret, and croaker but rejected for the other seafood products. Additionally, for trout, silver pomfret, and croaker, the short-term price transmission elasticity is higher than the long-term elasticity, suggesting that price changes are fully transmitted from the wholesale to the retail level. However, for anchovy, common carp, white pomfret, and shrimp, short-term price transmission elasticity is lower than long-term elasticity, aligning with findings from the Reziti model.

Conclusion: It is recommended that relevant authorities take measures to protect both producers and consumers by supporting existing sales cooperatives. This can be achieved through proper cultural promotion, training, and providing necessary facilities to facilitate timely purchasing and direct distribution of seafood products to consumers. Such actions would not only help stabilize market prices but also create export opportunities and prevent excessive market margins and price fluctuations.

کلیدواژه‌ها English

Price Transmission
Bivariate GARCH
Fishery Products
Degree of Symmetry
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Meyer, J., & Von Cramon‐Taubadel, S. (2004). Asymmetric price transmission: a survey. Journal of agricultural economics, 55(3), 581-611.
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Sephton, P. S. (2003). Spatial market arbitrage and threshold cointegration. American Journal of Agricultural Economics, 85(4), 1041-1046.
Scholnick, B. (1996). Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore. Journal of international Money and Finance, 15(3), 485-496.
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