Price volatility of milk and dairy products in Poland after accession to the EU

被引：7

作者：

Borawski, Piotr ^{[1
]}

Guth, Marta ^{[2
]}

Parzonko, Andrzej ^{[3
]}

Rokicki, Tomasz ^{[4
]}

Perkowska, Aleksandra ^{[4
]}

Dunn, James William ^{[5
]}

机构：

[1] Univ Warmia & Mazury, Fac Agr & Forestry, Dept Agrotechnol & Agribusiness, Olsztyn, Poland

[2] Poznan Univ Econ & Business, Inst Econ, Dept Macroecon & Food Econ, Poznan, Poland

[3] Warsaw Univ Life Sci SGGW, Fac Econ, Dept Econ & Org Enterprises, Warsaw, Poland

[4] Warsaw Univ Life Sci, Inst Econ & Finance, Dept Logist, Warsaw, Poland

[5] Penn State Univ, Fac Agr Sci, Dept Agr Econ, University Pk, PA 16802 USA

来源：

AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA | 2021年 / 67卷 / 03期

关键词：

factors; milk market; stationarity; LAND-USE CHANGE; TIME-SERIES; COMPETITIVENESS; TRANSMISSION; DYNAMICS;

D O I：

10.17221/459/2020-AGRICECON

中图分类号：

F3 [农业经济];

学科分类号：

0202 ; 020205 ; 1203 ;

摘要：

Milk and dairy products help meet the nutritional needs of the population. The main goal of this research was to analyse price volatility of milk and dairy products in Poland after accession to the European Union (EU). Price is the main economic influencer. We used 161 monthly observations from 01. 2007 to 05. 2020 to analyse the price changes. To measure the volatility, we have used Augmented Dickey-Fuller test (ADF test), Autoregressive-Moving-Average model (ARMA model), and Granger test. Our research confirmed high volatility of milk and dairy products prices. The ARMA model confirmed that the dairy product prices are stationary. Milk, butter and Gouda cheese are also useful for forecasting.

引用

页码：111 / 119

页数：9

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