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Article: A time-series analysis of the price of Epinephelus

TitleA time-series analysis of the price of Epinephelus
Authors
KeywordsCultured groupers
Prices
Time series analysis
Issue Date2002
PublisherTaylor & Francis Ltd. The Journal's web site is located at http://www.uq.edu.au/aem/journal.htm
Citation
Aquaculture Economics And Management, 2002, v. 6 n. 3-4, p. 215-229 How to Cite?
AbstractThis paper provides a time-series analysis of the prices of three species of cultured groupers, namely the red grouper (Epinephelus akaara), green grouper (Epinephelus coioides) and yellow grouper (Epinephelus awoara) in Hong Kong. An Autoregressive Integrated Moving Average (ARIMA) model was employed to evaluate monthly raw price data for the period January 1988 to July 1992. Empirical results suggest that while the ARIMA model predicts surprisingly well for red and green groupers, the price series of the yellow grouper was found to exhibit the property of random walk in its first differences.
Persistent Identifierhttp://hdl.handle.net/10722/81801
ISSN
2015 Impact Factor: 1.175
2015 SCImago Journal Rankings: 0.422
References

 

DC FieldValueLanguage
dc.contributor.authorChau, KWen_HK
dc.contributor.authorHo, WKOen_HK
dc.date.accessioned2010-09-06T08:22:08Z-
dc.date.available2010-09-06T08:22:08Z-
dc.date.issued2002en_HK
dc.identifier.citationAquaculture Economics And Management, 2002, v. 6 n. 3-4, p. 215-229en_HK
dc.identifier.issn1365-7305en_HK
dc.identifier.urihttp://hdl.handle.net/10722/81801-
dc.description.abstractThis paper provides a time-series analysis of the prices of three species of cultured groupers, namely the red grouper (Epinephelus akaara), green grouper (Epinephelus coioides) and yellow grouper (Epinephelus awoara) in Hong Kong. An Autoregressive Integrated Moving Average (ARIMA) model was employed to evaluate monthly raw price data for the period January 1988 to July 1992. Empirical results suggest that while the ARIMA model predicts surprisingly well for red and green groupers, the price series of the yellow grouper was found to exhibit the property of random walk in its first differences.en_HK
dc.languageengen_HK
dc.publisherTaylor & Francis Ltd. The Journal's web site is located at http://www.uq.edu.au/aem/journal.htmen_HK
dc.relation.ispartofAquaculture Economics and Managementen_HK
dc.subjectCultured groupersen_HK
dc.subjectPricesen_HK
dc.subjectTime series analysisen_HK
dc.titleA time-series analysis of the price of Epinephelusen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1365-7305&volume=6&issue=3/4&spage=215&epage=30&date=2002&atitle=A+Times+Series+Analysis+of+the+Price+of+Epinephelusen_HK
dc.identifier.emailWing, CK:hrrbckw@hkucc.hku.hken_HK
dc.identifier.authorityWing, CK=rp00993en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1080/13657300209380315-
dc.identifier.scopuseid_2-s2.0-0036389325en_HK
dc.identifier.hkuros73760en_HK
dc.identifier.hkuros84687-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0036389325&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume6en_HK
dc.identifier.issue3-4en_HK
dc.identifier.spage215en_HK
dc.identifier.epage230en_HK
dc.publisher.placeUnited Kingdomen_HK
dc.identifier.scopusauthoridWing, CK=24830082500en_HK
dc.identifier.scopusauthoridOn, WHK=8126637100en_HK

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