Öz
Türkiye’nin önemli bir ihracat ürünü ve Karadeniz’de yaşayan çok sayıda
hanehalkının gelir kaynağı olan fındık piyasası fiyat oluşumuna, 2009 yılına
kadar devlet çeşitli yöntemlerle az ya da çok müdahale etmiştir. Yeni Fındık
Stratejisi politikası uygulaması sonrasında ise fındık fiyatları, serbest
piyasa koşullarında oluşmaya başlamıştır. Liberal tarım politikaları
uygulamaları ile birlikte ürün fiyatlarında oynaklık daha da artmakta ve bu da
üretici gelirinde dalgalanmalara ve belirsizliklere neden olmaktadır. Bu
çalışmada, fındık üretici aylık fiyatlarının hareketliliği, 2003-2016 dönemleri
arasında volatilite tahmin modelleme uygulaması ile analiz edilmiştir. ARCH tipi
modeller içinde TARCH (Eşikli Otoregresif Koşullu Değişen Varyans) modeli,
fiyatlardaki oynaklığı açıklayan en uygun model olduğu tespit edilmiştir. TARCH
modeli sonuçları fındık reel fiyatlarında yüksek volatilitenin varlığına ve
oynaklığın uzun süre etkisi olabileceğine işaret etmektedir. Fındık reel
fiyatlarının volatilitesi üzerine pozitif şokların etkisinin daha fazla olduğu
bulunmuştur. Piyasada yaşanan olumlu ve olumsuz şokların etkisinin uzun süre
devam ettiği gözlenmektedir. Tahmin sonuçları fındık fiyatlarında aşırı
dalgalanmaların yaşandığını göstermekte ve fiyatlardaki istikrarsızlık ve
belirsizlik durumu ise özellikle üretici gelirini olumsuz etkilemektedir.
Anahtar Kelimeler
Kaynakça
- 6. Kaynakça Anonim, (2015). Tarımsal Ürünlerde Üretici ve Tüketici Fiyatları Arasındaki Fark Neden Büyük? Erişim tarihi: 16/06/2017, http://gubretas.com.tr/tr/icerik/12/1846/tarimsal-urunlerde-uretici-ve-tuketici-fiyatlari-arasindaki-fark-neden-buyuk.aspx Bellemare, M. F. (2015). Rising food prices, food price volatility, and soc, ial unrest. American Journal of Agricultural Economics, 97(1), 1-21. Bulmuş, İ., (2014). Mikro İktisat. Duman Ofset, Ankara. Damba, O. T., Bilgiç, A., & Aksoy, A. (2017). Dünya Ham Petrol ve Seçilmiş Gıda Ürünlerin Arasındaki Fiyat Oynaklığın Tahmini: Bir BEKK-GARCH Yaklaşımı. Atatürk Univ., J. of the Agricultural Faculty, 48 (1): 41-49 Davidson, R., & MacKinnon, J. G. (1993). Estimation and inference in econometrics. Oxford University Press, New York, 687-696. Dickey, D. A., & Fuller, W. A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica: Journal of the Econometric Society, 1057-1072. EIA, (2010). U.S. Energy Information Administration, Erişim Tarihi:20.04.2017. https://www.eia.gov/naturalgas/weekly/archivenew_ngwu/2003/10_23/Volatility%2010-22-03.htm Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica: Journal of the Econometric Society, 987-1007. Erdal, G., Esengün, K., & Erdal, H. (2008). Türkiye'de Tarım ve Gıda Ürünleri Fiyatlarındaki Belirsizliğin Enflasyon Üzerindeki Etkileri. Karamanoğlu Mehmetbey Üniversitesi Sosyal Ve Ekonomik Araştırmalar Dergisi, 2008(2), 65-79. Franses, P. H. (1998). Time series models for business and economic forecasting. Cambridge university press. Gilbert, C. L., & Morgan, C. W. (2010). Food price volatility. Philosophical Transactions of the Royal Society B: Biological Sciences, 365(1554), 3023-3034. Greene, W. H. (2003). Econometric analysis. Pearson Education India. GTB. (2017). 2016 Yılı Fındık Raporu. Gümrük ve Ticaret Bakanlığı, Kooperatifçilik Genel Müdürlüğü, Mart 2017, Ankara. Kayalar, S., & Özçelik, A. (2012). Türkiye'de ve Dünyada Fındık Politikaları. Turkish Journal of Agricultural Economics, 18(2). Minot, N. (2014). Food price volatility in sub-Saharan Africa: Has it really increased?. Food Policy, 45, 45-56. Myers R. J. (1994).Time series econometrics and commodity price analysis, Review of Marketing and Agricultural Economics, vol.62, 167-181. Rahayu, M. F., Chang, W. I., & Anindita, R. (2015). Volatility Analysis and Volatility Spillover Analysis of Indonesia's Coffee Price Using Arch/Garch, and Egarch Model. Journal of Agricultural Studies, 3(2), 37-48. Roache, S. K. (2010). What explains the rise in food price volatility?. International Monetary Fund (IMF) Working Papers 10/129 Sadorsky, P. (2014). Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat. Energy Economics, 43, 72-81. Serra, T., & Gil, J. M. (2012). Price volatility in food markets: Can stock building mitigate price fluctuations?. European Review of Agricultural Economics, jbs041. Stock, J. H., & Watson, M. W. (2011). Ekonometriye Giriş.(Çev. Bedriye Saraçoğlu). Efil Yayınevi, Ankara. Trujillo-Barrera, A., Mallory, M., & Garcia, P. (2012). Volatility spillovers in US crude oil, ethanol, and corn futures markets. Journal of Agricultural and Resource Economics, 247-262. TUİK, (2017). Türkiye İstatistik Kurumu, Tarım Ürünleri Üretici Fiyatları Veritabanı, Erişim tarihi: 10.02.2017, http://www.tuik.gov.tr Yang, J., Haigh, M. S., & Leatham, D. J. (2001). Agricultural liberalization policy and commodity price volatility: a GARCH application. Applied Economics Letters, 8(9), 593-598. Yılmaz, C. (2010). Giresun’un Bulancak İlçesi Kırsal Kesiminde Nüfus Hareketlerinin Nedenleri, Yönü ve Başlıca Özellikleri. Zeitschrift für die Welt der Türken/Journal of World of Turks, 2(1), 147-160.
Öz
Kaynakça
- 6. Kaynakça Anonim, (2015). Tarımsal Ürünlerde Üretici ve Tüketici Fiyatları Arasındaki Fark Neden Büyük? Erişim tarihi: 16/06/2017, http://gubretas.com.tr/tr/icerik/12/1846/tarimsal-urunlerde-uretici-ve-tuketici-fiyatlari-arasindaki-fark-neden-buyuk.aspx Bellemare, M. F. (2015). Rising food prices, food price volatility, and soc, ial unrest. American Journal of Agricultural Economics, 97(1), 1-21. Bulmuş, İ., (2014). Mikro İktisat. Duman Ofset, Ankara. Damba, O. T., Bilgiç, A., & Aksoy, A. (2017). Dünya Ham Petrol ve Seçilmiş Gıda Ürünlerin Arasındaki Fiyat Oynaklığın Tahmini: Bir BEKK-GARCH Yaklaşımı. Atatürk Univ., J. of the Agricultural Faculty, 48 (1): 41-49 Davidson, R., & MacKinnon, J. G. (1993). Estimation and inference in econometrics. Oxford University Press, New York, 687-696. Dickey, D. A., & Fuller, W. A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica: Journal of the Econometric Society, 1057-1072. EIA, (2010). U.S. Energy Information Administration, Erişim Tarihi:20.04.2017. https://www.eia.gov/naturalgas/weekly/archivenew_ngwu/2003/10_23/Volatility%2010-22-03.htm Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica: Journal of the Econometric Society, 987-1007. Erdal, G., Esengün, K., & Erdal, H. (2008). Türkiye'de Tarım ve Gıda Ürünleri Fiyatlarındaki Belirsizliğin Enflasyon Üzerindeki Etkileri. Karamanoğlu Mehmetbey Üniversitesi Sosyal Ve Ekonomik Araştırmalar Dergisi, 2008(2), 65-79. Franses, P. H. (1998). Time series models for business and economic forecasting. Cambridge university press. Gilbert, C. L., & Morgan, C. W. (2010). Food price volatility. Philosophical Transactions of the Royal Society B: Biological Sciences, 365(1554), 3023-3034. Greene, W. H. (2003). Econometric analysis. Pearson Education India. GTB. (2017). 2016 Yılı Fındık Raporu. Gümrük ve Ticaret Bakanlığı, Kooperatifçilik Genel Müdürlüğü, Mart 2017, Ankara. Kayalar, S., & Özçelik, A. (2012). Türkiye'de ve Dünyada Fındık Politikaları. Turkish Journal of Agricultural Economics, 18(2). Minot, N. (2014). Food price volatility in sub-Saharan Africa: Has it really increased?. Food Policy, 45, 45-56. Myers R. J. (1994).Time series econometrics and commodity price analysis, Review of Marketing and Agricultural Economics, vol.62, 167-181. Rahayu, M. F., Chang, W. I., & Anindita, R. (2015). Volatility Analysis and Volatility Spillover Analysis of Indonesia's Coffee Price Using Arch/Garch, and Egarch Model. Journal of Agricultural Studies, 3(2), 37-48. Roache, S. K. (2010). What explains the rise in food price volatility?. International Monetary Fund (IMF) Working Papers 10/129 Sadorsky, P. (2014). Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat. Energy Economics, 43, 72-81. Serra, T., & Gil, J. M. (2012). Price volatility in food markets: Can stock building mitigate price fluctuations?. European Review of Agricultural Economics, jbs041. Stock, J. H., & Watson, M. W. (2011). Ekonometriye Giriş.(Çev. Bedriye Saraçoğlu). Efil Yayınevi, Ankara. Trujillo-Barrera, A., Mallory, M., & Garcia, P. (2012). Volatility spillovers in US crude oil, ethanol, and corn futures markets. Journal of Agricultural and Resource Economics, 247-262. TUİK, (2017). Türkiye İstatistik Kurumu, Tarım Ürünleri Üretici Fiyatları Veritabanı, Erişim tarihi: 10.02.2017, http://www.tuik.gov.tr Yang, J., Haigh, M. S., & Leatham, D. J. (2001). Agricultural liberalization policy and commodity price volatility: a GARCH application. Applied Economics Letters, 8(9), 593-598. Yılmaz, C. (2010). Giresun’un Bulancak İlçesi Kırsal Kesiminde Nüfus Hareketlerinin Nedenleri, Yönü ve Başlıca Özellikleri. Zeitschrift für die Welt der Türken/Journal of World of Turks, 2(1), 147-160.
Ayrıntılar
| Konular | Ekonomi |
|---|---|
| Bölüm | Cilt: 1 Sayı: 2 |
| Yazarlar | |
| Yayımlanma Tarihi | 7 Şubat 2018 |
| Gönderilme Tarihi | 6 Temmuz 2017 |
| Yayımlandığı Sayı | Yıl 2017 Cilt: 1 Sayı: 2 |
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