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The Spillover Effect of Agricultural Product Market Price Fluctuation Based on Fourier Analysis

Author

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  • Canyu Zhang

    (School of Economics & Management, Chongqing University, Chongqing, China)

  • Guixian Tian

    (School of Business, Pingxiang University, Pingxiang, China)

  • Yongchao Tao

    (Shandong Marine Economic and Cultural Research Institute, Shandong Academy of Social Science, Qingdao, China)

Abstract

The stability of the original spillover effect model of agricultural product market price volatility is poor, resulting in the low degree of fitting between the results and the actual situation. In order to further clarify the spillover effect of agricultural product market price volatility, a research method of spillover effect of agricultural product market price volatility based on Fourier analysis is proposed. The authors collect sample data, eliminate missing data, and complete data storage. Wavelet transform is used to reduce the noise of the sample data, Fourier analysis is used to reconstruct the sample data, and the data with high degree of discretization is aggregated to output the data preprocessing results. The experimental results show that the method has strong anti-interference ability, good stability, high fitting degree between the results and the actual, and has reliability.

Suggested Citation

  • Canyu Zhang & Guixian Tian & Yongchao Tao, 2022. "The Spillover Effect of Agricultural Product Market Price Fluctuation Based on Fourier Analysis," International Journal of Information Systems and Supply Chain Management (IJISSCM), IGI Global, vol. 15(5), pages 1-17, June.
    • Handle: RePEc:igg:jisscm:v:15:y:2022:i:5:p:1-17
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    References listed on IDEAS

    as
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    3. Chengliang Liu & Qingbin Guo, 2019. "Technology Spillover Effect in China: The Spatiotemporal Evolution and Its Drivers," Sustainability, MDPI, vol. 11(6), pages 1-14, March.
    4. Lya Paola Sierra & Luis Eduardo Girón & Victor Girón & Andrés Girón, 2018. "What is the Spillover Effect of the U.S. Equity and Money Market on the Key Latin American Agricultural Exports?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 18(4), pages 1-9, December.
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