아프리카돼지열병 뉴스감성이 육류 가격에 미치는 영향분석

• 영문명: Impacts of the ASF Sentiment Changes on Meat Prices
• 발행기관: 한국농업경제학회
• 저자명: 순병민(Byung Min Soon) 김원성(Wonseong Kim)
• 간행물 정보: 『농업경제연구』농업경제연구 63권 1호, 43~62쪽, 전체 20쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2022.03.30

영문 초록

The meat market behavior has been studied typically based on the price and income effect. Recently, unstructured data have been generated from big data analysis. Therefore, our study generates a sentiment index about African Swine Fever(ASF) and estimates the impact of the change in the ASF sentiment index on the Korean meat market. Word2Vec technique, one of the Neural Network Language Model(NNLM), is used to generate the ASF sentiment index. Moreover, we decompose the ASF sentiment index into its positive and negative changes. Using this ASF sentiment index, we build a non-linear Autoregressive Distributed Lag(ARDL) to estimate how the positive and negative ASF sentiment index sensitively causes pork, beef, and chicken prices. The results show that pork and beef prices are more sensitive to the positive ASF sentiment index changes than the negative ASF sentiment index. Our study is the first trial to study the meat market involving sentiment analysis to the best of our knowledge. We expect that developed sentiment analysis will generate animal disease sentiment and help understand the response of animal disease sentiment in the Korean meat market.

목차

I. 서론

II. 선행연구

III. 방법론

IV. 자료 수집

V. 분석결과

VI. 결론

참고문헌

키워드

African Swine Fever Korean meat market Non-linear ARDL model Sentiment analysis