摘要
水产品是居民饮食结构中重要的一个大类,深入分析水产品价格波动规律,对于保障居民生活稳定、调动渔民生产积极性以及为管理部门决策参考有着重要的现实意义。本文选取13个鱼类品种,基于2010年1月至2018年2月的周批发市场价格数据,运用GARCH、TGARCH、EGARCH等模型对其价格波动及非对称性进行分析。结果表明:鳊鱼和石斑鱼价格无显著的异方差效应;青鱼、草鱼、鲢鱼等11个水产品品种价格波动有显著的集聚性,但不具备高风险高回报的特征;大菱鲆价格波动没有表现出非对称性,青鱼、海鲈鱼等10个鱼类品种价格存在显著的非对称性效应,其中青鱼、海鲈鱼、大黄鱼价格下跌引发的市场波动比价格上涨引发的市场波动大;草鱼、鳙鱼、鲤鱼、罗非鱼、牙鲆价格上涨引发的市场波动比价格下跌引发的市场波动大。据此,本文提出建设水产品全产业链综合信息平台、构建水产品价格波动预警体系、创新渔业经营体制提高渔民组织化程度等相关政策建议。
Aquatic products play an important role in our dietary structure,therefore further analysis of its price fluctuation pattern is of great practical significance to grantee the stable life of residents,mobilizing fishermen’s enthusiasm and providing policy advice.Based on the weekly wholesale price of 13 fish species from January 2010 to February 2018,this paper applied GARCH,TGARCH and EGARCH models to analyze their price fluctuation and asymmetry.According to the research results,there was no significant heteroscedastic effect between the price of bream and grouper;price fluctuation of 11 species such as black carp,grass carp and silver carp had significant clustering,but did not have the characteristics of high risk and high return;the price fluctuation of turbot did not show asymmetry;the price of 10 fishes such as black carp and sea perch had significant asymmetric effect,to be more specific,as for the species like black carp,sea perch and large yellow croaker,the market fluctuation caused by the price decrease was larger than that caused by price rise.On the contrary,for other species like grass carp,bream,carp,tilapia and Bastard halibut,price rise will generate a greater impact on market volatility.According to this,some policy suggestions are put forward,such as building a comprehensive information platform for aquatic product industry chain,building an early warning system for aquatic product price fluctuation,innovating fishery management system and improving fishermen’s organization.
作者
张伟华
张英丽
ZHANG Weihua;ZHANG Yingli
出处
《农业技术经济》
CSSCI
北大核心
2020年第2期133-142,共10页
Journal of Agrotechnical Economics
基金
现代农业产业技术体系专项资金资助(编号:CARS-49-G29)
农业部规划项目“我国城乡居民水产品消费演变及改革启示”(编号:D-8005-16-0174)。
