基于核密度估计法的柑橘市场价格风险评估  

Evaluation of citrus market price risk based on kernel density estimation

作　　者：李祎萍 李红莉 何玉成[1] 

机构地区：[1]华中农业大学经济管理学院,湖北武汉430070

出　　处：《广东农业科学》2017年第7期161-167,共7页Guangdong Agricultural Sciences

摘　　要：以2014—2016年甜橙、芦柑、蜜桔、脐橙4种柑橘月度市场批发价格为研究对象,利用非参数核密度估计法建立不同的风险价值评估模型,对其风险进行评估。结果表明,不同品种柑橘价格波动季节性不同,蜜桔在每年8~9月份价格到达峰值,呈两头低、中间高的倒"V"型,而脐橙在7~8月份出现两个峰值、呈"M"型。价格波动强度从大到小依次是蜜桔、芦柑、甜橙、脐橙,但差异较小。柑橘的市场价格风险概率较高,降价风险远高于涨价风险,其中蜜桔的跌价风险最高,其次是芦柑,甜橙和脐橙的概率值相近。大多数柑橘品种的市场价格大起大落成为常态,相比较而言,脐橙市场价格的风险最低。Taking the monthly wholesale prices of 4 kinds of citrus（Sweet orange,Ponkan,Mandarin,Naval orange） from 2014 to 2016 as the object of study,the non-parametric kernel density estimation method was used to establish a model to evaluate price risk. The results showed that,different kinds of citrus had different seasonal characters in price. The price of Mandarin arrived at peak during August to September,the wave pattern was inverted＂ V＂ type,which was low at both sides and high in the middle. And the price of Naval orange had two peaks during July to August and the wave pattern was＂ M＂ type. The descending order of fluctuating intensity of citrus was Mandarin,Ponkan,Sweet orange,Naval orange,but there was a little difference among four kinds of citrus. Above all,the risk of citrus market was high,and the probability of declining was higher than rising in price. Among the four kinds of citrus,the highest risk appeared in Mandarin,followed by Ponkan,and the probability of declining in Sweet orange price was similar to Naval orange＇s. Overall,the price risk of Naval orange was the lowest among the four citrus.

关 键 词：柑橘 市场价格 非参数核密度估计 风险评估 

分 类 号：F323.7[经济管理—产业经济]