中国小宗农产品价格波动特征的实证分析——以大蒜为例  

An Empirical Analysis of the Price Fluctuation Characteristics of China’s Small Agricultural Products——Taking Garlic as an Example

作　　者：马宏阳 赵霞[1] MA Hongyang;ZHAO Xia

机构地区：[1]中国农业大学经济管理学院,北京100083

出　　处：《农业技术经济》2021年第6期33-48,共16页Journal of Agrotechnical Economics

基　　金：农业农村部项目“农业农村大数据资源收集——监测统计业务支撑”(编号:125A0602)。

摘　　要：针对近年来中国小宗农产品价格周期性剧烈波动的现象,本文以大蒜为例,利用价格分解法、协方差分析法和ARCH类模型分析了2004年至今的大蒜价格波动特征。结果表明,中国大蒜价格波动具有显著的季节性和周期性,且主要受到成本消耗变动的影响;同时还存在显著的集簇性、风险收益关系的不确定性和信息冲击的对称性,即大蒜价格波动的剧烈程度正相关,且不具有"高风险高报酬"的性质,此外市场中"利好信息"和"利空信息"对其影响一致。本文据此提出两点建议:一是推动中国大蒜产业向现代化发展,打通生产环节与消费市场的通道,降低生产流通成本;二是建立一个权威、准确的产业信息监测平台,及时统计、发布产业信息,指导蒜农和蒜商理性决策。In view of the phenomenon of cyclical fluctuations in the price of small-scale agricultural products in China in recent years,the research takes garlic as an example to analyze the price fluctuation characteristics from January 2004 to the present by using the price decomposition method,covariance analysis and ARCH models.The results show that the fluctuation of garlic in China has significant seasonality and periodicity,which is mainly affected by its cost fluctuation.In addition,there are significant clustering,the uncertainty of risk-return relationship,and symmetry of information impact to the garlic price fluctuation.In other words,the severity of garlic price fluctuations is positively correlated,and it does not have the nature of"high risk and high return".In addition,the influence of"good information"and"bad information"in the market is the same.Based on it,the paper puts forward two suggestions:firstly,promote the modernization of China’s garlic industry,open up the channels of production links to consumer markets to reduce the cost of production and circulation;secondly,establish an authoritative and accurate industrial information monitoring platform,timely statistics and release garlic industry information,guiding farmers and merchants to make rational decisions.

关 键 词：小宗农产品 大蒜价格 价格波动 ARCH类模型 

分 类 号：F323.7[经济管理—产业经济]