生猪价格视角下肉类价格溢出效应研究  

Research on the Spillover Effect of Meat Price from the Perspective of Pork Price

作　　者：周雨龙 ZHOU Yu-long(School of Statistics,Shandong Technology and Business University,Yantai Shandong 264003,China)

机构地区：[1]山东工商学院统计学院,山东烟台264003

出　　处：《科技和产业》2021年第11期85-91,共7页Science Technology and Industry

摘　　要：基于2016年5月至2021年6月的中国主要肉类的每周价格数据,构造整个市场内的溢出指数,研究突发事件冲击对肉类价格的时变性影响。结果表明,溢出指数可以准确捕捉突发事件对整个肉类市场的冲击强度和方向,但是价格波动的方向不同,价格传导的路径也不同。在非洲猪瘟造成猪肉价格上涨后,鸡肉作为猪肉的平价替代产品,吸收了猪肉价格剧烈波动的冲击。应以此为契机,健全市场波动风险预警机制,增强突发事件冲击的应对能力;健全积极主动的政策干预体系,保证市场供给稳定;激发同类产品发挥替代作用,减缓市场供需失衡的压力;多方面多渠道切实降低突发事件造成的价格冲击对肉类市场的影响。Based on the weekly price data of China's several kinds of meat from May 2016 to June 2021,a spillover index in the whole market was constructed to study the time-varying impact of unexpected events on meat prices.The results show that the spillover index can accurately capture the strength and direction of the impact of emergencies on the entire meat market,but the path of price transmission is different in the direction of price fluctuations.After the African Swine Fever caused the price of pork to rise,chicken,as a cheap substitute for pork,absorbed the impact of drastic fluctuations in pork prices.This should be as an opportunity to improve the market fluctuation risk early warning mechanism and enhance the ability to respond to the impact of emergencies;improve the proactive policy intervention system to ensure stable market supply.Stimulate similar products to play a substitute role to alleviate the pressure of market supply and demand imbalances;more on the one hand,multiple channels have effectively reduced the impact of price shocks caused by emergencies on the meat market.

关 键 词：猪肉价格 非洲猪瘟 波动溢出 溢出指数 

分 类 号：F326.3[经济管理—产业经济]