疫病如何影响猪肉产销价格波动关联?——基于滚动协整的分析  

How Do Epidemics Affect the Fluctuation Correlation of Pork Farm and Retail Prices?——Analysis Based on Rolling Cointegration

作　　者：张硕 邓思星 王林洁 李剑[1] ZHANG Shuo;DENG Sixing;WANG Linjie;LI Jian

机构地区：[1]华中农业大学经济管理学院,武汉430070

出　　处：《世界农业》2022年第2期90-99,共10页World Agriculture

基　　金：国家自然科学基金项目“农产品期货市场泡沫风险测度、形成机理和预警研究”(71803058);国家自然科学基金面上项目“农产品期货与现货联合价格分布估计、基差风险与含权套期保值研究”(72173052)。

摘　　要：非洲猪瘟发生以来,中国猪肉市场波动剧烈,产销价格分化明显。为探究疫病如何影响不同区域产销价格变动,本文以北京及其主要外埠产区(河北、河南、辽宁、吉林)为例,基于滚动协整分析方法构建动态误差修正模型,从区域流通视角探究生猪及猪肉价格空间动态传导机制。结果表明:(1)产销价格长期均衡关系表现出显著的时变特征和阶段性差异,在受到疫病冲击时,价格波动的关联性大幅降低;(2)产销价格传导机制存在空间非对称溢出效应,主要表现为"产区—销区"单向传导,但在误差修正机制作用下,疫病对销区价格的间接冲击有所减弱。因此,有必要优化疫病预警机制,完善环保与生猪产业发展规划,构建产销协调的生态养殖模式。Since the outbreak of African swine fever, China’s pork market has fluctuated sharply, with obvious differentiation of farm and retail prices.In order to explore how do epidemics affect the price changes in different regions, this paper takes Beijing and its main producing areas(Hebei, Henan, Liaoning and Jilin) as an example, establishes dynamic Vector Error Correction model based on the rolling cointegration, and explores the spatial dynamic transmission mechanism of hog and pork prices from the perspective of regional circulation.The results are as follows:(1)the long-term equilibrium relationship between farm and retail prices shows significant time-varying characteristics and stage differences, and the correlation decreases significantly when epidemics impact;(2)there is a spatial asymmetric spillover effect in the transmission mechanism, which mainly manifests in the one-way transmission relationship from“farm price to retail price”but under the effect of the transmission error correction mechanism, the influence of farm price fluctuation will be weakened.Therefore, it is necessary to optimize the epidemic early-warning system, improve the development plan of environmental protection and swine industry, and construct the ecological breeding model of farm and retail coordination.

关 键 词：疫病冲击 价格波动 滚动协整 误差修正模型 

分 类 号：F323.7[经济管理—产业经济]