中国畜禽产品市场价格动态溢出效应研究——基于产品间横向及产业链纵向价格溢出视角分析  

Study on the Dynamic Spillover Effect of Market Price of Livestock and Poultry Products in China: Based on the Perspective of Horizontal Spillover between Products and Vertical Spillover of Industrial Chain

作　　者：丁存振 肖海峰[2] DING Cunzhen;XIAO Haifeng

机构地区：[1]山东农业大学经济管理学院,泰安271000 [2]中国农业大学经济管理学院,北京100083

出　　处：《农业经济问题》2022年第9期129-143,共15页Issues in Agricultural Economy

基　　金：国家现代农业产业技术体系项目(编号:CARS-39-22)。

摘　　要：本文基于产品间横向与产业链纵向视角,运用溢出指数方法从总溢出效应、方向性溢出效应和成对净溢出效应等3个方面,对畜禽产品市场价格之间的溢出效应及动态特征进行了剖析。结果表明:(1)从总溢出效应看,中国畜禽产品市场价格整体溢出效应为36.50%,且样本期内呈波动上升趋势,但受非洲猪瘟、禽流感等畜禽疫情影响较大;(2)从方向性溢出效应看,在畜禽产品市场中,猪肉、羊肉和鸡蛋是价格“高溢出、低接受”产品,鸡肉和牛肉是价格“低溢出、高接受”产品,而生鲜乳、玉米和豆粕是价格“低溢出、低接受”产品;(3)从成对净溢出效应看,畜禽产品价格受纵向产业链上相关产品价格的影响小于横向相关产品价格的影响,畜禽疫情同样对畜禽产品价格间溢出效应有较大影响,尤其是对关联性较强的畜禽产品价格间溢出效应影响更大。Based on the perspective of horizontal product and vertical industrial chain, this paper uses the spillover index method proposed by Diebold and Yilmaz to analyze the spillover effect and its dynamic characteristics between the market prices of livestock and poultry products from three perspectives, which is total spillover effect, directional spillover effect, and net pairwise spillover effect.The results shows that:(1)From the perspective of the total spillover effect, The overall spillover effect of the market price of livestock and poultry products in China is 36.50%,and the overall price remains stable during the sample period, but it is greatly affected by the epidemic situation of African swine fever and avian influenza.(2)From the perspective of the directional spillover effect, pork, mutton, and egg are products with “high spillover and low acceptance”,chicken and beef are products with“low spillover and high acceptance”.At the same time, fresh milk, corn, and soybean meal are products with “low spillover and low acceptance”.(3)From the perspective of net pairwise spillover effect, the price of livestock and poultry products is less affected by the price of related products in the vertical industrial chain than the price of related products in the horizontal industry.The livestock and poultry epidemic also significantly impacts the spillover effect between products, especially the product spillover effect with a strong correlation.

关 键 词：畜禽产品 价格 动态 溢出效应 畜禽疫情 

分 类 号：F323.7[经济管理—产业经济]