我国畜禽肉价格的波动特征研究  

Research on Price Fluctuation Characteristics of Livestock and Poultry Meat in China

作　　者：樊帆[1] 黄寒松 FAN Fan;HUANG Hansong

机构地区：[1]长江大学经济与管理学院

出　　处：《价格理论与实践》2023年第2期28-31,65,共5页Price:Theory & Practice

摘　　要：探究我国畜禽肉价格变化规律,对于保供稳价具有重要意义。本文选取我国鸡肉、猪肉、牛肉、羊肉市场批发价数据,使用季节调整和滤波法分析四种肉类产品价格的长期趋势与周期规律,构建GARCH类模型分析四种肉类产品价格短期变化规律。结果表明:我国畜禽肉价格表现出明显的周期波动和季节波动;四种肉类产品价格波动有明显时变与集簇特征;猪肉和牛肉市场高风险不能带来高回报;鸡肉、牛肉、羊肉的价格波动有非对称性。基于此,应建立畜禽肉价格综合观测预警平台,促进畜禽养殖规模化和规范化,优化疫病防控体系和肉类产品储备体系。It is of great significance to explore the changing rules of livestock and poultry meat prices in China for ensuring supply and price stability.This paper selects the market wholesale price data of chicken,pork,beef and mutton in China,analyzes the long-term trend and cycle law of the four meat prices by seasonal adjustment and filtering method,and constructs GARCH class models to analyze the short-term change law of the four meat prices.The results show that the livestock and poultry meat prices of our country has obvious periodic fluctuations and seasonal fluctuations.The price fluctuation of four kinds of meat products has obvious time-varying and clustering characteristics.High risk in pork and beef markets can't bring high returns.The price fluctuations of chicken,beef and mutton are asymmetrical.Based on these,we should establish a comprehensive observation and early warning platform for livestock and poultry meat prices,promote the scale and standardization of livestock and poultry breeding,and optimize the epidemic prevention-control system and the meat product reserve system。

关 键 词：畜禽肉产品 价格波动 季节调整 HP滤波 GARCH类模型 

分 类 号：F323.7[经济管理—产业经济]