中厄水产品进口价格波动特征研究——以冻对虾为例  

Study on fluctuation characteristics of import price of aquatic products between China and Ecuador:take frozen shrimp as an example

作　　者：孙琛[1] 王琬璐 SUN Chen;WANG Wan-lu(College of Economics and Management,Shanghai Ocean University,Shanghai 201306,China)

机构地区：[1]上海海洋大学经济管理学院,上海201306

出　　处：《中国渔业经济》2023年第5期58-67,共10页Chinese Fisheries Economics

基　　金：农业农村部“国家现代农业产业技术体系专项资金”(CARS-48)项目资助。

摘　　要：近年来,中国水产品进口规模不断扩大,探究水产品进口价格波动特征,对于把握未来价格走势、规避价格波动风险具有重要意义。本文以冻对虾为例,利用2013-2021年中国自厄瓜多尔进口冻对虾的月度数据,采用ARCH类模型、季节调整模型、HP滤波法研究其进口价格波动特征。结果表明:冻对虾进口价格波动具有集聚性、高风险高回报的不确定性和信息冲击的对称性。同时,冻对虾进口价格波动呈现明显的季节性和周期性;另外,价格波动由不规则波动、季节波动、长期趋势波动和循环周期波动4种因素构成,长期趋势波动对冻对虾进口价格波动的贡献率最大。基于此,本文认为可利用价格波动对短期价格走势进行有效预测,使进口商和加工企业能主动应对价格波动带来的潜在风险。In recent years,the scale of China's import of aquatic products has been expanding,so it is of great significance to explore the fluctuation characteristics of import price of aquatic products for grasping the future price trend and avoiding the risk of price fluctuation.Taking frozen shrimp as an example,this study uses the monthly data of China's import of frozen shrimp from Ecuador from 2013 to 2021,and uses ARCH model,seasonal adjustment model and HP filtering method to research the fluctuation characteristics of its import price.The results show that the import price fluctuation of frozen shrimp is characterized by agglomeration,uncertainty of high risk and high return,and symmetry of information impact.At the same time,the import price of frozen shrimp shows obvious seasonal and cyclical fluctuations.In addition,the price fluctuations are composed of four factors,and they are irregular fluctuation,seasonal fluctuation,long-term trend fluctuation and cycle fluctuation.The long-term trend fluctuation has the largest contribution to the import price fluctuation of frozen shrimp.Based on this,this study believes that price fluctuations can be used to effectively predict short-term price trends,so that importers and processing enterprises can take the initiative to deal with the potential risks brought by price fluctuations.

关 键 词：厄瓜多尔 价格波动 ARCH类模型 H-P滤波模型 

分 类 号：F326.406[经济管理—产业经济]