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作 者:钟瑶 聂莹 郭建鑫[1] 布海乔 ZHONG Yao;NIE Ying;GUO Jianxin;BU Haiqiao
出 处:《价格理论与实践》2023年第5期128-132,209,共6页Price:Theory & Practice
基 金:北京自然科学基金(9172009);北京市农林科学院青年基金(QNJJ202012);北京市农林科学院科技创新能力建设专项(KJCX20220501);北京市创新团队建设(SZNY-E03);学术研究小组资助项目(SJSXSXZ202301)。
摘 要:针对近年来超大型城市蔬菜价格波动现象,深入研究蔬菜价格波动特征,对稳定蔬菜市场、提高菜农菜商收入和保障居民生活具有重要意义。本文基于2014年1月1日至2022年3月31日北京市大型农产品批发市场25种蔬菜日度均价数据,运用ARCH类模型分析蔬菜价格波动的敏感性、风险规律与非对称性等特征。结果表明:叶菜、根茎、茄果和葱蒜类价格波动趋势不同;芹菜等7种蔬菜价格波动有集聚性;油菜等4种蔬菜价格有高风险高回报特征,大白菜等10种蔬菜价格有高风险低回报特征;大白菜、芹菜、豆芽、冬瓜、茄子、西红柿、蒜头和洋葱有明显非对称效应。据此,应优化北京市蔬菜生产地图、搭建蔬菜价格智慧监测预警平台,提升北京市“菜篮子”保障能力。In response to the phenomenon of vegetable price fluctuations in mega cities in recent years, in-depth research on the characteristics of vegetable price fluctuations is of great significance for stabilizing the vegetable market, increasing the income of vegetable farmers and merchants, and ensuring the livelihood of residents. This paper utilizes daily average price data of 25 types of vegetables in Beijing's large-scale agricultural wholesale markets from January 1, 2014, to March 31, 2022. It applies ARCH models to analyze the sensitivity, risk patterns, and asymmetry characteristics of vegetable price fluctuations. The results indicate that leafy vegetables, root vegetables, fruiting vegetables, and bulb crops exhibit different price fluctuation trends. Seven types of vegetables, including celery, demonstrate clustering in price fluctuations. Four types of vegetables, such as rapeseed, exhibit high-risk high-return characteristics, while ten types of vegetables, including Chinese cabbage,display high-risk low-return characteristics. Chinese cabbage, celery, bean sprouts, winter melon, eggplant, tomatoes, garlic, and onions show significant asymmetrical effects. In response to the phenomenon of vegetable price fluctuations in mega cities in recent years, in-depth research on the characteristics of vegetable price fluctuations is of great significance for stabilizing the vegetable market, increasing the income of vegetable farmers and merchants, and ensuring the livelihood of residents.
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