豆粕原料进口价格冲击对饲料产业链价格波动的影响研究  

Study on impact of soybean meal raw material import price on price fluctuation of feed industry chain

作　　者：雷娟 LEI Juan

机构地区：[1]山西工程科技职业大学,山西晋中030619

出　　处：《饲料研究》2024年第3期182-186,共5页Feed Research

基　　金：山西省软科学研究计划项目(项目编号:2013041037-01)。

摘　　要：试验选取2017年1月—2022年2月共62个月度的豆粕原料进口价格与饲料产业链价格为样本,通过构建VAR模型,实证考察豆粕原料进口价格冲击对饲料产业链价格波动的影响效果。格兰杰因果效应显示,豆粕原料进口价格冲击对饲料产业链价格波动的影响具有滞后效应。脉冲效应表明,当豆粕原料进口价格受到1个标准差的正向冲击时,饲料产业链价格将从第2期出现0.0013的响应,并呈现持续上升态势,于第10期达到顶峰。冲击周期检验结果发现,豆粕原料进口价格变化对之后的饲料产业链价格波动具有显著的同向性影响,即豆粕原料进口价格冲击对饲料产业链价格具有正向推动作用。方差分解数据结果表明,在饲料产业链价格波动期间,饲料产业链价格自身发挥主导作用,贡献率呈现“先降后升”的态势;同时,豆粕原料进口价格冲击对饲料产业链价格波动的影响存在一定滞后期,从第3期开始显现,并于第9期达到顶峰,随后呈现下降趋势。文章提出强化产业种植技术支撑、合理规划饲料种植区域、优化饲料产业供应保障机制的建议,为稳定饲料产业价格提供有益参考。Experimentally selecting the import prices of soybean meal raw materials from January 2017 to February 2022,spanning a total of 62 monthly periods,along with the prices of the feed industry chain as samples,this study empirically investigates the impact of soybean meal raw material import price shocks on the volatility of feed industry chain prices by constructing a VAR model.The Granger causality effect indicates that the impact of soybean meal raw material import price shocks on the volatility of feed industry chain prices has a lag effect.The impulse response suggests that when the soybean meal raw material import price experiences a positive shock of one standard deviation,the feed industry chain prices will show a 0.0013 response starting from the second period and exhibit a sustained upward trend,reaching its peak in the 10th period.The results of the shock cycle test reveal that changes in soybean meal raw material import prices have a significantly positive impact on subsequent fluctuations in feed industry chain prices,indicating that soybean meal raw material import price shocks play a driving role in the upward movement of feed industry chain prices.Variance decomposition data results indicate that during the period of volatility in feed industry chain prices,the feed industry chain prices themselves play a dominant role,with the contribution rate showing a trend of first declining and then rising.At the same time,the impact of soybean meal raw material import price shocks on the volatility of feed industry chain prices exhibits a certain lag period,becoming evident from the third period and peaking in the 9th period,followed by a downward trend.In the paper,the recommendations are made to enhance technical support for industry cultivation,rational planning of feed planting areas,and optimization of the feed industry's supply security mechanism,providing valuable reference for stabilizing feed industry prices.

关 键 词：豆粕原料进口价格冲击 饲料产业链价格波动 现代饲料工业 

分 类 号：S8-9[农业科学—畜牧兽医]