中国肉禽市场价格非对称性波动特征及成因分析  

Asymmetric fluctuation characteristics and causal analysis of poultry market prices in China

作　　者：赵毅 ZHAO Yi

机构地区：[1]武汉生物工程学院管理学院,湖北武汉430062

出　　处：《饲料研究》2024年第15期175-179,共5页Feed Research

基　　金：湖北省教育科学规划2022专项资助重点课题(项目编号:2022ZA032)。

摘　　要：文章以我国30个省(市、自治区)肉禽月度价格作为研究对象,在此基础上运用TGARCH模型实证研究肉禽市场价格波动的非对称性特征。结果显示,12个省(市、自治区)的肉禽价格存在非对称性波动特征,表明中国肉禽市场价格非对称性波动特征不具备普遍性;中国肉禽市场价格的非对称性波动特征存在显著区域差异,其中河北、福建、海南、山西、河南、四川与甘肃的肉禽价格具有负向非对称性波动特征,江苏、浙江、安徽、江西与辽宁具有正向非对称性波动特征;导致肉禽市场价格非对称性波动的主要因素包括生产成本、疫病和市场变化。基于此,应维持禽肉市场秩序,重视肉禽市场价格关联性;搭建信息化平台,提升肉禽产业综合效益;完善生产养殖配套设施,提升安全防疫水平,实现多元主体对肉禽市场价格波动的有效调控。This paper takes the monthly prices of meat poultry in 30 provinces(city and municipality)of China as the research object,and empirically studies the asymmetric fluctuation characteristics of poultry market prices using the TGARCH model.The results show that the poultry prices in 12 provinces(city and municipality)have asymmetric fluctuation characteristics,indicating that the asymmetric fluctuation characteristics of poultry market prices in China are not universal.There are significant regional differences in the asymmetric fluctuation characteristics of meat poultry market prices in China.Hebei,Fujian,Hainan,Shanxi,Henan,Sichuan,and Gansu exhibit negative asymmetric fluctuation characteristics,while Jiangsu,Zhejiang,Anhui,Jiangxi,and Liaoning exhibit positive asymmetric fluctuation characteristics;the main factors causing the asymmetric fluctuation of meat poultry market prices include production costs,diseases,and market changes.Based on this,it is necessary to maintain the order of the poultry meat market,pay attention to the correlation of poultry market prices;build an information platform to improve the comprehensive benefits of the poultry industry,improve production and breeding supporting facilities,enhance the level of safe epidemic prevention,and achieve effective control of price fluctuations in the poultry market by multiple entities.

关 键 词：肉禽市场价格 非对称性波动 TGARCH模型 

分 类 号：S8-9[农业科学—畜牧兽医]