我国生猪产业链价格波动风险的异质性研究  

Study on the Heterogeneity of Price Fluctuation Risk in Swine Industry Chain of China

作　　者：滕佳敏 廖静萍 袁冬宇 TENG Jiamin;LIAO Jingping;YUAN Dongyu(School of Computer and Information Engineering,Jiangxi Agricultural University,Nanchang 330045,China)

机构地区：[1]江西农业大学计算机与信息工程学院,江西南昌330045

出　　处：《现代农业》2024年第5期55-63,共9页Modern Agriculture

基　　金：国家自然科学基金“突发事件、网络关注度和生猪价格波动:动态关联、驱动机制及系统仿真”(72363019);“生猪价格波动的复杂性:多尺度特征、非对称传导及不确定性冲击”(71963019)。

摘　　要：探讨生猪产业链价格的波动风险事关宏观经济的健康运行和居民福利的保障。文章选取2000年1月—2022年12月生猪产业链价格作为研究数据,首先通过BP结构突变点检验得出生猪产业链中存在的3个突变点,分别为2007年7月、2015年7月和2019年8月,然后利用非参数核密度估计法测算3个突变点前后的价格风险变化。结果表明,相较于前2个突变点,2019年8月前后价格序列波动风险变化较大,其中活猪价格的风险变化概率最大,达到41.29%;猪肉价格的风险变化概率为40.20%,略低于活猪;仔猪的风险变化概率为18.11%。基于此,对生猪产业链价格波动风险的异质性进行分析并提出相关政策建议。Exploring the prices fluctuation risk of swine industry chain is related to the healthy operation of macro economy and the guarantee of residents’welfare.The prices of the swine industry chain from January 2000 to December 2022 were selected as the research data.Firstly,three mutation points in the swine industry chain were obtained through BP structure mutation point test,which were July 2007,July 2015 and August 2019,respectively.Then,non-parametric kernel density estimation method was used to estimate the price risk changes before and after the three mutation points.The results showed that compared to Jaly 2007 and July 2015,the fluctuation risk of price series before and after August 2019 had changed significantly.Among them,the probability of risk changes in live swine prices was the highest,reaching 41.29%;the probability of risk changes in pork prices was 40.20%,which lightly lower than that of live swine;the probability of risk changes for piglets was 18.11%.Based on this,the heterogeneity of price fluctuation risk in the swine industry chain was analyzed and relevant policy suggestions were put forward.

关 键 词：生猪产业链 价格波动风险 异质性检验 BP结构突变点检验 非参数核密度估计法 

分 类 号：F326.3[经济管理—产业经济]