玉米期货价格波动对蛋鸡养殖成本的影响研究  

Study on influence of corn futures price fluctuation on breeding cost of laying hens

作　　者：孟丽 MENG Li

机构地区：[1]郑州经贸学院,河南郑州450000

出　　处：《饲料研究》2024年第22期179-183,共5页Feed Research

基　　金：河南省教育科学规划(项目编号:2022YB0442)。

摘　　要：研究选取2020年1月—2023年9月我国31个省份月度面板数据,采用VAR模型与SVAR模型,借助脉冲响应函数与方差分解,实证考察玉米期货价格波动对蛋鸡养殖成本的影响。结果显示,我国蛋鸡养殖成本会受到玉米期货价格波动滞后效应的影响发生周期性变化。脉冲响应函数显示,当玉米期货价格波动受到1个标准差的正向冲击时,蛋鸡养殖成本在第2期产生0.001 3的响应,并呈现逐步上升态势,于第18期到达最大值0.004 2后,影响效应开始逐步下降,于24期内影响效应完全消失。方差分解结果显示,蛋鸡养殖成本对玉米期货价格波动的贡献率呈现滞后效应,从第3期开始显现,于第9期达到顶峰,随后开始降低,在第24期仍有7.413 5%的贡献率。研究表明,玉米期货价格波动对蛋鸡养殖成本具有正向冲击作用,需密切关注农产品价格变动情况,以夯实农业强国建设基础。Using the monthly panel data of 31 provinces in China from January 2020 to September 2023,the VAR model and SVAR model were used to empirically investigate the impact of corn futures price fluctuation on the breeding cost of laying hens with the help of impulse response function and variance decomposition.The results showed that the cost of raising laying hens in China will undergo cyclical changes due to the lag effect of corn futures price fluctuations.The impulse response function showed that when the price fluctuation of corn futures was positively impacted by one standard deviation,the breeding cost of laying hens produced a response of 0.0013 in the second period,and showed a trend of gradual increase.After reaching the maximum value of 0.0042 in the 18th period,the influence effect began to gradually decline,and completely disappeared in the 24th period.The variance decomposition results showed that the contribution rate of layer breeding cost to corn futures price fluctuation showed a lag effect,which began to appear in the third period,reached the peak in the ninth period,and then began to decrease,and still had a contribution rate of 7.4135%in the 24th period.The study indicates that corn futures price fluctuations have a positive impact on the breeding cost of laying hens,so we need to closely monitor the changes in agricultural product prices to consolidate the foundation of building a strong agricultural country.

关 键 词：玉米期货价格波动 蛋鸡养殖成本 格兰杰因果效应 脉冲响应函数 

分 类 号：S8-9[农业科学—畜牧兽医]