引用本文:磨恒中,许世卫.我国肉鸡价格波动分析基于全产业链视角[J].农业科研经济管理,2021,(3):18-26
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我国肉鸡价格波动分析基于全产业链视角
磨恒中1,2,许世卫1,2
1.中国农业科学院农业信息研究所,北京 100081;2.农业农村部农业大数据重点实验室,北京 100081
摘要:
我国肉鸡是居民最主要的肉类食物之一,分析肉鸡价格波动影响因素对于促进我国肉鸡产业健康稳定发展、提高我国肉鸡产业国际竞争力有着显著意义。文章通过选取2000年1月至2020年3月我国肉鸡产业链环节当中的玉米、肉鸡配合饲料、肉雏鸡、肉鸡和西装鸡的月度价格数据作为研究对象,运用GARCH、GARCH-M、TARCH和EGARCH模型对我国肉鸡产业链各环节价格波动聚集性、市场高风险高回报性和价格波动的非对称性进行分析。实证分析研究结果表明:(1)我国的玉米、肉鸡配合饲料、肉雏鸡和西装鸡价格波动具有显著的波动聚集性特征,而肉鸡价格没有显著的波动聚集性特征。(2)我国的玉米、肉鸡配合饲料、肉雏鸡、肉鸡和西装鸡市场没有高风险高回报的特征。(3)肉鸡配合饲料价格具有非对称性的特征,并且肉鸡配合饲料价格上涨引起的波动比价格下跌时引发的波动要大,而玉米价格、肉雏鸡价格、肉鸡价格和西装鸡价格没有波动的非对称特征。建议政府部门要完善和改进肉鸡生产和肉鸡价格预警体系,相关部门应该把握肉鸡市场价格波动规律,科学有计划地组织生产。
关键词:  肉鸡;产业链;价格;波动;ARCH模型
DOI:10.7621/cjarrp.1005-9121.20210304
分类号:
基金项目:中国农业科学院科技创新工程项目“中国农产品价格监测”(2019NQT030)
ANALYSIS OF BROILER CHICKEN PRICE FLUCTUATION IN CHINABASED ON THE PERSPECTIVE OF THE WHOLE INDUSTRY CHAIN
Mo Hengzhong1,2, Xu Shiwei1,2
1.Agricultural Information Institute, Chinese Academy of Agricultural Sciences, Beijing 100081, China;2.Key Laboratory of Agricultural Big Data, Ministry of Agriculture and Rural Affairs, Beijing 100081, China
Abstract:
Broiler chickens are one of the most important meat foods for residents in China. It is of great significance to analyze the influencing factors of broiler chicken price fluctuation to promote the healthy and stable development of broiler industry and improve the international competitiveness of broiler industry in China.The article selected the monthly price data of corn, broiler compound feed, broiler chicks, broilers and suit chickens in the link of China’s broiler industry chain from January 2000 to March 2020 as the research object, used GARCH, GARCH-M, The TARCH and EGARCH models to analyze the clustering of price fluctuations, high-risk, high-return and asymmetry of price fluctuations in all links of China's broiler industry chain. The results of the empirical analysis were showed as follows. Firstly, the price fluctuations of corn, broiler compound feed, broiler chicks and suit chickens in China had significant volatility aggregation characteristics, while broiler chicken prices had no significant volatility aggregation characteristics. Secondly, China's corn, broiler compound feed, broiler chicken, broiler and suit chicken markets did not have the characteristics of high risk and high return. Finally, the price of broiler compound feed was asymmetric, and the fluctuation caused by the increase in the price of broiler compound feed was greater than the fluctuation caused by the price drop, while the price of corn, broiler chicken, broiler chicken and suit chicken did not fluctuate. So, it is suggested that government departments should improve broiler production and broiler price early warning systems. Relevant departments should grasp the law of fluctuations in broiler market prices and organize production scientifically and systematically.
Key words:  Chicken;industrial chain;price;fluctuation;ARCH model