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引用本文:田文勇,石国望.我国鸡饲料市场价格波动分析[J].中国农业资源与区划,2020,41(2):91~100
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我国鸡饲料市场价格波动分析
田文勇1※石国旺2
1.铜仁学院经济管理学院,贵州铜仁554300; 2.贵州松桃玖源牧业有限公司,铜仁554100
摘要:
[目的]揭示我国鸡饲料市场价格的波动特征和规律。[方法]选用HP滤波、ARCH类模型,运用2001—2016年我国蛋鸡和肉鸡饲料月度市场价格统计数据,分析我国蛋鸡和肉鸡配合饲料市场价格的波动特征和规律。[结果](1)肉鸡饲料价格整体高于蛋鸡饲料价格,但两种饲料价格波动走势相似,总体波动呈“W”型,都经历4个阶段,大致分别呈“V”“U”“/”和倒“U”型,两种饲料价格波动率序列均具有明显的“右偏、尖峰、厚尾”特征,且都不服从正态分布; (2)两种饲料价格均存在显著的ARCH效应,且两者价格波动率具有明显的集聚效应,持续性特征比较明显,价格冲击对两者价格波动的影响持续时间长; 两种饲料市场均不存在“高风险高回报”特征; 两者价格波动具有显著的非对称性,且价格上涨信息引发的波动比价格下跌信息引发的波动要大。[结论]我国蛋鸡和肉鸡配合饲料市场价格的波动特征和规律相似且一致。
关键词:  蛋鸡饲料价格肉鸡饲料价格HP滤波ARCH类模型市场价格波动分析
DOI:
分类号:F3237
基金项目:贵州省一流大学建设“农村区域发展专业一流师资团队建设培育项目”(2017YLDXXM002);贵州省教育厅高校人文社会科学研究青年项目“贵州畜禽养殖污染量估算与负荷预警研究”(2019qn005);铜仁市科技计划项目“环梵净山区域畜禽养殖污染量估算及技术处理”(铜市科研(2019)88号)
FLUCTUATION ANALYSIS OF CHICKEN FEED MARKET PRICE IN CHINA
Tian Wenyong1※,Shi Guowang2
1. School of Economics and Management, Tongren University, Tongren, Guizhou 554300, China; 2. Guizhou Songtao Jiuyuan Animal Husbandry Co. LTD, Tongren, Guizhou 554100, China
Abstract:
The purpose of this paper is to reveal the fluctuation characteristics and rules of the market price of chicken feed in China. Based on the monthly market price statistics of domestic egg chicken and broilers feed from 2001 to 2016, it mainly used HP filtering and ARCH model to analyze the formula feed market price fluctuation characteristics and rules of egg chicken and broilers. The results showed that (1)Broilers feed prices was higher than egg chicken feed prices, but the price fluctuation trend of them was similar and the overall fluctuation presented "W" type, and had roughly experienced four stages, which were roughly "V", "U", "/", "U" type, both feed price volatility series had obvious "right shift, peak, thick tail" characteristics, and neither obey normal distribution. (2) Both feed prices fluctuation existed the ARCH effect, and the price volatility of them had obvious accumulative effect and sustainability features of them was obvious, and the impact of price shock to price fluctuations was long, and both feed markets didn′t have the features of "high risk, high return and low risk and low return", and both price fluctuations had significant asymmetry, and the price fluctuations were caused by price increase information was larger than that caused by price drop information. The conclusions is that fluctuation characteristics and rules of egg chicken and broilers formula feed market prices are similar and consistent.
Key words:  egg chicken feed price  broiler feed price  H P filter  ARCH models  market price  fluctuation analysis
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