蔬菜产销地批发市场间的价格传递效应研究——基于山东寿光至北京蔬菜流通的考察

Price Transfer Effect of Vegetables between Original and Sale Wholesale Markets Based on Investigation of Vegetable Circulation from Shouguang Shandong to Beijing

中文关键词:  蔬菜流通  产地批发市场  销地批发市场  价格传递  Granger因果检验  BEKK-GARCH模型

英文关键词:vegetable circulation  original wholesale market  sale wholesale market  price transfer  Granger causality test  BEKK-GARCH model

中文摘要:

      作为居民日常消费品之一,蔬菜近年来价格的频繁波动直接影响到了其消费和生产。蔬菜流通是蔬菜价格形成的基础,研究蔬菜各流通环节间的价格传递效应有助于更深入地认识蔬菜价格的形成和波动。文章基于2014年1月—2016年4月黄瓜、西红柿、茄子和尖椒四个蔬菜代表品种的周价格数据,运用Granger因果关系检验和三元BEKK-GARCH(1,1)模型考察了山东寿光到北京产销地批发市场间蔬菜价格的传递效应。研究发现,山东寿光产地批发市场与北京销地批发市场间蔬菜价格的均值传递效应因蔬菜品种不同而存在差异；单个市场的蔬菜价格同时受到其自身前期波动和其他市场同种蔬菜价格波动传递效应的影响；销地一级批发市场蔬菜价格对产地批发市场和销地二级批发市场同种蔬菜价格具有显著的传递效应。因此,在调控北京市蔬菜价格异常波动过程中,应重点关注销地一级批发市场这一关键环节。

英文摘要:

      Vegetable is one of daily consumer goods for residents. Vegetable prices have fluctuated frequently in recent years, which directly impacts the production and consumption of vegetables. The circulation of vegetables is the foundation for the formation of vegetable prices. The research on price transfer effect of vegetables between circulation links is helpful to understand the formation and the fluctuation of vegetable prices. Based on the weekly data from January 2014 to April 2016 for the four typical vegetables such as cucumber, tomato, eggplant and pepper, this paper uses the Granger causality test and BEKK-GARCH (1,1) model to investigate the price transfer effect of vegetable wholesale prices between original market in Shouguang, Shandong and sale market in Beijing. The results show that the average price transfer effect between original market in Shouguang, Shandong and sale market in Beijing varies from vegetable varieties. The vegetable prices of one market are both affected by its own previous fluctuations and price volatility transfer effects of the same vegetables on other markets. There is a significant price transfer effect from primary sale market on original market and second level sale market for the same vegetable. Therefore, great attention should be paid to the primary market in regulating abnormal fluctuations of vegetable prices in Beijing. 