中国农业科学

• 农业经济与管理 • 上一篇    下一篇

中国蔬菜市场价格短期波动与风险评估

李干琼1,许世卫1,孙益国2,李哲敏1   

  1. 1、中国农业科学院农业信息研究所/农业部智能化农业预警技术重点开放实验室,中国北京 100081;
    2、加拿大奎尔夫大学管理经济学院,加拿大奎尔夫 N1G2W1
  • 收稿日期:2010-01-07 出版日期:2011-04-02 发布日期:2011-03-23
  • 通讯作者: 许世卫,Tel:010-82109902;E-mail:xushiwei@mail.caas.net.cn
  • 作者简介:李干琼,Tel:010-82109761;E-mail:lgqxjf@caas.net.cn
  • 基金资助:
    “十一五”国家科技支撑计划重点项目(2009BADA9B01)

Short-Term Fluctuations and Risk Evaluation of Vegetables Market Price in China

LI Gan-qiong1, XU Shi-wei1, SUN Yi-guo2, LI Zhe-min1   

  1. 1、Agricultural Information Institute of Chinese Academy of Agricultural Sciences/Key Lab of Digital Agricultural Early Warning Technology of Ministry of Agriculture, Beijing 100081, China;
    2、College of Management and Economics, University of Guelph, Ontario N1G2W1, Canada
  • Received:2010-01-07 Online:2011-04-02 Published:2011-03-23

摘要: 【目的】以11种不同蔬菜品种的全国月度批发价格为研究对象,比较分析蔬菜品种间的短期波动强度与波动形态,估计蔬菜市场收益率分布,并对其短期波动风险进行评估。【方法】主要采用变异系数法、层次聚类法和非参数核密度估计等,研究分析蔬菜市场价格的短期波动与收益率分布。【结果】不同蔬菜品种价格波动强度大小依次为茄子>青椒>尖椒>大蒜>黄瓜>豆角>菠菜>油菜>西红柿>芹菜>大白菜。波动形态有三类:明显的波峰与波谷型(“V”型);窄幅紧凑波动型(“W”或“M”型);波动集群型(尖峰厚尾)。蔬菜市场的收益率分布是不对称的,涨价的风险要高于降价的风险;菠菜市场价格风险最大,涨跌幅度在30%以上的概率高达40.38%;其次为茄子;大蒜市场价格风险最小,涨跌幅度在30%以上的概率仅为1.82%。【结论】市场经济条件下蔬菜市场价格风险水平总体较高,大多数蔬菜品种市场价格的大起大落成为常态,而大蒜价格发生大幅度波动是小概率事件,一旦发生可判断为异常波动。

关键词: 蔬菜 , 市场价格 , 短期波动 , 收益率分布 , 核密度估计 , 风险评估

Abstract: 【Objective】 Taking the monthly wholesale prices of 11 kinds of vegetables in China as the object of study, the intensity and pattern of short term fluctuation of varieties of vegetables were compared and analyzed, the yield distribution of vegetables market was estimated, and the market risk of short term fluctuation was evaluated. 【Method】 The study mainly adopted three methods of variation coefficient, hierarchical cluster and kernel density estimation to analyze short term fluctuation and yield distribution of vegetables market. 【Result】 The results are as follows: the descending order of fluctuating intensity of vegetables is eggplant, green pepper, hot pepper, garlic, cucumber, bean, spinach, rape, tomatoes, celery and cabbage. There are three patterns of short term fluctuation which are distinct wave peak and trough pattern, narrow and compact wave pattern and fluctuating cluster pattern. The yield distribution of vegetables market is asymmetric and the probability of rising of vegetables market price is higher than that of falling. The risk of spinach market price is the greatest and its probability of the rising and falling range over 30% reaches 40.48%. Following behind spinach is eggplant. The risk of garlic market price is the smallest and its probability of the rising and falling range over 30% is only 1.82%. 【Conclusion】 The overall risk of vegetables market price is high under the condition of market economy. A majority of varieties of vegetables market price are often seen ups and downs. However, the occurrence of great fluctuation of garlic market price is a small probability event. If it happened there was a reason to judge for abnormal fluctuations.

Key words: vegetables , market price , short-term fluctuation , yield distribution , kernel density estimation , risk evaluation