蔬菜价格短期波动传导机制分析——以上海青菜为例

doi:10.19788/j.issn.2096-6369.200304

摘要/Abstract

摘要： 目的

为探明蔬菜价格波动传导机制，从而科学制定措施减缓蔬菜短期价格的频繁波动，降低蔬菜产业链中生产、流通、销售各环节的市场风险。

方法

以上海青菜为例，首次应用周度数据对蔬菜价格短期波动传导机制开展研究，数据包括生产价格、批发价格和零售价格，采用计量经济学多种模型方法组合而成的链合模型，研究上海青菜价格的短期波动传导机制。

结果

结果表明：1.2014—2018年上海青菜生产价格、批发价格和零售价格相关性极高，呈现同升同降趋势，且均为一阶差分平稳序列；2.上海青菜田头价、批发价与零售价三者存在长期稳定的均衡关系，在受到短期波动的干扰后，田头价、批发价与零售价在长期均衡关系的作用下会减轻价格的偏离，促使各种价格波动性走向均衡，误差修正的强度为82.4%。3.格兰杰因果关系检验结果表明，上海青菜批发价是零售价和田头价变化的原因，田头价也是零售价变化的原因，方差分解结果表明，田头价和零售价受自身冲击影响最大，而批发价主要受田头价和自身价格的冲击。4.脉冲响应曲线分析结果也表明，田头价到批发价再到零售价不存在阻滞现象，而从批发价到田头价、零售价到批发价、零售价到田头价都存在一周的阻滞。综合各项研究结果，认为上海青菜批发价相对稳定，在上海青菜供应链中具有核心作用，因此建议加强批发市场蔬菜的稳定供给和价格监督。

关键词: 农产品, 蔬菜, 市场信息, 市场价格, 传导机制, 协整检验, 链合模型

Abstract: Objective

In order to figure out the transmission mechanism of short-term fluctuation of vegetable prices, scientifically formulate measures to slow down frequent fluctuation of short-term price of vegetables, and reduce market risk of production chain, supply chain, and sales links in the vegetable industry chain.

Methods

Taking Shanghai pak choi as an example, this paper studies the transmission mechanism of short-term fluctuations of vegetable prices by using weekly data, including production price, wholesale price, and retail price. This paper studies the short-term volatility transmission mechanism of Shanghai vegetable prices by using a market-chain cooperated model, which is composed of multiple econometric models.

Results

This study has four main findings. First, there is a high correlation among the production price, the wholesale price, and the retail price of pak choi in Shanghai from 2014 to 2018. The three prices are showing a trend of simultaneous increase and decrease, and the first difference of the three price variables are all stationary sequences. Second, there is a long-term stable equilibrium relationship between the production price, the wholesale price, and the retail price of pak choi in Shanghai. After being disturbed by short-term fluctuations, the long-term equilibrium relationship among the production price, the wholesale price, and the retail price will be affected, while the intensity of the error correction is 82.4%. Third, Granger causality test results show that the wholesale price of pak choi in Shanghai affects both the retail and the production price, and the production price also affects the retail price. The results of the variance decomposition show that the production price and the retail price are most affected by their own impact, while the wholesale price is mainly affected by the production price and its own price. Fourth, the results of the impulse response curve analysis show that there is no block from the production price to the wholesale price to the retail price, but there is a one-week block from the wholesale price to the production price, from the retail price to the wholesale price, and from the retail price to the production price. On the basis of the results of this research, we determined that the wholesale price of pak choi in Shanghai is relatively stable, and this stability plays a key role in the supply chain of pak choi. Therefore, we suggest strengthening the stable supply and price supervision of vegetables in the wholesale market.

Key words: agricultural production, vegetable, market information, market price, transmission mechanism, co-integration test, market-chain cooperated model

中图分类号:

F323.7

杨娟, 钱婷婷, 郑秀国, 赵京音, 许叶颖. 蔬菜价格短期波动传导机制分析——以上海青菜为例[J]. 农业大数据学报, 2020, 2(3): 31-41.

Juan Yang, Tingting Qian, Xiuguo Zheng, Jingyin Zhao, Yeying Xu. Analysis on Transmission Mechanism of Short-Term Fluctuation of Vegetable Prices: An Example Study of Pak Choi in Shanghai[J]. Journal of Agricultural Big Data, 2020, 2(3): 31-41.

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变量	田头价	批发价	零售价
平均值	1.7	2.6	5.0
标准差	0.7	1.0	1.6
变异系数	42.5%	36.1%	31.4%
中位数	1.6	2.4	4.8
众数	1.3	2.1	4.0
偏度	0.7	1.0	0.5
峰度	-0.1	0.8	-0.3

变量	检验类型(c,t,d)	ADF值	1%显著水平临界值	Prob*	是否平稳
田头价	（0,0,0）	-2.014	-2.574	0.042	不平稳
批发价	（0,0,0）	-1.384	-2.574	0.154	不平稳
零售价	（0,0,0）	-1.139	-2.574	0.232	不平稳
田头价的一阶差分	（0,0,1）	-10.725	-2.574	0.000	平稳
批发价的一阶差分	（0,0,1）	-11.633	-2.574	0.000	平稳
零售价的一阶差分	（0,0,1）	-12.217	-2.574	0.000	平稳

协整方程数原假设	迹统计量	迹统计量临界值 (5%的置信水平)	最大特征根	最大特征根临界值 (5%的置信水平)
不存在协整*	96.853	29.797	43.567	21.132
至多存在1 个协整*	53.285	15.494	36.669	14.264
至多存在2 个协整*	16.616	3.841	16.616	3.841

假设	观察值	F值	P值
田头价不是批发价的格兰杰原因	246	1.035	0.356
批发价不是田头价的格兰杰原因	246	12.099	1.00e^-5
批发价不是零售价的格兰杰原因	246	42.037	2.00e^-16
零售价不是批发价的格兰杰原因	246	1.656	0.193
零售价不是田头价的格兰杰原因	246	1.209	0.300
田头价不是零售价的格兰杰原因	246	34.067	9.00e^-14

	时期	1	2	3	4	5	6	7	8	9	10
田头价的方差分解	标准差	0.15	0.26	0.33	0.37	0.39	0.41	0.42	0.42	0.43	0.43
	田头价	100.00	96.72	95.38	95.29	95.59	95.85	96.01	96.08	96.11	96.12
	批发价	0.00	3.08	4.18	4.23	3.98	3.74	3.58	3.50	3.46	3.44
	零售价	0.00	0.20	0.44	0.47	0.43	0.41	0.40	0.41	0.43	0.45
批发价的方差分解	标准差	0.15	0.24	0.28	0.31	0.32	0.33	0.33	0.34	0.34	0.34
	田头价	69.98	72.03	73.59	74.83	75.68	76.22	76.53	76.71	76.81	76.87
	批发价	30.47	27.63	26.09	24.90	23.99	23.32	22.83	22.49	22.24	22.06
	零售价	0.00	0.34	0.31	0.27	0.32	0.46	0.64	0.80	0.95	1.06
零售价的方差分解	标准差	0.50	0.83	1.07	1.24	1.35	1.42	1.47	1.50	1.53	1.55
	田头价	33.81	58.89	67.45	71.26	73.22	74.31	74.95	75.34	75.59	75.76
	批发价	5.33	8.45	9.38	9.16	8.64	8.12	7.69	7.36	7.13	6.95
	零售价	60.85	32.66	23.17	19.57	18.13	17.57	17.36	17.29	17.28	17.29