饲料研究2024，Vol.47Issue(4)：180-184,5.DOI:10.13557/j.cnki.issn1002-2813.2024.04.034
我国饲料粮价格非对称性波动特征及其成因分析
Asymmetric volatility characteristics and causes analysis of feed grain prices in China
摘要
Abstract
Based on feed grain price data from 30 provinces(municipalities,autonomous regions)in China,this article empirically tests the asymmetric volatility characteristics and their causes using the TGARCH model.The results indicate that asymmetric volatility exists in the feed grain prices of only seven provinces,suggesting that the volatility of feed grain prices in China is not a universal phenomenon but rather an individual attribute.The asymmetric characteristics of feed grain prices in China exhibit regional heterogeneity,with negative asymmetric volatility observed in Heilongjiang,Jilin,He'nan,and Inner Mongolia,while positive asymmetric volatility is found in Jiangsu,Shandong,and Guangdong.Irregular factors such as policy changes,natural disasters,and technological variations are identified as the main causes of asymmetric volatility in feed grain prices.In light of this,relevant stakeholders should enhance their ability to assess feed grain price fluctuations,implement differentiated feed grain price regulation measures,strengthen market regulation efforts,and effectively control the volatility of feed grain prices.关键词
饲料粮/价格波动/正向非对称性波动/负向非对称性波动/TGARCH模型Key words
feed grain/price volatility/positive asymmetric volatility/negative asymmetric volatility/TGARCH model分类
农业科技引用本文复制引用
韩田莉..我国饲料粮价格非对称性波动特征及其成因分析[J].饲料研究,2024,47(4):180-184,5.基金项目
河南省社会科学界联合会调研课题(项目编号:SKL-2019-2827) （项目编号:SKL-2019-2827）
