河南农业大学学报2024，Vol.58Issue(4)：687-698,12.DOI:10.16445/j.cnki.1000-2340.20240407.001
不确定性冲击下生猪市场价格波动研究
Research on the price fluctuation of hog market under uncertainty shocks
摘要
Abstract
[Objective]The external uncertainty shocks faced by the hog industry can easily cause the hog market price to rise and fall.Exploring the mechanism of uncertainty impact on the price fluctua-tion of the hog market is of great significance for alleviating the hog fluctuation and promoting the healthy development of the hog industry.[Method]Based on the time series data from February 2009 to October 2021,MS-VAR model and TVP-VAR model are used to explore the fluctuation mechanism and impact effect of various uncertainty shocks on the hog market price.[Result]1)Hog market prices under uncertainty shocks are characterized by significant regime switching and have switched fre-quently between down and up regimes since 2018.2)There are differences in the impact of external uncertainty shocks on the hog market price in the medium and long term.Among them,China's eco-nomic policy changes have a positive impact on the hog market price with high intensity in the long run,which is an important factor affecting the hog market price,while the hog epidemic as a whole has a negative impact effect.3)Internal uncertainty shocks in the hog industry have bidirectionality to the hog market price,and there are positive and negative alternating impact effects on the hog market price from hog breeding,feeding and terminal consumption shocks.[Conclusion]This paper proposes to im-prove the standardization system of hog production,master the law of the impact of sudden epidemic events on the hog market price,and strengthen the ability of the hog market to cope with uncertainty,so as to ensure the stable development of the hog industry.关键词
生猪市场价格/不确定性冲击/TVP-VAR模型Key words
hog market price/uncertainty shock/the TVP-VAR model分类
管理科学引用本文复制引用
李炜,赵明正,张相龙,苏贵芳..不确定性冲击下生猪市场价格波动研究[J].河南农业大学学报,2024,58(4):687-698,12.基金项目
国家自然科学基金项目(72373036) （72373036）
教育部人文社会科学研究专项任务项目(18JF206) （18JF206）
教育部人文社会科学研究青年基金项目(19YJC790194) （19YJC790194）
