农业现代化研究2025，Vol.46Issue(5)：877-891,15.DOI:10.13872/j.1000-0275.2025.0073
生猪价格风险区域溢出联动及空间特征研究
Research on regional spillover linkage and spatial characteristics of hog price risks:based on the LASSO-VAR modeling
摘要
Abstract
The outbreak of major animal epidemics has strengthened spatial linkages of price risks in the hog market.A comprehensive analysis of regional spillover effects in hog prices helps clarify the spatial spillover dynamics under animal epidemic impacts.Based on monthly provincial hog price data from January 2005 to December 2021 across China,this study applies the LASSO-VAR model and the DY spillover index to investigate regional dynamic spillover effects in hog price risks and characteristics of their spatial network structure.Results reveal that:1)The overall price risk level in China's hog market has exhibited a fluctuating trend,with alternating high and low risk periods;risk levels rose significantly during specific periods,particularly during the African swine fever outbreak,when risk volatility surged.2)Risk spillover effects display significant regional variations:major production provinces act as core risk exporters,while non-major production provinces primarily function as risk importers.The overall risk spillover index follows an inverted"U-shaped"cyclical pattern,with regional risk linkages strengthening markedly during high epidemic incidence phases.And 3)the spatial spillover network of hog price risks shows strong overall connectivity and relative stability;concentrated hog production areas occupy central network positions,with more prominent network influence and control capabilities.By analyzing the spatiotemporal characteristics of risk spillovers,this study provides a theoretical foundation for hog market risk management.关键词
生猪市场/价格风险/LASSO-VAR模型/溢出网络/空间结构Key words
hog market/risk spillover/LASSO-VAR model/spillover network/spatial structure分类
管理科学引用本文复制引用
TAO Sijia,TAO Jianping..生猪价格风险区域溢出联动及空间特征研究[J].农业现代化研究,2025,46(5):877-891,15.基金项目
国家自然科学基金面上项目(71773033) （71773033）
中央高校基本科研项目(2662020JGPYD02).Supported by the National Natural Science Foundation of China(71773033) （2662020JGPYD02）
Fundamental Research Funds for the Central Universities(2662020JGPYD02). （2662020JGPYD02）
