安徽农业大学学报（社会科学版）2026，Vol.35Issue(4)：93-106,14.DOI:10.19747/j.cnki.1009-2463.2026.04.008
我国肉类价格波动的跨市场传导机制与政策启示
Cross-Market Transmission Mechanisms of Meat Price Fluctuations in China and Policy Implications:An Analysis Based on the TVP-VAR Model
摘要
Abstract
Under the combined influence of external shocks and cyclical imbalances between supply and demand,price transmission in the meat market exhibits time-varying characteristics and cross-category diffusion effects.This study employs a Time-Varying Parameter Vector Autoregression(TVP-VAR)model and its frequency-domain extension to identify the price linkage mechanisms among China's pork,beef,and mutton markets.The outbreak of African swine fever is treated as a structural break to characterize the elastic changes in cross-market spillover pathways.The results show that there exists a persistent yet asymmetric volatility transmission chain among meat markets,primarily driven by mid-term and long-term volatility components,reflecting the structural stability and inter-temporal extension of price linkage mechanisms.After the outbreak of African swine fever,pork prices shifted from a net receiver to a dominant spillover source,exerting significant upward pressure on beef and mutton prices.The peak transmission effect occurred approximately one year later,revealing the gradual response characteristics of meat markets to external shocks.Segmented robustness tests further confirm the significant switching of linkage structures before and after the shock and their time-varying elasticity.These findings indicate that dynamically identifying cross-market volatility transmission pathways can improve the precision of timing decisions for meat reserve regulation,optimize the assessment of price transmission thresholds,and provide quantitative evidence for stabilizing the hog industry chain and designing agricultural product reserve systems.关键词
TVP-VAR/频域溢出效应/跨市场价格传导/波动溢出指数/非洲猪瘟Key words
TVP-VAR model/frequency-domain spillover effect/cross-market price transmission/volatility spillover index/African swine fever分类
管理科学引用本文复制引用
刘剑锋,李亚茹..我国肉类价格波动的跨市场传导机制与政策启示[J].安徽农业大学学报（社会科学版）,2026,35(4):93-106,14.基金项目
国家社会科学基金青年项目"中国生猪保险应对重大疫情冲击的效应评估与机制"(20CJY068) （20CJY068）
