鲜活农产品拍卖价格波动因素的相关性分析——基于昆明国际花卉拍卖中心交易数据

Correlation of factors influencing fluctuating price in fresh agricultural products auction: A case study of KIFA

价格的大幅度波动会影响鲜活农产品拍卖市场的运作。基于昆明国际花卉拍卖中心2010年2月16日至2011年2月12日间所有产品的交易数据,运用协整分析与Granger因果检验方法研究鲜活农产品拍卖市场总体价格波动因素的相关性,实证结果表明:价格变化会对滞后一期的供货量和成交量产生影响,供货量、成交量的变化影响滞后三期的价格,而价格与流拍率之间不存在因果关系。

The sharp price fluctuations create difficulties for the operation of the auction market of fresh agricultural products in China. Based on the trading date of all products of KIFA between February 16, 2010 and February 12, 2011, by using co-integration theory and Granger causality test, we studied the correlation and influencing factors of fluctuations in the price of agricultural product auction market. Empirical results show that price changes impact on the supplies and turnovers of the first order lag, and the changes of supplies and turnovers impact on the price of third order lag, however there is no causal relationship between price and abortion rate.