价格波动关联效应投射网络拓扑性质研究:以广东省为例

The topological properties study of projected network on price volatility associated effect:Taking Guangdong as a case

以广东省135个部门投入产出表为基础,通过拆分和合并成包含30个部门(或商品)的投入产出表,综合考虑广东经济外向度较高并易受国际市场波及等因素,引入贝塔系数、传导率和对外敏感度3个参数,建立了新的价格影响模型,根据该模型测算了上述30个部门(或商品)之间价格波动关联效应.将上述30个部门(或商品)价格波动关联效应投射到网络上,建立了价格波动关联效应投射网络,运用网络方法简洁地表达了价格波动之间的相互关联关系,分析了网络的拓扑动力学性质.研究表明:相关分析结论可为运用价格波动网络传播机制模拟价格影响模型下的价格波动关联机制,建立价格波动网络传播模型研究价格波动关联效应提供简易的方法.

This paper provides a new input-output table contained of 30 departments by splitting and merging input-output tables of 135 departments in Guangdong Province. Firstly, the paper establishes a new Guangdong price volatility linkage model based on the previous price models by introducing the beta coefficient, conduc- tivity parameter and the external sensitivity parameter, and price volatility linkage effect between industries and affected departments is estimated. Secondly, a projection network is established by projecting price fluc- tuation linkage effect onto the network in order to study the disseminate mechanism of price volatility and the topology properties of projection network. These results will help to provide a new method and path of using the network price dissemination mechanism to simulate the price fluctuation associated effect and establishing the network price dissemination model.