河北省食用菌价格的市场风险度量与预测——基于风险价值法角度

Measurement and Prediction of Market Risk for Edible Fungi in Hebei Province Based on VaR

通过分析河北省平菇、香菇、金针菇、杏鲍菇、双孢菇和鸡腿菇6种食用菌的价格变动情况,利用风险价值法(VaR)研究河北省6种食用菌86个月的市场风险情况,并预测研究了河北省食用菌市场发生风险的可能性与程度。结果发现:食用菌的市场风险发生频率较高,且风险对价格影响较大。食用菌市场风险的最优分布函数都不是正态分布,其中香菇和金针菇、杏鲍菇和鸡腿菇的分布函数分别相同,但变动趋势有很大区别。整体上6类食用菌产品的价格下降风险高于上升风险,而根据市场风险发生的频率和影响由大到小排序为平菇>双孢菇>金针菇>鸡腿菇>杏鲍菇>香菇,尤其是平菇价格上行和下行风险都在30%左右,风险很大,而香菇则在20%以下,风险相对较小,因此应该更加关注平菇和双孢菇的价格风险。

The market risk of six kinds of edible fungi, which included pleurotus ostreatus, shiitake mushroom, winter mushroom, pleurotus eryngii, button mushroom and coprinus comatus, with 86 months data in Hebei province, was studied by Value at Risk （VaR） and the market price risk likelihood and degree of the six kinds of edible fungi were predicted. The results showed that the market risk of edible fungi was higher, and the risk had higher impact on the price. The optimal distribution function of edible fungus market risk was not normal distribution. The distribution function of shiitake mushroom and winter mushroom, pleurotus eryngi and coprinus comatus were individually same, but their change trends were different. The downside price risk was higher than its upside risk for six kinds of edible fungus and the sorting from high to low was pleurotus ostreatus 〉 button mushroom 〉 winter mushroom 〉 coprinus comatus 〉 pleurotus eryngii 〉 shiitake mushroom, which was based on the frequency and impact of market risk, especially upside and downside prices risk range of the pleurotus ostreatus were about 30%, which was the highest, and the shiitake mushroom was below 20%, which was relatively smaller. So we should pay more attention to the price risk of the pleurotus ostreatus and button mushroom