河北省鸭梨价格波动特征的实证分析

Empirical Analysis on the Price Fluctuation Characteristics of Yali Pear in Hebei Province

河北省是我国的鸭梨主产区,近年来,河北省鸭梨价格频繁出现剧烈波动,对鸭梨产业发展产生不利影响。选取2014年1月至2022年3月河北省鸭梨价格数据,使用价格分解法和ARCH类模型分析河北省鸭梨价格的波动特征。结果表明:河北省鸭梨价格长期存在先降后升趋势,价格波动的季节性与周期性显著,且变动具有明显集聚性,不存在明显“高风险,高收益”的特征,市场价格存在非对称性,据此从构建综合信息平台、提高鸭梨产业组织化程度、建立健全风险化解机制3个方面提出平抑河北省鸭梨价格波动的对策建议。

Hebei Province is a major producing province of yali pear in China.In recent years, the price of yali pear in Hebei Province is easy to fluctuate sharply, which has an adverse impact on the development of yali pear industry.Based on the price data of Hebei yali pear from January 2014 to March 2022,decomposition method and ARCH models were used to analyze the characteristics of yali pear price changes in Hebei Province.It was found that the long-term price trend of yali pear in Hebei Province was increasing earlier and decreasing later,and the price fluctuation was significantly seasonal and cyclical,the price changes well fit obvious agglomeration,without obvious characteristics of‘highrisk and high-return’,the market price had asymmetry.Therefore,aiming at stabilizing yali pear price fluctuations,countermeasures and suggestions were put forward from three aspects,constructing the comprehensive information platform,improved the degree of industrial organization of yali pear and establishing and perfecting the risk resolution mechanism.