蔬菜产销市场价格波动溢出效应研究——基于极端气温冲击视角

Spillover Effect of Price Fluctuation Between Vegetable Production and Marketing Markets:Based on Extreme Temperature Shock Perspective

基于2015年1月1日至2020年12月31日青椒、西红柿的产销价格数据,采用BEKK-GARCH模型和DCCGARCH模型,实证分析极端气温冲击视角下蔬菜产销市场价格波动溢出效应。结果表明:第一,无论是青椒还是西红柿,其产销市场均呈现双向的价格波动溢出效应,且溢出效应呈现出时变性和周期性等特点。第二,极端气温对不同蔬菜的产销市场价格有不同影响。对于青椒而言,在极端气温冲击下,其产地价格会上升,但对销地价格影响不大;而对于西红柿而言,极端气温则会降低其产销市场价格。第三,极端气温对不同蔬菜的价格波动溢出效应也有不同影响。极端气温的冲击会在一定程度上降低青椒产销市场价格波动溢出效应,提高西红柿产销市场价格波动溢出效应。基于此,建议加强对于极端气温等事件的监测预警,完善当地基础设施建设,并加大科技投入,减少极端气温对蔬菜价格的影响。

Based on the production and marketing price data of green peppers and tomatoes from January 1,2015 to December 31,2020,the BEKK-GARCH model and DCC-GARCH model were used to empirically analyze the price fluctuation spillover effects between vegetable production and marketing markets from the perspective of extreme temperature shocks.The results show that,first,both peppers and tomatoes show twoway price fluctuation spillover effects between production and marketing markets,which are characterized by time-varying and cyclical nature.Second,the extreme temperature has different effects on the origin price and marketing market price of different vegetables.The origin price of green peppers increases under the extreme temperature shock which has little effect on the selling price.For tomatoes,the extreme temperature reduces both the origin price and the marketing market price.Third,the spillover effect of extreme temperature on price fluctuation of different vegetables also varies.The impact of extreme temperature will,to some extent,reduce the spillover effect between the production and marketing market prices of green peppers and increase the spillover effect between the production and marketing market of tomatoes.Therefore,it is recommended to strengthen the monitoring and early warning for events such as extreme temperature,improve local infrastruc⁃ture,and increase scientific and technological investment to reduce the impact of extreme temperatures on vegetable prices.