摘要
文章选择饲料行业信息网2002年1月——2022年4月小麦、玉米、大豆价格指数,使用马尔科夫区制转换模型,剖析全国饲料原料价格波动的非对称性和持续性。结果显示,我国饲料原料价格各阶段的波动风险与相互转移具有非对称性,即我国小麦价格、玉米价格、大豆价格滑落阶段波动风险大于升高阶段。我国小麦价格各阶段平均持续期与持续概率具有较大差距;在平均持续期,相较“滑落阶段”,玉米和大豆价格处在“升高阶段”的持续期明显高,而小麦价格的持续期与之相反;从持续概率分析,小麦处于“滑落阶段”的持续概率最大,玉米处于“升高阶段”的持续概率最大,与平均持续期结论相类似。研究对饲料原料价格稳定、推动饲料原料产业可持续发展具有重要参考价值。
The paper selects the price index of wheat,corn and soybean from January 2002 to April 2022 in feed industry information network,and analyzes the asymmetry and persistence of feed raw material price fluctuation in China using the Markov regional system transformation model.The results showed that the fluctuation risk and mutual transfer of feed raw material prices in different stages in China were asymmetric,that is,the fluctuation risk of wheat price,corn price,and soybean price in the falling stage was greater than that in the rising stage.There is a big gap between the average duration and duration probability of wheat price in each stage in China.In the average duration,compared with the'falling stage',the duration of corn and soybean prices in the'rising stage'is obviously higher,while the duration of wheat prices is opposite.From the analysis of persistence probability,the persistence probability of wheat in'sliding stage'is the highest,and that of corn in'rising stage'is the highest,which is similar to the conclusion of average duration.The research has important reference value for stabilizing the price of feed raw materials and promoting the sustainable development of feed raw materials industry.
出处
《饲料研究》
CAS
北大核心
2024年第11期184-188,共5页
Feed Research
基金
广西高校中青年教师基础能力提升项目(项目编号:2023KY1026)
广西高校中青年教师基础能力提升项目(项目编号:2022KY0987)。
关键词
价格波动
饲料原料
畜牧养殖业
非对称性
持续性
price fluctuation
feed raw materials
animal husbandry
asymmetry
sustainability
