产品替代对蔬菜价格不规则波动的影响及作用机制研究

The consumption of vegetable is the largest compared with that of other agricultural products for urban residents. In recent years, vegetable price’s irregular fluctuation is frequent and drastic, which is becoming both economic and social issues. However, the mechanism of irregular volatility is unclear. Based on decomposition of vegetable price into seasonal, cycle, trend and irregular components, the study will explore characteristics and seasonal and cycle patterns of vegetable price. After that, autoregressive conditional heteroskedasticity models and Chow test are used to analyze the effect of external shocks on irregular fluctuation of vegetable price. Those shocks include holidays, local climatic and plant diseases’ and pests’ disasters, hot money and food safety affairs. After shocks, different vegetables varieties’ prices will interact due to substitution relationship, which will be explored by vector autoregression process and multivariate autoregressive conditional heteroskedasticity models, so is the local vegetable price of different main producing areas. The analysis of characteristics and seasonal and cycle patterns of vegetable price will contribute to distinguishing normal and abnormal fluctuations and controlling the vegetable markets for government by market-oriented measures. The exploration of substitution relationship provides an alternative to stabilize vegetable price. Though there are numerous vegetable varieties and main producing areas, government could consider regulating those which have strong substitution effect to relieve the irregular fluctuation of the whole vegetable market.

蔬菜是城镇居民年均消费量最多的农产品，近年来菜价频繁而剧烈的不规则波动已使之兼具了经济和社会问题的双重属性，而不规则波动机理尚未明确。本项目拟将蔬菜价格分解为季节性、循环、趋势和不规则变动。在探究菜价波动特征与规律基础上，本项目拟运用自回归条件异方差模型、邹检验等方法，研究节假日，局部气候、病虫灾害，食品安全事件及游资炒作等突发性因素对蔬菜价格不规则波动的影响及作用机制。突发性因素冲击后，大宗蔬菜品种、各主产区价格因替代关系相互影响，本项目拟运用向量自回归模型及多变量条件异方差模型，探寻替代关系对大宗蔬菜品种和各主产区价格不规则波动的平抑作用和机制。菜价波动特征与规律分析为政府区分正常与异常波动、运用市场化手段调控蔬菜市场提供依据；替代关系的分析提供了稳定菜价不规则波动的思路：蔬菜市场品种多，调控难度大，政府可尝试通过调控替代性强的蔬菜品种和主产区来缓解整个市场价格不规则波动的剧烈程度。

本项目在运用X-12-ARIMA模型剥离蔬菜价格季节性波动和不规则波动子序列的基础上，总结了主要大宗蔬菜品种的季节性波动规律，有利于蔬菜市场主体通过季节性波动指数预测各月大宗蔬菜品种价格走势。项目组比较分析了蔬菜价格波动的区域特征和品种结构特征，发现蔬菜价格波动是世界主要蔬菜生产国正常的经济现象；中国蔬菜市场价格波动程度高于发达国家，而低于发展中国家；大宗蔬菜品种北方省区价格波动更为剧烈。不同蔬菜品种价格波动情况的对比研究有利于市场主体研判不同品种的市场风险。虽然蔬菜价格异常波动频繁剧烈，但对蔬菜价格变异解释程度低。基于剥离的蔬菜价格不规则波动子序列，项目组发现节假日期间主要蔬菜品种价格波动明显加剧；极端气候灾害是蔬菜价格异常波动的重要原因之一，虽然影响程度大，但持续时间一般较短，全国蔬菜大市场格局的形成缓解了局部极端气候灾害的冲击；另外，暖冬也会压低蔬菜价格，导致异常波动。金融化因素扭曲了部分蔬菜品种的供需关系，进而扭曲蔬菜现货价格的形成；食品安全事件对蔬菜价格影响有限。蔬菜市场内部各品种存在明显的替代关系，大白菜等价格相对低廉的大宗蔬菜对其它品种蔬菜替代性强，虽然蔬菜市场品种繁多，但可以通过调控大宗、廉价蔬菜的供给来减缓整个蔬菜市场价格波动剧烈程度。蔬菜与水产品、粮食、鲜果、鲜菜和肉禽及其制品价格也存在联动关系，有关农产品市场的调控要从全局出发。项目组多次组织调研，获取蔬菜市场一手资料；多次参加各类学术会议，与同行交流、讨论蔬菜市场价格问题。在本项目的支持下，课题组公开发表论文18篇，其中SCI索引论文1篇，CSSCI/CSCD索引论文17篇，课题组论文《蔬菜水果产品价格波动与调控政策》部分观点被新华网、人民网、中国新闻网、网易、新浪、搜狐、凤凰网等媒体引用和报道。依托该课题，项目组提交了两份决策咨询报告，其中研究报告《湖北省蔬菜产业可持续发展对策研究》获湖北高校智库优秀决策咨询十大研究成果。