摘要
本文以北京市蔬菜批发市场为例,以油菜、大白菜、黄瓜、苦瓜、番茄、柿子椒、云架豆、荷兰豆、胡萝卜、土豆10种蔬菜的价格变化为研究对象,利用风险价值法(VaR法)度量了蔬菜市场的风险大小,并评估了蔬菜市场的风险发生程度。分析结果表明:蔬菜市场是一个风险发生频繁且发生程度较高的一类农产品市场;正态分布并不是拟合蔬菜市场风险的最优分析模型,不同品种的蔬菜,其市场风险发生程度有所不同,其中,叶菜类蔬菜的市场风险程度较高;蔬菜价格上涨风险与下跌风险同等重要,并且两者的发生频率基本相当,在关注价格上涨风险的同时更要重视价格下跌风险。
Taking the vegetable wholesale market in Beijing as an example this paper has measured the price fluctuation risk of the vegetable market and assessed the occurrence level of vegetable market risk with the method of value at risk(VaR) using rape,Chinese cabbage,cucumber,balsam pear,tomato,bell pepper,bean round trellis,snow peas,carrot and potatoes' price changing as the research object.The analysis results show that,the vegetable market has high frequency and high level risk of price volatility in agricultural products market.The normal distribution is not the best analysis model which fitting vegetable market risk,the risk occurrence level of different varieties of vegetables markets is different,and the risk occurrence level of leafy vegetable market is higher than others.The increase risk and fall risk of vegetable price are equally important,and the occurrence frequency of these two kinds of risks is roughly equal,so the price falling risk should be paid attention while price increase risk is concerned.
出处
《中国农村观察》
CSSCI
北大核心
2011年第5期45-54,77,共11页
China Rural Survey
基金
国家"十一五"科技支撑项目"果蔬市场价格短期预测系统研究与示范"(项目编号:2009BADA9B05)
中央级公益性科研院所基本科研业务费专项"我国农产品市场风险评估与管理研究"(项目编号:2011-J-29)的阶段性研究成果
