| 摘要: |
| 近年来，水产品价格市场显现出显著的波动性特征，深入探究水产品不同品种价格的相关性作用，不仅对水产产业链的健康持续发展至关重要，而且对于指导国家层面产业结构的优化调整有着重要的现实意义。文章选取海水鱼中大黄鱼、小黄鱼、花鲈、牙鲆和大菱鲆5个主要品种的日度价格指标，以2014年1月1日至2024年3月20日作为样本研究区间，构建向量自回归模型（VAR模型）探究这5种海水鱼价格之间的相互联动关系。研究发现，中国海水鱼市场存在较为明显的价格联动效应，但这种效应呈现复杂的非对称传导特征。其中，大黄鱼价格波动对花鲈价格有显著影响，但反向影响不成立；小黄鱼和大菱鲆价格变动影响牙鲆价格，呈现单向格兰杰因果关系。此外，不同海水鱼品种对市场变动的敏感程度存在显著差异，市场结构中存在脆弱性和依赖性。据此，提出建立差异化的市场监管机制、完善多层次的市场信息传播系统、开展市场结构研究与政策评估等政策建议。 |
| 关键词: 水产品价格 VAR模型 横向传导 价格联动 |
| DOI：10.20016/j.cnki.hykfygl.2025.06.005 |
| 投稿时间：2024-09-13修订日期：2025-05-09 |
| 基金项目:国家海水鱼产业技术体系产业经济岗位专项（CARS-49-G29）. |
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| An Examination of Interconnected Price Dynamics Among Different Marine Fish Species: A Study Based on the VAR Vector Autoregression Model |
| GUO Xin,YANG Huaiyu |
| School of Economics and Management, Shanghai Ocean University |
| Abstract: |
| In recent years, the aquatic products price market has shown significant volatility, and in-depth investigation of the correlation between the prices of different species of aquatic products is not only crucial to the healthy and sustainable development of the aquatic industry chain, but also of great practical significance in guiding the optimization and adjustment of the industrial structure at the national level. In this study, the daily price indexes of five major species of marine fish, namely, large yellowtail, small yellowtail, seabass, turbot and turbot, were selected. Taking January 1, 2014-March 20, 2024 as the sample study period, a vector autoregressive model (VAR model) was constructed to investigate the interlinkages among the prices of these five species of marine fish. It is found that there is an obvious price linkage effect in the Chinese marine fish market, but this effect is characterized by complex asymmetric transmission. Among them, the price fluctuation of yellow croaker had a significant effect on the price of sea bass, but the reverse effect was not established; the price changes of yellow croaker and turbot affected the price of tooth flounder, showing a unidirectional Granger causality. In addition, there are significant differences in the sensitivity of different marine fish species to market changes, and there are vulnerabilities and dependencies in the market structure. Accordingly, this paper proposes the establishment of a differentiated market regulation mechanism, the improvement of a multi-level market information dissemination system, and the development of market structure research and policy assessment.The paper therefore proposes the establishment of a differentiated market regulatory mechanism, the improvement of a multi-level market information dissemination system, and the conduct of market structure research and policy evaluation. |
| Key words: Aquatic product prices,Vector Autoregression (VAR) model, Horizontal price transmission,Price interlinkage |
