【摘要】：市場信息是商品價格形成的基礎。基于"信息經(jīng)濟學"理論,運用TARCH和EGARCH模型,探討中國和歐盟豬肉市場信息對價格波動產(chǎn)生的不同影響。結果表明:中國豬肉市場存在明顯的信息不對稱效應,使豬肉價格上漲的"正向信息"大于使豬肉價格下跌"負向信息"的影響,且"正向信息"對于豬肉價格的波動具有強化作用;歐盟豬肉市場"負向信息"大于"正向信息"的影響,且不存在顯著的信息沖擊不對稱效應,其原因在于歐盟市場的政策干預少,價格"杠桿效應"不明顯。因此,中國政府有關部門應減少干預,進一步提高豬肉市場的透明度。
[Abstract]:Market information is the basis of commodity price formation. Based on the theory of "information economics", using TARCH and EGARCH models, this paper discusses the different influences of pork market information on price fluctuation in China and EU. The results show that there is obvious information asymmetry effect in Chinese pork market, and the "positive information" that makes the pork price rise is more important than the "negative information" which makes the pork price fall. Furthermore, the "positive information" has a strong effect on the fluctuation of pork prices, and the "negative information" is greater than the "positive information" in the EU pork market, and there is no significant asymmetric effect of information shock. The reason is that the EU market policy intervention is less, the price "leverage effect" is not obvious. Therefore, the relevant departments of the Chinese government should reduce intervention and further improve the transparency of the pork market.
【作者單位】： 華南農(nóng)業(yè)大學經(jīng)濟管理學院;
【基金】：國家自然基金項目“我國豬肉與蔬菜價格劇烈波動的穩(wěn)健機制研究”(71373087)
【分類號】：F313.7

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