【摘要】：市場(chǎng)信息是商品價(jià)格形成的基礎(chǔ)。基于"信息經(jīng)濟(jì)學(xué)"理論,運(yùn)用TARCH和EGARCH模型,探討中國(guó)和歐盟豬肉市場(chǎng)信息對(duì)價(jià)格波動(dòng)產(chǎn)生的不同影響。結(jié)果表明:中國(guó)豬肉市場(chǎng)存在明顯的信息不對(duì)稱效應(yīng),使豬肉價(jià)格上漲的"正向信息"大于使豬肉價(jià)格下跌"負(fù)向信息"的影響,且"正向信息"對(duì)于豬肉價(jià)格的波動(dòng)具有強(qiáng)化作用;歐盟豬肉市場(chǎng)"負(fù)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(duì)稱效應(yīng),其原因在于歐盟市場(chǎng)的政策干預(yù)少,價(jià)格"杠桿效應(yīng)"不明顯。因此,中國(guó)政府有關(guān)部門應(yīng)減少干預(yù),進(jìn)一步提高豬肉市場(chǎng)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(xué)經(jīng)濟(jì)管理學(xué)院;
【基金】：國(guó)家自然基金項(xiàng)目“我國(guó)豬肉與蔬菜價(jià)格劇烈波動(dòng)的穩(wěn)健機(jī)制研究”(71373087)
【分類號(hào)】：F313.7

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