产业链升级背景下食品安全事件对生鲜农产品的价格冲击效应及非对称传递机制研究

项目名称： 产业链升级背景下食品安全事件对生鲜农产品的价格冲击效应及非对称传递机制研究

项目编号： No.71503071

项目类型： 青年科学基金项目

立项/批准年度： 2016

项目学科： 管理科学

项目作者： 苗珊珊

作者单位： 河南理工大学

项目金额： 17万元

中文摘要： 基于生鲜农产品产业链升级背景，探索食品安全事件对生鲜农产品的价格冲击效应及传导机理，试图解决食品安全事件导致价格过度波动及产业冲击问题。本项目运用时间序列数据，在阐释产业链升级模式与价格波动特征基础上，采用TARCH类模型分析生鲜农产品价格波动特征，运用成分分解法厘定食品安全事件与生鲜农产品价格不同成分的相关关系；采用递归的向量自回归模型（RSVAR），考察食品安全事件对不同产业链联结模式的价格冲击效应；利用门限误差修正模型（TECM）分析食品安全事件冲击下市场联结与协作模式变化对生鲜农产品价格波动的传导路径与传导效率的影响，并对价格传递的非对称性进行测度，探究产业链升级对食品安全事件价格波动的影响机理。在此基础上，提出预防和减少食品安全事件冲击的价格稳定政策和协调机制，以期为政府宏观价格调控政策完善和突发事件应对提供理论依据和实证支持。

中文关键词： 食品安全事件；价格冲击；价格传导机制；非对称性；生鲜农产品

英文摘要： Based on fresh agricultural products industry chain upgration background, this project tries to explore fresh agricultural products price shock effects and tranmission mechanism on the food safety incidents, the objective is to resolve food safety incidents which lead to excessive price volatility and impact on fresh agricultural industry. This project using time series data, clarifying the industrial chain upgrade mode and price fluctuation characteristics, the TARCH model was employed to analyze characteristics of fresh agricultural products price fluctuations, component decomposition method was used to determine the relationship between food safety incidents and fresh agricultural products price; recursive vector autoregressive model (SVAR) was adopted to analyze different industry chain coupling modes for food safety incidents’ price shock effects; threshold error correction model (TECM) was used to analyze conduction path and transmission efficiency of food safety incidents impacted by the change of market connection and cooperation pattern; moreover, the price transmission asymmetry was measured, to explore the mechanism of upgraded chain on price fluctuations. On this basis, we put forward suggestions to prevent and reduce impact of price shock and food safety incidents risk warning mechanism. Related research results will be put forward for goverments modifying its industry price regulation policy.

英文关键词： Food safety incidents;price shocks;price tranmission mechanism;asymmetry;fresh agricultural products