以2009年12月26日至2013年12月5日共207期的农产品周批发价格为样本,从蔬菜、水果两大类中选取11种生鲜农产品的周批发价格作为研究对象,运用Tarch模型考察信息冲击对果蔬类生鲜农产品价格波动的影响程度,得出不同果蔬农产品价格波动受信息影响差异较大且呈现非对称性特征的结论.对果蔬类农产品价格波动预测要根据不同品种的个体差异采取有差别的预测方法,防止对所有农产品采用单一的价格波动预测造成的价格波动预测偏差.建议加快完善农产品信息数据库,全面掌握农产品市场信息,防止媒体对信息的过度渲染造成人们非理性预期带来的价格大幅波动.
Taking the weekly wholesale prices of agricultural products from December 26, 2009 to December 5, 2013 as samples, the weekly wholesale price of 11 kinds of fresh agri-product selected from two categories of vegetables and fruits as the research object. Using Tarch model, the degree of influence of the impact of information on the price fluctuations of fruits and vegetables is studied. The conclusion is reached that, the influence of information on the price volatility of fruit and vegetables has large differences, and shows asymmetric features. It is considered that, price volatility forecast for fruits and vegetables should take differential prediction method based on individual differences in different varieties, to prevent price volatility forecast bias from using single price volatility forecast for all agricultural products. It is suggested that, agricultural information database should be improved as soon as possible to fully grasp the agricultural market information, and prevent the price volatility induced by people's non-rational expectations because of media's over-exaggerated on information.