Exploring the prices fluctuation risk of swine industry chain is related to the healthy operation of macro economy and the guarantee of residents'welfare.The prices of the swine industry chain from January 2000 to December 2022 were selected as the research data.Firstly,three mutation points in the swine industry chain were obtained through BP structure mutation point test,which were July 2007,July 2015 and August 2019,respectively.Then,non-parametric kernel density estimation method was used to estimate the price risk changes before and after the three mutation points.The results showed that compared to Jaly 2007 and July 2015,the fluctuation risk of price series before and after August 2019 had changed significantly.Among them,the probability of risk changes in live swine prices was the highest,reaching 41.29%;the probability of risk changes in pork prices was 40.20%,which lightly lower than that of live swine;the probability of risk changes for piglets was 18.11%.Based on this,the heterogeneity of price fluctuation risk in the swine industry chain was analyzed and relevant policy suggestions were put forward.
关键词
生猪产业链/价格波动风险/异质性检验/BP结构突变点检验/非参数核密度估计法
Key words
swine industry chain/price fluctuation risk/heterogeneity test/BP structure mutation point test/non parametric kernel density estimation method