基于非参数核密度估计法的红枣市场价格波动与风险评估

来源 :中国农业大学学报 | 被引量 : 0次 | 上传用户:lijia6685621
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利用非参数核密度方法,以5种红枣(灰枣、骏枣、金丝枣、青枣和冬枣)的批发市场价格为研究对象,比较分析不同红枣的短期价格波动形态及波动强度,并对其短期价格波动风险进行评估和比较。结果表明:从波动形态看,总体上红枣市场价格短期波动有明显谷峰和谷底,呈“春冬高、夏秋低”季节性特征,其中骏枣和灰枣的价格呈“V”型波动,金丝枣和冬枣的价格呈“M”和“W”型波动,青枣价格呈“N”型波动;从波动强度看,整体上鲜食枣价格波动强度高于干制枣,大小排序依次为冬枣>青枣>金丝枣>骏枣>灰枣;红枣市场价格波动风险分布不对称,降价风险高于涨价风险,其中冬枣降价风险最高,其次是灰枣和骏枣,金丝枣降价风险略低,只有青枣价格下跌风险与上涨跌风险发生的概率接近一致;从强警风险概率(价格波动幅度在±15%以上)分布看,鲜食枣价格出现强警的概率高于干制枣。 Using the non-parametric kernel density method, the wholesale price of five kinds of jujube (jujube, jujube, jujube, jujube and jujube) was selected as the research object, the short-term price fluctuation pattern and intensity of different dates were compared and analyzed. Its short-term price volatility risk assessment and comparison. The results showed that: According to the fluctuation pattern, the short-term fluctuation of the market price of red jujube had obvious peak and valley bottom, showing the seasonal characteristics of “spring and winter high, summer and autumn low”, among which the price of jujube and date was “ The fluctuation of gold type jujube and jujube showed ”M“ and ”W“ type fluctuations and the price of ”Jujube“ fluctuated ”N". From the fluctuation intensity, the price of fresh jujube fluctuated Jujube> jujube> jujube> jujube; jujube market price volatility risk distribution is asymmetric, the risk of price cuts higher than the risk of price increases, of which jujube price cut the highest risk, followed by Jujube and Jujube jujube, gold wire jujube price reduction risk is slightly lower, only Jujube price drop risk rise and fall probability of occurrence of risk close to the same; from the risk of police risk (volatility in ± 15%) distribution, Fresh jujube price warning appears to be higher than the probability of dry jujube.
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