中国与东盟水产品资源贸易价格波动——以冻鲭鱼出口价格为例

doi:10.31497/zrzyxb.20200912

摘要/Abstract

摘要： 东盟是我国第三大水产品出口地,掌握对东盟水产品出口价格波动规律,以预测未来水产品出口价格波动趋势,为拓展水产品贸易潜力、有效进行渔业资源配置、促进水产品信息体系的建立提供依据和支撑。冻鲭鱼是我国重要的水产品出口品种,而东盟又是我国冻鲭鱼的最大出口地。以冻鲭鱼为例,利用2012—2017年我国对东盟以及东盟主要国家冻鲭鱼出口的月度价格数据,采用ARCH族模型和H-P滤波法研究其出口价格的聚簇性、非对称性和构成价格波动的四种因素。结果表明：（1）冻鲭鱼出口价格具有聚簇性,可以进行价格预测,市场价格上涨或下跌对其影响力基本相同;（2）价格呈现明显的季节性波动和周期性,可分为3或4个周期,2014—2015年之前的价格波动幅度大于之后期间内的波动幅度;（3）价格波动由四种因素构成,各因素对冻鲭鱼出口价格波动的贡献率差别较大。

关键词: 东盟, 水产品价格, ARCH族模型, H-P滤波法

Abstract: ASEAN is the third largest aquatic product export partner in China. It is very important to grasp the price fluctuations of aquatic product export to ASEAN, so as to predict the fluctuation trend of aquatic product export price, provide basis and support for expanding the potential of aquatic product trade, effectively allocate fishery resources, and promote the establishment of aquatic product information system. Mackerel, as one of the main aquatic products exported in China, plays an important role in the aquatic products trade with ASEAN. Because mackerel is not easy to preserve and has higher requirements for processing technology, it is basically exported by refrigeration. Based on the important position of frozen mackerel in China's aquatic products export, in this paper, we take frozen mackerel as an example to study the four factors of clustering, asymmetry and price fluctuation of its export prices by using ARCH model and H-P filtering method for the monthly price data of China's export of frozen mackerel to ASEAN from 2012 to 2017. The results show that: (1) The export price of frozen mackerel has clustering property and can be predicted. The cluster size has a positive correlation with the export scale, among which, the price prediction is better with Indonesia. However, the price of frozen mackerel exported by China to ASEAN and its major countries is not asymmetric. The reason is that mackerel production mainly depends on fishing methods and is not easy to preserve. The impact of market shock caused by rising and falling price is basically the same. (2) The price shows obvious seasonal fluctuations and price fluctuation has a certain periodicity, which can be divided into 3 or 4 cycles. In addition, the price fluctuation range before 2014-2015 is greater than that in the later period. (3) Price fluctuation is composed of four factors: long-term trend, periodic fluctuation, seasonal fluctuation and irregular fluctuation. The contribution rate of frozen mackerel export price fluctuation is as follows: long-term trend > periodic fluctuation > irregular fluctuation > seasonal fluctuation. It should be noted that due to the limitation of data acquisition, the trade of other aquatic products and the trade between China and other economies outside ASEAN have not been studied at present.

Key words: ASEAN, aquatic product price, ARCH model, H-P filtering method

张瑛, 杜文婷. 中国与东盟水产品资源贸易价格波动——以冻鲭鱼出口价格为例[J]. 自然资源学报, 2020, 35(9): 2191-2204.

ZHANG Ying, DU Wen-ting. Price fluctuation of aquatic product resources trade between China and ASEAN: Take export of frozen mackerel as an example[J]. JOURNAL OF NATURAL RESOURCES, 2020, 35(9): 2191-2204.

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