食品安全事件发生对畜禽产品价格波动的影响机理与实证
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摘要
病死猪、瘦肉精等肉类食品安全事件时有发生,已成为影响肉类产品价格波动的重要外因之一。基于生猪食品安全事件、猪肉和鸡肉价格数据,采用平滑转换自回归模型和事件分析法,分析国内生猪食品安全事件对畜禽产品价格异常波动的影响过程,探讨其产生差异的原因。结果表明,食品安全事件发生前,猪肉价格和鸡肉价格表现出明显的对称性,呈现出"此消彼长"的特点;食品安全事件的发生对畜禽产品价格的负向影响呈现"V"型态势;食品安全事件发生后,猪肉市场逐渐恢复至正常水平,而鸡肉价格受到的负向影响持续时间较长,且更为复杂,引发了剧烈的波动。食品安全事件发生当月,猪肉价格受到消费恐慌和信任危机的影响,短期内出现需求萎靡,而鸡肉市场因过度估计鸡肉替代猪肉而增加市场供给,导致供过于求,价格下跌;食品安全事件发生后,猪肉价格受政府宏观调控影响,短期内保障了生猪市场价格的稳定性,鸡肉市场依靠自身市场调控恢复至正常水平。因此,为缓解生猪食品安全事件对畜禽产品市场价格异常波动的影响,提出建立食品安全信息网络平台,避免消费恐慌和信任危机;及时发布畜禽市场供给和交易量,引导畜禽产品有效供给;营造良好的市场运营环境,发挥畜禽产品自我调节功能的政策建议。
Food safety incidents such as sick and dead pigs and clenbuterol additive have occurred from time to time and have become one of the important external factors influencing the price fluctuations of meat products. Based on the data of pig food safety incidents and the prices of pork and chicken, and applying the smooth transformation autoregressive model and event study method, this paper analyzed the impact process of domestic pig food safety incidents on the abnormal price fluctuations of livestock and poultry products and explored the reasons for the differences. Results show that before the food safety incidents, the prices of pork and chicken showed a clear symmetry:complementing each other. The negative impact of the food safety incidents on the prices of livestock and poultry products presents a "V" shape. After the food safety incidents, the pork market gradually returned to the normal level, the negative impact on chicken prices has been longer and more complex, leading to wild swings. In the month following the food safety incidents, pork prices were affected by consumption panics and trust crisis, resulting in sluggish demand in the short term, while the chicken market increased the market supply due to over-estimation of the replacement of pork by chicken, resulting in oversupply and falling prices. After the food safety incidents, the pork price was affected by the government's macro-control, which ensured the stability of the pig market price in the short term, and the chicken market recovered to the normal level by its own market control. Therefore, in order to alleviate the impacts of pig food safety incidents on the abnormal price fluctuations of livestock and poultry products, this paper suggests: to establish a food safety information network platform to avoid consumption panics and trust crisis, to release market supply and transaction volume of livestock and poultry products in time to guide the effective supply of livestock and poultry products, and to create a good market operating environment to play the function of self-regulation of livestock and poultry products.
Food safety incidents such as sick and dead pigs and clenbuterol additive have occurred from time to time and have become one of the important external factors influencing the price fluctuations of meat products. Based on the data of pig food safety incidents and the prices of pork and chicken, and applying the smooth transformation autoregressive model and event study method, this paper analyzed the impact process of domestic pig food safety incidents on the abnormal price fluctuations of livestock and poultry products and explored the reasons for the differences. Results show that before the food safety incidents, the prices of pork and chicken showed a clear symmetry:complementing each other. The negative impact of the food safety incidents on the prices of livestock and poultry products presents a "V" shape. After the food safety incidents, the pork market gradually returned to the normal level, the negative impact on chicken prices has been longer and more complex, leading to wild swings. In the month following the food safety incidents, pork prices were affected by consumption panics and trust crisis, resulting in sluggish demand in the short term, while the chicken market increased the market supply due to over-estimation of the replacement of pork by chicken, resulting in oversupply and falling prices. After the food safety incidents, the pork price was affected by the government's macro-control, which ensured the stability of the pig market price in the short term, and the chicken market recovered to the normal level by its own market control. Therefore, in order to alleviate the impacts of pig food safety incidents on the abnormal price fluctuations of livestock and poultry products, this paper suggests: to establish a food safety information network platform to avoid consumption panics and trust crisis, to release market supply and transaction volume of livestock and poultry products in time to guide the effective supply of livestock and poultry products, and to create a good market operating environment to play the function of self-regulation of livestock and poultry products.
引文
[1]叶金珠,陈倬.食品安全突发事件及其社会影响--基于耦合协调度模型的研究[J].统计与信息论坛,2017,32(12):72-77.Ye J Z,Chen Z.Food safety emergencies and its social influence power:A study based on coupling coordination model[J].Statistics&Information Forum,2017,32(12):72-77.
[2]韩杨,曹斌,陈建先,等.中国消费者对食品质量安全信息需求差异分析--来自1573个消费者的数据检验[J].中国软科学,2014(2):32-45.Han Y,Cao B,Chen J X,et al.Variance analysis on China’s consumers’demand for information of food quality and safetyEmpirical test of data from 1573 Chinese consumers[J].China Soft Science,2014(2):32-45.
[3]高群,宋长鸣.美国生猪价格突变识别及对我国的启示[J].国际经贸探索,2015,31(5):62-72.Gao Q,Song C M.Identification and analysis of the breaking point of hog prices in the United States[J].International Economics and Trade Research,2015,31(5):62-72.
[4]Dawson P J.The UK pig cycle:A spectral analysis[J].British Food Journal,2009,111(11):1237-1247.
[5]Talpaz H.Multi-frequency cobweb model:Decomposition of the hog cycle[J].American Journal of Agricultural Economics,1974,56(1):38-49.
[6]Parker P S,Shonkwiler J S.On the centenary of the German hog cycle:New findings[J].European Review of Agricultural Economics,2014,41(1):47-61.
[7]Larson A B.The hog cycle as harmonic motion[J].Journal of Farm Economics,1964,46(2):375-386.
[8]Chavas J P,Holt M T.On nonlinear dynamics:The case of the pork cycle[J].American Journal of Agricultural Economics,1991,73(3):819-828.
[9]毛学峰,曾寅初.基于时间序列分解的生猪价格周期识别[J].中国农村经济,2008(12):4-13.Mao X F,Zeng Y C.Price cycle identification of live pigs based on time series decomposition[J].Chinese Rural Economy,2008(12):4-13.
[10]罗千峰,张利庠.基于B-N分解法的我国生猪价格波动特征研究[J].农业技术经济,2018(7):93-106.Luo Q F,Zhang L X.Fluctuation characteristics of hog price in China:Evidence based on the method of B-N decomposition[J].Journal of Agrotechnical Economics,2018(7):93-106.
[11]黎东升,刘小乐.我国生猪价格波动新特征--基于HP和BP滤波法的实证分析[J].农村经济,2015(6):52-55.Li D S,Liu X L.New characteristics of China’s hog price fluctuation-An empirical analysis based on HP and BP filtering methods[J].Rural Economy,2015(6):52-55.
[12]汪武静,王明利,石自忠.我国肉鸡市场价格波动周期分解及内在相关性分析[J].华中农业大学学报(社会科学版),2016(1):22-29,128-129.Wang W J,Wang M L,Shi Z Z.Broiler market price fluctuation and intrinsic correlation in China[J].Journal of Huazhong Agricultural University(Social Sciences Edition),2016(1):22-29,128-129.
[13]周晶,丁士军,阮冬燕.中国生猪生产波动影响因素分析--基于2000-2012年省级面板数据的实证研究[J].农业现代化研究,2014,35(6):750-756.Zhou J,Ding S J,Ruan D Y.The empirical analysis on influencing factors of pig production fluctuation in China[J].Research of Agricultural Modernization,2014,35(6):750-756.
[14]石自忠,王明利,胡向东.经济政策不确定性与中国畜产品价格波动[J].中国农村经济,2016(8):42-55.Shi Z Z,Wang M L,Hu X D.Economic policy uncertainty and China’s livestock product price fluctuation[J].Chinese Rural Economy,2016(8):42-55.
[15]张宇青,周应恒,易中懿.中国生猪出栏价格波动的非线性特征分析与预测[J].统计与决策,2015(1):141-143.Zhang Y Q,Zhou Y H,Yi Z Y.Analysis and prediction of the nonlinear characteristics of the price fluctuation of hogs in China[J].Statistics&Decision,2015(1):141-143.
[16]潘方卉,刘丽丽,庞金波.中国生猪价格周期波动的特征与成因分析[J].农业现代化研究,2016,37(1):79-86.Pan F H,Liu L L,Pang J B.Characteristics and causes of hog price cycles in China[J].Research of Agricultural Modernization,2016,37(1):79-86.
[17]郑燕,马骥.我国肉鸡产业市场状态转换及产业链价格非对称传导研究--基于MS-VAR模型分析[J].华中农业大学学报(社会科学版),2018(1):73-80,159-160.Zheng Y,Ma J.Research on the state transition of broiler industry and asymmetric transmission of industrial chain price-Based on MS-VAR model[J].Journal of Huazhong Agricultural University(Social Sciences Edition),2018(1):73-80,159-160.
[18]毛学峰,曾寅初.我国生猪市场价格动态变动规律研究--基于月度价格非线性模型分析[J].农业技术经济,2009(3):87-93.Mao X F,Zeng Y C.Research on the dynamic fluctuation law of China’s pig market price-Based on the monthly price nonlinear model analysis[J].Journal of Agrotechnical Economics,2009(3):87-93.
[19]程培堽,殷志扬.风险知觉、风险偏好和消费者对食品安全事件的反应--以瘦肉精事件为例[J].管理评论,2012,24(12):128-136,173.Cheng P G,Yin Z Y.Risk perception,risk preference,and response of consumers to food safety crisis:The case of the clenbuterol pork[J].Management Review,2012,24(12):128-136,173.
[20]Dong X X,Li Z M.Food safety issues in China:A case study of the dairy sector[J].Journal of the Science of Food and Agriculture,2016,96(1):346-352.
[21]靳明,杨波,赵敏,等.食品安全事件的溢出效应与消费替代行为研究--以乳制品系列安全事件为例[J].财经论丛,2015(12):77-84.Jin M,Yang B,Zhao M,et al.The spillover effects of food safety incidents and the consumption substitution behavior-A case study of the food safety incidents in dairy production[J].Collected Essays on Finance and Economics,2015(12):77-84.
[22]Niewczas M.Consumers’reactions to food scares[J].International Journal of Consumer Studies,2014,38(3):251-257.
[23]Seo S,Jang S C,Miao L,et al.The impact of food safety events on the value of food-related firms:An event study approach[J].International Journal of Hospitality Management,2013,33:153-165.
[24]王俊,孔令夷.非线性时间序列分析STAR模型及其在经济学中的应用[J].数量经济技术经济研究,2006(1):77-85,160.Wang J,Kong L Y.The application in economics of non-linear time series analysis and smooth transition autoregression[J].The Journal of Quantitative&Technical Economics,2006(1):77-85,160.
[25]Ter?svirta T,Anderson H M.Characterizing nonlinearities in business cycles using smooth transition autoregressive models[J].Journal of Applied Econometrics,1992,7(S1):S119-S136.
[26]Dijk D V,Ter?svirta T,Franses P H.Smooth transition autoregressive models-A survey of recent developments[J].Econometric Reviews,2002,21(1):1-47.
[27]Corrado C J.Event studies:A methodology review[J].Accounting and Finance,2011,51(1):207-234.
[28]Fama E F,Fisher L,Jensen M C,et al.The adjustment of stock prices to new information[J].International Economic Review,1969,10(1):1-21.
[29]赵玉,祁春节.中国大豆期货市场有效吗?--基于事件分析法的研究[J].经济评论,2010(1):114-123.Zhao Y,Qi C J.Is Chinese soybean futures market efficient?Aresearch based on event studies[J].Economic Review,2010(1):114-123.
[30]高群,熊涛.我国蔬菜产业各类调控政策真的有效吗--基于事件分析法的研究[J].农业现代化研究,2015,36(6):988-995.Gao Q,Xiong T.Examination of the effectiveness of regulatory policies for vegetable industry in China based on event study[J].Research of Agricultural Modernization,2015,36(6):988-995.
[31]Pozo V F,Schroeder T C.Evaluating the costs of meat and poultry recalls to food firms using stock returns[J].Food Policy,2016,59:66-77.
[32]克莱夫·W.J.格兰杰,蒂莫·泰雷斯维尔塔.非线性经济的建模[M].朱保华,黄峰,李磊,等译.上海:上海财经大学出版社,2006.Granger C W J.Ter?svirta T.Modelling Nonlinear Economic Relationships[M].New York:Oxford University Press,1993.
[33]许菲,白军飞,张彩萍.中国城市居民肉类消费及其对水资源的影响--基于一致的Two-step QUAIDS模型研究[J].农业技术经济,2018(8):4-16.Xu F,Bai J f,Zhang C P.Impact of meat consumption in urban China on water resources-A consistent two-step QUAIDSmodel[J].Journal of Agrotechnical Economics,2018(8):4-16.
[34]辛翔飞,王济民.当前我国肉鸡产业发展趋势研究[J].价格理论与实践,2014(3):84-85.Xin X F,Wang J M.Research on the development trend of broiler industry in China[J].Price:Theory&Practice,2014(3):84-85
[2]韩杨,曹斌,陈建先,等.中国消费者对食品质量安全信息需求差异分析--来自1573个消费者的数据检验[J].中国软科学,2014(2):32-45.Han Y,Cao B,Chen J X,et al.Variance analysis on China’s consumers’demand for information of food quality and safetyEmpirical test of data from 1573 Chinese consumers[J].China Soft Science,2014(2):32-45.
[3]高群,宋长鸣.美国生猪价格突变识别及对我国的启示[J].国际经贸探索,2015,31(5):62-72.Gao Q,Song C M.Identification and analysis of the breaking point of hog prices in the United States[J].International Economics and Trade Research,2015,31(5):62-72.
[4]Dawson P J.The UK pig cycle:A spectral analysis[J].British Food Journal,2009,111(11):1237-1247.
[5]Talpaz H.Multi-frequency cobweb model:Decomposition of the hog cycle[J].American Journal of Agricultural Economics,1974,56(1):38-49.
[6]Parker P S,Shonkwiler J S.On the centenary of the German hog cycle:New findings[J].European Review of Agricultural Economics,2014,41(1):47-61.
[7]Larson A B.The hog cycle as harmonic motion[J].Journal of Farm Economics,1964,46(2):375-386.
[8]Chavas J P,Holt M T.On nonlinear dynamics:The case of the pork cycle[J].American Journal of Agricultural Economics,1991,73(3):819-828.
[9]毛学峰,曾寅初.基于时间序列分解的生猪价格周期识别[J].中国农村经济,2008(12):4-13.Mao X F,Zeng Y C.Price cycle identification of live pigs based on time series decomposition[J].Chinese Rural Economy,2008(12):4-13.
[10]罗千峰,张利庠.基于B-N分解法的我国生猪价格波动特征研究[J].农业技术经济,2018(7):93-106.Luo Q F,Zhang L X.Fluctuation characteristics of hog price in China:Evidence based on the method of B-N decomposition[J].Journal of Agrotechnical Economics,2018(7):93-106.
[11]黎东升,刘小乐.我国生猪价格波动新特征--基于HP和BP滤波法的实证分析[J].农村经济,2015(6):52-55.Li D S,Liu X L.New characteristics of China’s hog price fluctuation-An empirical analysis based on HP and BP filtering methods[J].Rural Economy,2015(6):52-55.
[12]汪武静,王明利,石自忠.我国肉鸡市场价格波动周期分解及内在相关性分析[J].华中农业大学学报(社会科学版),2016(1):22-29,128-129.Wang W J,Wang M L,Shi Z Z.Broiler market price fluctuation and intrinsic correlation in China[J].Journal of Huazhong Agricultural University(Social Sciences Edition),2016(1):22-29,128-129.
[13]周晶,丁士军,阮冬燕.中国生猪生产波动影响因素分析--基于2000-2012年省级面板数据的实证研究[J].农业现代化研究,2014,35(6):750-756.Zhou J,Ding S J,Ruan D Y.The empirical analysis on influencing factors of pig production fluctuation in China[J].Research of Agricultural Modernization,2014,35(6):750-756.
[14]石自忠,王明利,胡向东.经济政策不确定性与中国畜产品价格波动[J].中国农村经济,2016(8):42-55.Shi Z Z,Wang M L,Hu X D.Economic policy uncertainty and China’s livestock product price fluctuation[J].Chinese Rural Economy,2016(8):42-55.
[15]张宇青,周应恒,易中懿.中国生猪出栏价格波动的非线性特征分析与预测[J].统计与决策,2015(1):141-143.Zhang Y Q,Zhou Y H,Yi Z Y.Analysis and prediction of the nonlinear characteristics of the price fluctuation of hogs in China[J].Statistics&Decision,2015(1):141-143.
[16]潘方卉,刘丽丽,庞金波.中国生猪价格周期波动的特征与成因分析[J].农业现代化研究,2016,37(1):79-86.Pan F H,Liu L L,Pang J B.Characteristics and causes of hog price cycles in China[J].Research of Agricultural Modernization,2016,37(1):79-86.
[17]郑燕,马骥.我国肉鸡产业市场状态转换及产业链价格非对称传导研究--基于MS-VAR模型分析[J].华中农业大学学报(社会科学版),2018(1):73-80,159-160.Zheng Y,Ma J.Research on the state transition of broiler industry and asymmetric transmission of industrial chain price-Based on MS-VAR model[J].Journal of Huazhong Agricultural University(Social Sciences Edition),2018(1):73-80,159-160.
[18]毛学峰,曾寅初.我国生猪市场价格动态变动规律研究--基于月度价格非线性模型分析[J].农业技术经济,2009(3):87-93.Mao X F,Zeng Y C.Research on the dynamic fluctuation law of China’s pig market price-Based on the monthly price nonlinear model analysis[J].Journal of Agrotechnical Economics,2009(3):87-93.
[19]程培堽,殷志扬.风险知觉、风险偏好和消费者对食品安全事件的反应--以瘦肉精事件为例[J].管理评论,2012,24(12):128-136,173.Cheng P G,Yin Z Y.Risk perception,risk preference,and response of consumers to food safety crisis:The case of the clenbuterol pork[J].Management Review,2012,24(12):128-136,173.
[20]Dong X X,Li Z M.Food safety issues in China:A case study of the dairy sector[J].Journal of the Science of Food and Agriculture,2016,96(1):346-352.
[21]靳明,杨波,赵敏,等.食品安全事件的溢出效应与消费替代行为研究--以乳制品系列安全事件为例[J].财经论丛,2015(12):77-84.Jin M,Yang B,Zhao M,et al.The spillover effects of food safety incidents and the consumption substitution behavior-A case study of the food safety incidents in dairy production[J].Collected Essays on Finance and Economics,2015(12):77-84.
[22]Niewczas M.Consumers’reactions to food scares[J].International Journal of Consumer Studies,2014,38(3):251-257.
[23]Seo S,Jang S C,Miao L,et al.The impact of food safety events on the value of food-related firms:An event study approach[J].International Journal of Hospitality Management,2013,33:153-165.
[24]王俊,孔令夷.非线性时间序列分析STAR模型及其在经济学中的应用[J].数量经济技术经济研究,2006(1):77-85,160.Wang J,Kong L Y.The application in economics of non-linear time series analysis and smooth transition autoregression[J].The Journal of Quantitative&Technical Economics,2006(1):77-85,160.
[25]Ter?svirta T,Anderson H M.Characterizing nonlinearities in business cycles using smooth transition autoregressive models[J].Journal of Applied Econometrics,1992,7(S1):S119-S136.
[26]Dijk D V,Ter?svirta T,Franses P H.Smooth transition autoregressive models-A survey of recent developments[J].Econometric Reviews,2002,21(1):1-47.
[27]Corrado C J.Event studies:A methodology review[J].Accounting and Finance,2011,51(1):207-234.
[28]Fama E F,Fisher L,Jensen M C,et al.The adjustment of stock prices to new information[J].International Economic Review,1969,10(1):1-21.
[29]赵玉,祁春节.中国大豆期货市场有效吗?--基于事件分析法的研究[J].经济评论,2010(1):114-123.Zhao Y,Qi C J.Is Chinese soybean futures market efficient?Aresearch based on event studies[J].Economic Review,2010(1):114-123.
[30]高群,熊涛.我国蔬菜产业各类调控政策真的有效吗--基于事件分析法的研究[J].农业现代化研究,2015,36(6):988-995.Gao Q,Xiong T.Examination of the effectiveness of regulatory policies for vegetable industry in China based on event study[J].Research of Agricultural Modernization,2015,36(6):988-995.
[31]Pozo V F,Schroeder T C.Evaluating the costs of meat and poultry recalls to food firms using stock returns[J].Food Policy,2016,59:66-77.
[32]克莱夫·W.J.格兰杰,蒂莫·泰雷斯维尔塔.非线性经济的建模[M].朱保华,黄峰,李磊,等译.上海:上海财经大学出版社,2006.Granger C W J.Ter?svirta T.Modelling Nonlinear Economic Relationships[M].New York:Oxford University Press,1993.
[33]许菲,白军飞,张彩萍.中国城市居民肉类消费及其对水资源的影响--基于一致的Two-step QUAIDS模型研究[J].农业技术经济,2018(8):4-16.Xu F,Bai J f,Zhang C P.Impact of meat consumption in urban China on water resources-A consistent two-step QUAIDSmodel[J].Journal of Agrotechnical Economics,2018(8):4-16.
[34]辛翔飞,王济民.当前我国肉鸡产业发展趋势研究[J].价格理论与实践,2014(3):84-85.Xin X F,Wang J M.Research on the development trend of broiler industry in China[J].Price:Theory&Practice,2014(3):84-85