海水鱼不同品种的价格联动关系研究

——基于VAR向量自回归模型

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中图分类号：F326.4；F224.0；F724.7 文献标志码：A 文章编号：1005—9857（2025）06—0167—10

An Examination of Interconnected Price Dynamics Among Different Marine Fish Species ： A Study Based on the VAR Vector Autoregression Model

GUO Xin，YANG Huaiyu

（School of Economics and Management，Shanghai Ocean University，Shanghai 2Ol3o6，China）

Abstract： In recent years， the aquatic products price market has shown significant volatility， and in-depth investigation of the correlation between the prices of different species of aquatic products is not only crucial to the healthy and sustainable development of the aquatic industry chain，but also of great practical significance in guiding the optimization and adjustment of the industrial structure at the national level. In this study，the daily price indexes of five major species of marine fish， namely，large yellowtail， small yellowtail， seabass，turbot and turbot， were selected. Taking January 1， 2014-March 20， 2024 as the sample study period，a vector autoregressive model （VAR model） was constructed to investigate the interlinkages among the prices of these five species of marine fish. It is found that there is an obvious price linkage effect in the Chinese marine fish market，but this effect is characterized by complex asymmetric transmission.Among them，the price fluctuation of yellow croaker had a significant effect on the price of sea bass，but the reverse effect was not established; the price changes of yellow croaker and turbot affected the price of tooth flounder， showing a unidirectional Granger causality. In addition，there are significant differences in the sensitivity of different marine fish species to market changes，and there are vulnerabilities and dependencies in the market structure. Accordingly，this paper proposes the establishment of a differentiated market regulation mechanism， the improvement of a multi-level market information dissemination system， and the development of market structure research and policy assessment.The paper therefore proposes the establishment of a differentiated market regulatory mechanism，the improvement of a multilevel market information dissemination system，and the conduct of market structure research and policy evaluation.

Keywords：Aquatic product prices，Vector Autoregression （VAR） model， Horizontal pricetransmission，Priceinterlinkage

0 引言

水产品作为全球食品供应链的重要组成部分，不仅对经济发展具有显著影响，也是衡量一个国家或地区民生福祉的关键指标。（剩余12371字）