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粮食市场风险空间溢出加大了粮食市场风险防范难度，深入分析粮食市场风险空间溢出关系，对于提高粮食市场风险保障能力及完善粮食市场风险管理体系具有重要的理论和现实意义。本文以玉米市场为例，在对玉米市场风险测度的基础上，基于社会网络视角，通过Diebold和Yilmaz提出的风险溢出网络分析框架，从总体、区域和省际三个层面分析玉米市场风险空间溢出效应及其网络结构特征。研究结果表明：首先，我国玉米市场风险水平整体呈近似“U”型变化趋势，不同区域玉米市场风险差异较大，西北灌溉玉米区玉米市场风险最高。其次，我国玉米市场风险总体空间溢出水平较高，样本期内呈近似“W”型走势；各省份对外风险溢出差异较大，山东、河北、河南等是国内玉米市场风险的主要来源地。最后，玉米市场风险空间溢出呈现多线程、复杂的网络结构形态，网络结构较为紧密、整体关联性强且较为稳定；中东部地区玉米消费量较大的省份在玉米市场风险空间溢出网络中处于中心位置，在网络中扮演着中心行动者角色，而地理位置偏远的省份在玉米市场风险空间溢出网络中影响力较小，扮演着边缘行动者角色。
Abstract：The spatial spillover of the grain market risk increases the difficulty in preventing the grain market risk.In-depth analysis of the spatial spillover relationship of the grain market risk has important practical and theoretical significance for improving the grain market risk control capability and improving the grain market risk management system.Taking the corn market as an example,this article measures the corn market risk.Then the paper uses the risk spillover network analysis framework proposed by Diebold and Yilmaz to analyze the spatial spillover effects and network structural characteristics of the corn market from the overall,regional and provincial levels based on a social network perspective.The results show that,firstly,the overall risk level of corn market shows an approximately“U”-shaped change trend.The corn market risk in different regions is quite different,with the highest risk in the northwest irrigated corn area in China.Secondly,the overall spatial spillover level of China's corn market risk is relatively high,showing a similar“W”-shaped trend during the sample period.The external risk spillovers vary greatly among provinces.Shandong,Hebei and Henan are the main sources of domestic corn market risks.Finally,the risk spatial spillover of the corn market presents a multi-threaded and complex network structure,which has a relatively close connection,strong overall correlation and relative stability.Provinces with large corn consumption in the central and eastern regions are at the center of the corn market risk spatial spillover network and play the role of central actor in the network,while geographically remote provinces have less influence in the corn market risk spatial spillover network,and play the role of marginal actor in a marginal and disadvantaged position.
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(1)因数据可获得性，本研究样本不含西藏和港澳台地区。
(1)因篇幅所限，省际间粮食市场风险溢出表以附表1展示，见《统计研究》网站所列附件。
(1)因篇幅所限，网络密度矩阵和像矩阵在此不显示。
基本信息:
DOI：10.19343/j.cnki.11-1302/c.2023.01.008
中图分类号:F326.11
引用信息:
[1]丁存振,徐宣国.基于社会网络视角的我国粮食市场风险空间溢出研究——基于玉米市场的风险测度与实证分析[J].统计研究,2023,40(01):106-120.DOI:10.19343/j.cnki.11-1302/c.2023.01.008.
基金信息:
全国统计科学研究重点项目“国际粮食供应链安全风险测度与防范研究”（2022LZ02）; 国家自然科学基金项目“共享经济视角下农业科技园区多主体价值共创机制研究”（72073084）
2022-11-27
2022-11-27
2022-11-27