| Abstract: The market risk of six kinds of edible fungi, which included pleurotus ostreatus, shiitakemushroom, winter mushroom, pleurotus eryngii, button mushroom and coprinus comatus, with 86 monthsdata in Hebei province, was studied by Value at Risk (VaR) and the market price risk likelihood anddegree of the six kinds of edible fungi were predicted. The results showed that the market risk of ediblefungi was higher, and the risk had higher impact on the price. The optimal distribution function of ediblefungus market risk was not normal distribution. The distribution function of shiitake mushroom and wintermushroom, pleurotus eryngi and coprinus comatus were individually same, but their change trends weredifferent. The downside price risk was higher than its upside risk for six kinds of edible fungus and thesorting from high to low was pleurotus ostreatus﹥button mushroom﹥winter mushroom﹥coprinus comatus﹥pleurotus eryngii﹥shiitake mushroom, which was based on the frequency and impact of market risk,especially upside and downside prices risk range of the pleurotus ostreatus were about 30%, which was thehighest, and the shiitake mushroom was below 20%, which was relatively smaller. So we should pay moreattention to the price risk of the pleurotus ostreatus and button mushroom. |