Abstract: 【Objective】This paper studied the asymmetric transmission relationship of edible vegetable oil prices at home and abroad, and provided reference suggestions for reasonably strategy coping with the risk of edible vegetable oil price fluctuations and ensuring the safety of edible vegetable oil in China.【Method】Based on the monthly price data of edible vegetable oil from 2007 to 2020, a threshold autoregressive model was used to investigate the asymmetric conduction relationship of edible vegetable oil prices at home and abroad.【Result】The domestic and international prices of peanut oil, rapeseed oil, and soybean oil had an asymmetric co-integration relationship. In the long run, 9.7% of the international peanut oil price changes and 33.0% of the soybean oil price changes would be transmitted to the domestic market. In the short term, rapeseed oil and soybean oil of the international price would be quickly transmitted to the domestic market. When the international prices of peanut oil and rapeseed oil fell, the domestic prices of peanut oil and rapeseed oil corrected the deviation of 17.8% and 22.4% every month. When the prices of rapeseed oil and soybean oil increased, the domestic prices of rapeseed oil and soybean oil corrected the deviation of 12.0% and 10.6% respectively every month. The price of edible vegetable oil was transmitted asymmetrily. When the price on the international market dropped or rose, the time of adjustment deviation of different domestic edible vegetable oil prices varied greatly.【Suggestion】In order to deal with the risk of edible vegetable oil price fluctuations, the government should reduce the concentration of edible vegetable oil imports, appropriately diversify and expand import sources, establish a sound monitoring and early warning mechanism for edible vegetable oil prices, cultivate edible vegetable oil futures markets to avoid market risks.