發(fā)布時(shí)間：2018-11-18 12:35

【摘要】：為了探究國(guó)際甘蔗燃料乙醇與食糖市場(chǎng)間價(jià)格聯(lián)系的內(nèi)在規(guī)律,本文運(yùn)用閾值向量誤差修正模型對(duì)兩者價(jià)格間的動(dòng)態(tài)傳導(dǎo)效應(yīng)進(jìn)行了研究。研究證實(shí):在長(zhǎng)期內(nèi),甘蔗燃料乙醇價(jià)格與食糖價(jià)格之間存在非線性的閾值均衡關(guān)系,且相互之間產(chǎn)生雙向格蘭杰因果影響。在短期內(nèi),價(jià)格對(duì)偏離長(zhǎng)期均衡的短期調(diào)整則呈現(xiàn)出非對(duì)稱性,其調(diào)整方向與速度在不同的價(jià)格水平上存在著明顯的差異。當(dāng)價(jià)格系統(tǒng)偏離均衡且乙醇價(jià)格較低時(shí),乙醇價(jià)格會(huì)向上微調(diào),而食糖價(jià)格則快速下調(diào);此時(shí),食糖價(jià)格受到乙醇價(jià)格的顯著格蘭杰影響,較低的乙醇價(jià)格有力地遏制了食糖價(jià)格的上漲。當(dāng)乙醇與食糖的價(jià)差拉大且乙醇價(jià)格較高時(shí),乙醇價(jià)格和食糖價(jià)格都向上調(diào)整,但乙醇價(jià)格調(diào)整速度明顯更快;此時(shí),價(jià)格之間存在雙向格蘭杰因果關(guān)系,不斷攀升的乙醇價(jià)格帶動(dòng)食糖價(jià)格持續(xù)上揚(yáng),同時(shí),不斷上漲的食糖價(jià)格又反過來正向推動(dòng)乙醇價(jià)格上升。隨著近年來甘蔗能源屬性的不斷強(qiáng)化,甘蔗乙醇價(jià)格對(duì)食糖價(jià)格的影響正在不斷加強(qiáng)。最后,本文針對(duì)性地提出了維護(hù)甘蔗乙醇和食糖價(jià)格穩(wěn)定的相關(guān)政策建議。
[Abstract]:In order to explore the intrinsic law of the price relationship between the international sugarcane fuel ethanol and sugar market, the dynamic conduction effect between the two prices was studied by using the threshold vector error correction model. It is proved that there is a nonlinear threshold equilibrium relationship between sugarcane fuel ethanol price and sugar price in the long run, and there is a bidirectional Granger causality effect between each other. In the short term, the price is asymmetric to the short-term adjustment which deviates from the long term equilibrium, and there are obvious differences in the direction and speed of the adjustment at different price levels. When the price system deviates from equilibrium and the price of ethanol is low, the price of ethanol will adjust up and fine, while the price of sugar will decrease rapidly. At this point, sugar prices are significantly affected by the Granger price of ethanol, lower ethanol prices have been able to contain the rise in sugar prices. When the price difference between ethanol and sugar was larger and the price of ethanol was higher, the price of ethanol and sugar increased, but the price of ethanol adjusted more quickly. At this point, there is a two-way Granger causality between the prices, rising ethanol prices drive sugar prices continue to rise, while rising sugar prices in turn are driving up the price of ethanol. In recent years, the effect of sugarcane ethanol price on sugar price is increasing with the increasing energy properties of sugarcane. Finally, the paper puts forward relevant policy suggestions to maintain the price stability of sugarcane ethanol and sugar.
【作者單位】： 中國(guó)農(nóng)業(yè)大學(xué);
【基金】：中央高�；究蒲袠I(yè)務(wù)費(fèi)專項(xiàng)資金項(xiàng)目(編號(hào):2013YJ011,項(xiàng)目主持人:黃春全) 國(guó)家自然科學(xué)基金項(xiàng)目(編號(hào):71303236,項(xiàng)目主持人:司偉) 全國(guó)百篇優(yōu)秀博士學(xué)位論文基金項(xiàng)目(編號(hào):200983,項(xiàng)目主持人:司偉)的資助
【分類號(hào)】：F416.72;F416.82

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10 蘇h椒，

本文編號(hào)：2340052