【摘要】：隨著我國經(jīng)濟的快速發(fā)展,資源的日益稀缺與經(jīng)濟的穩(wěn)定發(fā)展之間的矛盾越來越突出。木材作為一種重要的生產(chǎn)資料,在我國國民經(jīng)濟發(fā)展中占有重要地位和作用。正確認識木材市場價格波動規(guī)律,能使我們更加了解我國木材市場狀況,有利于國民經(jīng)濟建設(shè)健康發(fā)展。 本文數(shù)據(jù)來源于《中國林業(yè)年鑒》、《中國林業(yè)統(tǒng)計年鑒》和《中國林業(yè)發(fā)展報告》等。首先介紹我國木材市場現(xiàn)狀,包括木材供給、木材消耗以及木材價格三個方面。其次對國內(nèi)木材價格和進口木材價格建立經(jīng)驗?zāi)B(tài)分解模型,并對分解結(jié)果進行相關(guān)統(tǒng)計量分析。然后將分解結(jié)果與木材價格影響因素之間建立相關(guān)和回歸分析模型,探究木材價格各分量波動蘊含的規(guī)律。 研究結(jié)論主要有： (1)通過建立經(jīng)驗?zāi)B(tài)分解模型,國內(nèi)木材價格和進口木材價格均分解為兩個本征模函數(shù)和一個剩余趨勢分量。國內(nèi)木材價格兩個本征模函數(shù)平均周期分別為3年和6年,進口木材價格兩個本征模函數(shù)平均周期分別為2年和4年。 (2)通過分析各分量平均周期、最大振幅、相關(guān)系數(shù)以及方差貢獻率等統(tǒng)計量,可以看出國內(nèi)木材價格波動比較穩(wěn)定,波動幅度較小,而進口木材價格波動頻繁,波動幅度較大。 (3)通過建立相關(guān)和回歸模型,得到木材價格分解后各分量的波動影響因素：國內(nèi)木材價格小尺度波動影響因素為進口原木數(shù)量、進口原木價格以及上一期國內(nèi)木材價格,大尺度波動影響因素為木材產(chǎn)量、林業(yè)投資完成額、對外依存度以及林業(yè)政策,長期趨勢項影響因素為國內(nèi)生產(chǎn)總值增長率、建筑業(yè)總產(chǎn)值、活立木蓄積量和匯率；進口木材價格小尺度波動影響因素為國內(nèi)木材價格,大尺度波動影響因素為進口原木數(shù)量、木材產(chǎn)量、上一期進口木材價格、出口原木價格和林業(yè)投資完成額,長期趨勢項影響因素為匯率、國內(nèi)生產(chǎn)總值增長率、居民消費價格指數(shù)和活立木蓄積量。
[Abstract]:With the rapid development of China's economy, the contradiction between the increasing scarcity of resources and the stable development of economy is becoming more and more prominent. Wood, as an important means of production, plays an important role in the development of our national economy. The correct understanding of the law of price fluctuation in wood market can make us know more about the situation of wood market in our country, which is beneficial to the healthy development of national economic construction. The data in this paper are from China Forestry Yearbook, China Forestry Statistics Yearbook and China Forestry Development report. This paper first introduces the current situation of China's wood market, including wood supply, wood consumption and wood price. Secondly, empirical mode decomposition model is established for domestic and imported wood prices, and statistical analysis of the decomposition results is carried out. Then the correlation and regression analysis model between the decomposition results and the influencing factors of wood price is established to explore the law of the fluctuation of wood price components. The main conclusions are as follows: (1) through the establishment of empirical mode decomposition model, both domestic and imported wood prices are decomposed into two intrinsic mode functions and a residual trend component. The average period of two intrinsic model functions of domestic wood price is 3 years and 6 years respectively, and that of import wood price is 2 years and 4 years, respectively. (2) through the analysis of statistics such as average period, maximum amplitude, correlation coefficient and variance contribution rate of each component, we can see that domestic wood price fluctuation is relatively stable, fluctuation amplitude is small, but import wood price fluctuation is frequent. The range of fluctuations is large. (3) through the establishment of correlation and regression models, the influence factors of various components of wood price decomposition are obtained: the small scale fluctuation factors of domestic wood price are the quantity of imported log, the import log price and the domestic wood price of the previous period. The influence factors of large-scale fluctuation are timber production, forestry investment completion, external dependence and forestry policy. The long-term trend factors are GDP growth rate, gross output value of construction industry, active stand stock and exchange rate. Small-scale fluctuations in import wood prices are affected by domestic wood prices, while large-scale fluctuations affect the number of imported logs, wood production, import wood prices in the previous period, export log prices and the completion of forestry investment. Long-term trends are influenced by exchange rates, GDP growth rates, consumer price indices and stock.
【學(xué)位授予單位】：北京林業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F426.88

【參考文獻】

相關(guān)期刊論文 前10條

1 王立群;木材總供給總需求平衡分析的基本理論和方法[J];北京林業(yè)大學(xué)學(xué)報;1990年02期

2 吳燕,張彩虹,聶耿青;山東省木材供需系統(tǒng)計量經(jīng)濟模型的建立[J];北京林業(yè)大學(xué)學(xué)報;1992年04期

3 楊云飛;鮑玉昆;胡忠義;張瑞;;基于EMD和SVMs的原油價格預(yù)測方法[J];管理學(xué)報;2010年12期

4 劉祖軍;;杉木小徑材木材價格趨勢分析預(yù)測[J];林業(yè)調(diào)查規(guī)劃;2007年06期

5 金普春;;木材價格形成機制和木材市場發(fā)展結(jié)構(gòu)(下)[J];林業(yè)經(jīng)濟;1990年02期

6 包曉斌;操建華;;中國木材市場分析及政策評述[J];林業(yè)經(jīng)濟;2008年02期

7 張發(fā)河;當(dāng)前木材價格管理問題及改革方向初探[J];林業(yè)經(jīng)濟問題;1991年02期

8 彭勝志;田國雙;寧哲;;林產(chǎn)品價格的時間序列分析——以福州貯木場松杉原木價格為例[J];林業(yè)經(jīng)濟問題;2010年02期

9 許伍權(quán);陳達平;;木材價格理論及其計算模型的探討[J];林業(yè)科學(xué);1982年01期

10 劉琳琳;程寶棟;宋維明;;北京市木材市場需求趨勢分析[J];木材工業(yè);2006年03期

相關(guān)博士學(xué)位論文 前1條

1 譚秀鳳;中國木材供需預(yù)測模型及發(fā)展趨勢研究[D];中國林業(yè)科學(xué)研究院;2011年

，

本文編號：2467504