本文關(guān)鍵詞：國際糧食市場(chǎng)波動(dòng)及利用研究　出處：《中國農(nóng)業(yè)大學(xué)》2017年博士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 糧食安全 市場(chǎng)波動(dòng) 可供性 大國效應(yīng) 市場(chǎng)勢(shì)力

【摘要】：目前我國處于工業(yè)化和城鎮(zhèn)化的快速推進(jìn)階段,糧食安全面臨新的形勢(shì)和挑戰(zhàn),糧食需求呈剛性增加,生產(chǎn)也面臨較強(qiáng)的約束性和不確定性,資源和供需矛盾決定了我國必須充分利用國內(nèi)國際兩個(gè)市場(chǎng)兩種資源來保障糧食安全。近年來國際糧食市場(chǎng)波動(dòng)頻繁,我國利用國際糧食市場(chǎng)是否安全成為政府和各界關(guān)注的重要內(nèi)容。因此,研究國際糧食市場(chǎng)的波動(dòng)情況,并在此基礎(chǔ)上研究我國利用國際市場(chǎng)是否具有可行性,具有重要的現(xiàn)實(shí)意義。本文首先對(duì)國際糧食市場(chǎng)的生產(chǎn)、需求和貿(mào)易現(xiàn)狀及波動(dòng)情況進(jìn)行了分析,進(jìn)一步研究了國際糧食市場(chǎng)的產(chǎn)需平衡情況及庫存和貿(mào)易對(duì)產(chǎn)需平衡的調(diào)節(jié)作用;其次,對(duì)國際糧食價(jià)格波動(dòng)的成因進(jìn)行研究,并以2005年美國出臺(tái)《國家能源政策法案》為分界點(diǎn)實(shí)證分析了不同影響因素的變化情況;第三,對(duì)國際糧價(jià)波動(dòng)的傳導(dǎo)進(jìn)行研究,首先運(yùn)用VAR-GARCH(1,1)-BEKK模型對(duì)不同品種間國際價(jià)格波動(dòng)的溢出效應(yīng)進(jìn)行分析,然后運(yùn)用協(xié)整檢驗(yàn)和向量誤差修正(VEC)模型對(duì)國際糧價(jià)對(duì)我國糧價(jià)的影響進(jìn)行分析;第四,對(duì)世界糧食市場(chǎng)的可供性進(jìn)行研究,包括世界糧源的時(shí)點(diǎn)可供性、總量可供性以及貿(mào)易角度的可供性;第五,通過構(gòu)建VEC模型對(duì)進(jìn)口量與國際價(jià)格進(jìn)行脈沖響應(yīng)函數(shù)及方差分解分析,對(duì)我國糧食進(jìn)口貿(mào)易的"大國效應(yīng)"進(jìn)行驗(yàn)證,從我國糧食進(jìn)口量與國際糧食價(jià)格的相互影響來分析我國利用國際市場(chǎng)是否安全;第六,分別運(yùn)用依市定價(jià)(PTM)模型和剩余需求彈性(RDE)模型對(duì)我國糧食進(jìn)口貿(mào)易中的進(jìn)出口市場(chǎng)勢(shì)力進(jìn)行研究,從我國在進(jìn)口貿(mào)易上是否具有定價(jià)權(quán)的角度分析我國利用國際糧食市場(chǎng)的可行性。主要研究結(jié)論如下:第一,世界糧食產(chǎn)量、需求量及貿(mào)易量均呈增長趨勢(shì),生產(chǎn)波動(dòng)大于需求波動(dòng),貿(mào)易波動(dòng)變小;整體來看處于產(chǎn)需平衡狀態(tài),庫存和貿(mào)易對(duì)產(chǎn)需平衡起到了調(diào)節(jié)作用。第二,國際糧食價(jià)格波動(dòng)呈現(xiàn)周期性特點(diǎn),且近年來波動(dòng)加劇;國際糧價(jià)波動(dòng)除了受傳統(tǒng)因素的影響外,還受國際石油價(jià)格、生物質(zhì)能源發(fā)展和投機(jī)等新型因素的影響,生物質(zhì)能源的發(fā)展使國際石油價(jià)格對(duì)國際糧價(jià)的影響加劇;分段回歸結(jié)果顯示傳統(tǒng)因素和新型因素對(duì)國際糧價(jià)波動(dòng)的影響均加劇。第三,不同品種間的國際價(jià)格波動(dòng)存在溢出效應(yīng),價(jià)格間的交叉?zhèn)鲗?dǎo)會(huì)加劇國際價(jià)格對(duì)國內(nèi)價(jià)格的影響。第四,國際價(jià)格與國內(nèi)價(jià)格存在長期穩(wěn)定的均衡關(guān)系,國際價(jià)格的短期波動(dòng)會(huì)影響國內(nèi)價(jià)格;盡管我國糧食市場(chǎng)開放程度不斷加深,但是由于國內(nèi)出臺(tái)一系列穩(wěn)定糧價(jià)的價(jià)格支持政策和補(bǔ)貼政策,使得我國糧食市場(chǎng)與國際糧食市場(chǎng)的整合程度在下降。第五,從世界糧食市場(chǎng)的可供性角度來看,我國利用世界玉米和大豆市場(chǎng)更為安全,利用世界大米市場(chǎng)存在風(fēng)險(xiǎn)。第六,我國大米和小麥在進(jìn)口上不存在"大國效應(yīng)",玉米和大豆進(jìn)口存在"大國效應(yīng)",其中大米、小麥和玉米的國際價(jià)格上漲會(huì)對(duì)進(jìn)口起到抑制作用,可以適度利用國際市場(chǎng)。第七,我國在大豆貿(mào)易上不具有進(jìn)口市場(chǎng)勢(shì)力,但是進(jìn)口來源國也不具有出口市場(chǎng)勢(shì)力,進(jìn)一步擴(kuò)張進(jìn)口市場(chǎng)才有利于我國大豆進(jìn)口。第八,目前我國玉米進(jìn)口還沒有形成相對(duì)穩(wěn)定的市場(chǎng)結(jié)構(gòu),但是隨著玉米供需矛盾加劇以及國內(nèi)政策調(diào)整,我國玉米進(jìn)口將成為常態(tài),從大豆進(jìn)口的市場(chǎng)勢(shì)力分析可知,未來玉米進(jìn)口應(yīng)推進(jìn)市場(chǎng)多元化,分散進(jìn)口風(fēng)險(xiǎn)。
[Abstract]:At present our country is in the rapid development stage of industrialization and urbanization, food security is facing new situation and challenge, food demand is rigid increase production is also facing strong constraints and uncertainties, the contradiction between resources and the supply and demand determines that China must make full use of the two domestic and international markets two resources to ensure food security in recent years. To the international grain market fluctuates frequently, China's use of the international grain market safety has become an important part of the attention of government and people from all walks of life. Therefore, the fluctuation of international grain market, the international market with the feasibility study in China, and on this basis, has important practical significance. Firstly, the production of the international grain market. Demand and trade situation and the fluctuation is analyzed, further study of the international grain market supply and demand balance of production and inventory and trade balance Regulation; secondly, to study the causes of international grain price fluctuation, and in 2005 the United States issued "National Energy Policy Act" and analyzes the different influence factors as the cut-off point of third, empirical; volatility of international food prices conduction is studied, using VAR-GARCH (1,1) analysis of -BEKK spillover effects on different model among the varieties of international price fluctuations, and then use the cointegration test and vector error correction (VEC) model to analyze the impact of international prices of China's grain prices; fourth, the world food market into the research, including the world culture time availability, total availability and trade angle can be supply; fifth, the impulse response function and variance decomposition analysis on import quantity and international price VEC model of China's food import trade "big effect" for verification, from China's grain Interaction of import quantity and international food prices to analyze China's use of the international market is secure; sixth, using pricing to market (PTM) model and the elasticity of residual demand (RDE) of China's food import trade in the import and export market forces model, from the analysis of whether China has pricing power in the import trade on the feasibility of the international grain market in China. The main conclusions are as follows: first, the world food production, demand and trade volume increased and the production is more volatile than the demand fluctuation, trade fluctuations become smaller; the whole body in the supply and demand balance, inventory and trade regulation of supply and demand balance plays. Second, the international grain price fluctuation cyclical characteristics, and the recent volatility; volatility of international food prices in addition to the traditional factors, but also by the international oil price, biomass energy development and Impact of speculation and other new factors, the development of biomass energy to exacerbate the impact on global prices of international oil prices; piecewise regression results show that the influence of traditional factors and new factors on the volatility of international food prices are increasing. In third, the international price fluctuations between different varieties have spillover effects, cross conduction between prices will exacerbate the impact of international prices the domestic price. Fourth, there is a long-term stable equilibrium relationship of international prices and domestic prices, short-term fluctuations in international prices will affect domestic prices; although the degree of opening of grain market in China continues to deepen, but because of the introduction of a series of stable grain price support policy and subsidy policy, the degree of integration of China's grain market and international the grain market in the fall. Fifth, from the world grain market supply perspective, China's use of world corn and soybean market more. The whole world, using rice market risk. Sixth, China's rice and wheat, there is no "big effect" on imports, corn and soybean imports are "big effect", which increases the international price of rice, wheat and corn will restrain effect on imports, can appropriate use of the international market. Seventh, China do not have market power in imported soybean trade, but also do not have the source of imports of the export market forces, further expansion of the import market is conducive to China's soybean imports. In eighth, China's corn imports have not formed a relatively stable market structure, but with the corn supply and demand increase and the adjustment of national policy, China's imports of corn will become the norm, from the analysis of soybean import market power, future corn imports should promote the market diversification, diversification of import risk.

【學(xué)位授予單位】：中國農(nóng)業(yè)大學(xué)
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2017
【分類號(hào)】：F313.7

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