發(fā)布時間：2018-01-07 09:11

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

  更多相關(guān)文章： 糧食安全 市場波動 可供性 大國效應 市場勢力

【摘要】：目前我國處于工業(yè)化和城鎮(zhèn)化的快速推進階段,糧食安全面臨新的形勢和挑戰(zhàn),糧食需求呈剛性增加,生產(chǎn)也面臨較強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)國際兩個市場兩種資源來保障糧食安全。近年來國際糧食市場波動頻繁,我國利用國際糧食市場是否安全成為政府和各界關(guān)注的重要內(nèi)容。因此,研究國際糧食市場的波動情況,并在此基礎(chǔ)上研究我國利用國際市場是否具有可行性,具有重要的現(xiàn)實意義。本文首先對國際糧食市場的生產(chǎn)、需求和貿(mào)易現(xiàn)狀及波動情況進行了分析,進一步研究了國際糧食市場的產(chǎn)需平衡情況及庫存和貿(mào)易對產(chǎn)需平衡的調(diào)節(jié)作用;其次,對國際糧食價格波動的成因進行研究,并以2005年美國出臺《國家能源政策法案》為分界點實證分析了不同影響因素的變化情況;第三,對國際糧價波動的傳導進行研究,首先運用VAR-GARCH(1,1)-BEKK模型對不同品種間國際價格波動的溢出效應進行分析,然后運用協(xié)整檢驗和向量誤差修正(VEC)模型對國際糧價對我國糧價的影響進行分析;第四,對世界糧食市場的可供性進行研究,包括世界糧源的時點可供性、總量可供性以及貿(mào)易角度的可供性;第五,通過構(gòu)建VEC模型對進口量與國際價格進行脈沖響應函數(shù)及方差分解分析,對我國糧食進口貿(mào)易的"大國效應"進行驗證,從我國糧食進口量與國際糧食價格的相互影響來分析我國利用國際市場是否安全;第六,分別運用依市定價(PTM)模型和剩余需求彈性(RDE)模型對我國糧食進口貿(mào)易中的進出口市場勢力進行研究,從我國在進口貿(mào)易上是否具有定價權(quán)的角度分析我國利用國際糧食市場的可行性。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,生產(chǎn)波動大于需求波動,貿(mào)易波動變小;整體來看處于產(chǎn)需平衡狀態(tài),庫存和貿(mào)易對產(chǎn)需平衡起到了調(diào)節(jié)作用。第二,國際糧食價格波動呈現(xiàn)周期性特點,且近年來波動加劇;國際糧價波動除了受傳統(tǒng)因素的影響外,還受國際石油價格、生物質(zhì)能源發(fā)展和投機等新型因素的影響,生物質(zhì)能源的發(fā)展使國際石油價格對國際糧價的影響加劇;分段回歸結(jié)果顯示傳統(tǒng)因素和新型因素對國際糧價波動的影響均加劇。第三,不同品種間的國際價格波動存在溢出效應,價格間的交叉?zhèn)鲗觿H價格對國內(nèi)價格的影響。第四,國際價格與國內(nèi)價格存在長期穩(wěn)定的均衡關(guān)系,國際價格的短期波動會影響國內(nèi)價格;盡管我國糧食市場開放程度不斷加深,但是由于國內(nèi)出臺一系列穩(wěn)定糧價的價格支持政策和補貼政策,使得我國糧食市場與國際糧食市場的整合程度在下降。第五,從世界糧食市場的可供性角度來看,我國利用世界玉米和大豆市場更為安全,利用世界大米市場存在風險。第六,我國大米和小麥在進口上不存在"大國效應",玉米和大豆進口存在"大國效應",其中大米、小麥和玉米的國際價格上漲會對進口起到抑制作用,可以適度利用國際市場。第七,我國在大豆貿(mào)易上不具有進口市場勢力,但是進口來源國也不具有出口市場勢力,進一步擴張進口市場才有利于我國大豆進口。第八,目前我國玉米進口還沒有形成相對穩(wěn)定的市場結(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,我國玉米進口將成為常態(tài),從大豆進口的市場勢力分析可知,未來玉米進口應推進市場多元化,分散進口風險。
[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.

【學位授予單位】：中國農(nóng)業(yè)大學
【學位級別】：博士
【學位授予年份】：2017
【分類號】：F313.7

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