本文關(guān)鍵詞： 馬鈴薯 價(jià)格波動(dòng) 金融化 TVP-SV-VAR模型　出處：《華中農(nóng)業(yè)大學(xué)學(xué)報(bào)(社會(huì)科學(xué)版)》2017年04期 　論文類型：期刊論文

【摘要】：選取2004年1月至2016年12月間馬鈴薯價(jià)格數(shù)據(jù)為研究對(duì)象,通過(guò)構(gòu)建TVP-SV-VAR模型來(lái)研究貨幣流動(dòng)性、農(nóng)產(chǎn)品期貨交易額、國(guó)際能源價(jià)格、匯率變動(dòng)和國(guó)際熱錢規(guī)模對(duì)馬鈴薯價(jià)格的影響,研究發(fā)現(xiàn),五種金融化因素都對(duì)馬鈴薯價(jià)格造成了不同程度的影響,馬鈴薯金融化現(xiàn)象逐漸顯現(xiàn);短期內(nèi)貨幣流動(dòng)性和國(guó)際熱錢規(guī)模沖擊對(duì)馬鈴薯價(jià)格形成較大的正影響,而農(nóng)產(chǎn)品期貨交易額、國(guó)際能源價(jià)格變動(dòng)對(duì)馬鈴薯價(jià)格產(chǎn)生較大負(fù)影響,匯率變動(dòng)對(duì)馬鈴薯價(jià)格產(chǎn)生較小負(fù)影響,中期、長(zhǎng)期里國(guó)際熱錢規(guī)模和匯率變動(dòng)的影響存在結(jié)構(gòu)性突變;在馬鈴薯價(jià)格波動(dòng)的三個(gè)周期里,貨幣流動(dòng)性、匯率變動(dòng)和國(guó)際熱錢規(guī)模對(duì)馬鈴薯價(jià)格的影響較穩(wěn)定,而農(nóng)產(chǎn)品期貨交易額和國(guó)際能源價(jià)格對(duì)馬鈴薯價(jià)格的影響表現(xiàn)出逐漸加強(qiáng)的趨勢(shì)。
[Abstract]:Taking potato price data from January 2004 to December 2016 as the research object, the paper constructs TVP-SV-VAR model to study currency liquidity, agricultural product futures turnover and international energy price. The change of exchange rate and the influence of international hot money scale on potato price. The study found that the five financial factors had different effects on potato price, and the phenomenon of potato financialization appeared gradually. In the short term, monetary liquidity and the impact of the scale of international hot money have a greater positive impact on potato prices, while futures trading volume of agricultural products and changes in international energy prices have a greater negative impact on potato prices. Exchange rate changes have a small negative impact on potato prices. In the medium and long term, there are structural changes in the impact of international hot money scale and exchange rate changes. The effect of exchange rate change and international hot money scale on potato price is more stable, while the influence of agricultural product futures and international energy price on potato price is gradually strengthened.
【作者單位】： 中國(guó)農(nóng)業(yè)科學(xué)院農(nóng)業(yè)經(jīng)濟(jì)與發(fā)展研究所;山東農(nóng)業(yè)大學(xué)經(jīng)濟(jì)管理學(xué)院;
【基金】：國(guó)家自然科學(xué)基金項(xiàng)目“供求緊平衡背景下我國(guó)主糧價(jià)格的形成及系統(tǒng)仿真”(71473253) 國(guó)家自然科學(xué)青年科學(xué)基金項(xiàng)目“勞動(dòng)力老齡化背景下外源性糧食生產(chǎn)技術(shù)的內(nèi)生化機(jī)理研究”(71303141) 中國(guó)農(nóng)業(yè)科學(xué)院科技創(chuàng)新工程項(xiàng)目(ASTIP-IAED-2016-06) 山東省現(xiàn)代農(nóng)業(yè)產(chǎn)業(yè)技術(shù)體系薯類產(chǎn)業(yè)創(chuàng)新團(tuán)隊(duì)項(xiàng)目(SDAIT-10-021-12)
【分類號(hào)】：F323.7;F724.5

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