本文選題：棉花　切入點：供求　出處：《青島大學》2017年碩士論文　論文類型：學位論文

【摘要】：作為僅次于糧食的第二大農作物,棉花是我國重要的戰(zhàn)略性物資,在中國的農業(yè)、紡織業(yè)和整個國民經濟中都占據著重要的地位。當前,中國棉花價格極不穩(wěn)定,國內外棉花價格差異懸殊,其不穩(wěn)定性和不可預測性嚴重影響了棉農、流通及生產企業(yè)的利益,同時對我國棉花產業(yè)發(fā)展提出了新的挑戰(zhàn)。因此,本文關于中國供給和需求因素對棉花價格的影響研究具有十分重要的意義。本文首先從中國棉花價格的波動及影響因素進行探討,通過對棉花行業(yè)現狀的分析,得出中國棉花價格受供求因素及國際和政策等宏觀因素的影響。然后分析了影響棉花價格的諸多因素。在實證部分,根據中國棉花價格、證監(jiān)會行業(yè)分類中的紡織業(yè)每股收益、國信證券行業(yè)分類中的棉紡的每股收益、中信證券行業(yè)分類中的棉紡制品每股收益、棉花消耗量、棉布產量、棉紗產量等需求因素建立VAR模型,根據中國棉花價格、中國棉花年產量、中國棉花進口量、中國棉花期初庫存、中國棉花期末庫存等供給因素建立VAR模型,分別運用數據平穩(wěn)性檢驗、Johansen協整檢驗、格蘭杰因果檢驗、脈沖響應和方差分解等方法進行了研究,以此來探討中國棉花價格受中國方面供給和需求因素的影響,在此基礎上,提出了應對中國棉花價格變化的措施和政策建議。本文的研究結論:作為棉花生產和消費的大國,發(fā)展棉花產業(yè)具有戰(zhàn)略性意義。但是中國棉花價格波動劇烈,棉花價格受中國單方面的供給和需求因素的影響并不十分顯著,期貨市場的建立使棉花更具有金融產品的屬性,中國棉花期貨價格具有價格發(fā)現功能。
[Abstract]:As the second largest crop after grain, cotton is an important strategic material in China, which occupies an important position in China's agriculture, textile industry and the whole national economy. At present, China's cotton prices are extremely unstable. The wide difference in cotton prices at home and abroad has seriously affected the interests of cotton farmers, circulation and production enterprises, and has posed new challenges to the development of cotton industry in China. It is of great significance to study the influence of supply and demand factors on cotton prices in China. Firstly, this paper discusses the fluctuation of cotton prices in China and the influencing factors, and analyzes the current situation of cotton industry. It is concluded that the cotton price in China is influenced by the supply and demand factors, the international and policy factors, and so on. Then, the paper analyzes many factors that affect the cotton price. In the empirical part, according to the cotton price of China, the earnings per share of the textile industry in the industry classification of the CSRC are analyzed. The VAR model is established according to the demand factors such as cotton spinning earnings per share in Guoxin securities industry classification, cotton textile products per share earnings per share, cotton consumption, cotton production, cotton yarn production and other demand factors in CITIC Securities Classification. The VAR model is established for the supply factors of China's annual cotton output, China's cotton import volume, China's cotton initial inventory, and China's cotton final inventory. The data smoothness test, Johansen cointegration test and Granger causality test are used, respectively. The impulse response and variance decomposition methods are used to study the influence of supply and demand factors on cotton prices in China. The research conclusions of this paper are as follows: as a large country of cotton production and consumption, it is of strategic significance to develop cotton industry. The price of cotton is not significantly affected by the unilateral supply and demand factors in China. The establishment of futures market makes cotton have the property of financial products, and the price of Chinese cotton futures has the function of price discovery.
【學位授予單位】：青島大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F323.7

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