本文選題：棉花　切入點(diǎn)：供求　出處：《青島大學(xué)》2017年碩士論文　論文類(lèi)型：學(xué)位論文

【摘要】：作為僅次于糧食的第二大農(nóng)作物,棉花是我國(guó)重要的戰(zhàn)略性物資,在中國(guó)的農(nóng)業(yè)、紡織業(yè)和整個(gè)國(guó)民經(jīng)濟(jì)中都占據(jù)著重要的地位。當(dāng)前,中國(guó)棉花價(jià)格極不穩(wěn)定,國(guó)內(nèi)外棉花價(jià)格差異懸殊,其不穩(wěn)定性和不可預(yù)測(cè)性嚴(yán)重影響了棉農(nóng)、流通及生產(chǎn)企業(yè)的利益,同時(shí)對(duì)我國(guó)棉花產(chǎn)業(yè)發(fā)展提出了新的挑戰(zhàn)。因此,本文關(guān)于中國(guó)供給和需求因素對(duì)棉花價(jià)格的影響研究具有十分重要的意義。本文首先從中國(guó)棉花價(jià)格的波動(dòng)及影響因素進(jìn)行探討,通過(guò)對(duì)棉花行業(yè)現(xiàn)狀的分析,得出中國(guó)棉花價(jià)格受供求因素及國(guó)際和政策等宏觀因素的影響。然后分析了影響棉花價(jià)格的諸多因素。在實(shí)證部分,根據(jù)中國(guó)棉花價(jià)格、證監(jiān)會(huì)行業(yè)分類(lèi)中的紡織業(yè)每股收益、國(guó)信證券行業(yè)分類(lèi)中的棉紡的每股收益、中信證券行業(yè)分類(lèi)中的棉紡制品每股收益、棉花消耗量、棉布產(chǎn)量、棉紗產(chǎn)量等需求因素建立VAR模型,根據(jù)中國(guó)棉花價(jià)格、中國(guó)棉花年產(chǎn)量、中國(guó)棉花進(jìn)口量、中國(guó)棉花期初庫(kù)存、中國(guó)棉花期末庫(kù)存等供給因素建立VAR模型,分別運(yùn)用數(shù)據(jù)平穩(wěn)性檢驗(yàn)、Johansen協(xié)整檢驗(yàn)、格蘭杰因果檢驗(yàn)、脈沖響應(yīng)和方差分解等方法進(jìn)行了研究,以此來(lái)探討中國(guó)棉花價(jià)格受中國(guó)方面供給和需求因素的影響,在此基礎(chǔ)上,提出了應(yīng)對(duì)中國(guó)棉花價(jià)格變化的措施和政策建議。本文的研究結(jié)論:作為棉花生產(chǎn)和消費(fèi)的大國(guó),發(fā)展棉花產(chǎn)業(yè)具有戰(zhàn)略性意義。但是中國(guó)棉花價(jià)格波動(dòng)劇烈,棉花價(jià)格受中國(guó)單方面的供給和需求因素的影響并不十分顯著,期貨市場(chǎng)的建立使棉花更具有金融產(chǎn)品的屬性,中國(guó)棉花期貨價(jià)格具有價(jià)格發(fā)現(xiàn)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(xué)位授予單位】：青島大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類(lèi)號(hào)】：F323.7

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