山東省棉花價(jià)格波動特征及影響因素——基于ARCH類模型分析
發(fā)布時(shí)間:2018-10-18 19:13
【摘要】:山東省作為全國第二,僅次于新疆的棉花生產(chǎn)加工大省,其棉花價(jià)格的波動對全國棉花價(jià)格有重要影響,但是近年來山東省棉花價(jià)格變動較大,棉農(nóng)收益受損,棉農(nóng)的種棉積極性受挫,棉花產(chǎn)量逐年降低。利用ARCH類模型對山東省棉花價(jià)格的波動及其特征和影響因素進(jìn)行分析,結(jié)果表明山東省棉花價(jià)格波動具有顯著的集簇性,山東棉花市場具有高風(fēng)險(xiǎn)高回報(bào)的特征,山東棉花價(jià)格波動具有非對稱性;影響山東棉花價(jià)格波動的主要因素是供需變動,此外國際市場價(jià)格對山東棉花價(jià)格具有傳導(dǎo)作用,糧食價(jià)格和化纖價(jià)格的波動也對山東棉花價(jià)格產(chǎn)生影響。在山東棉花市場調(diào)節(jié)中,要特別關(guān)注引起價(jià)格下跌的因素并適當(dāng)控制;不斷完善棉花市場,引導(dǎo)市場主體做出理性預(yù)期及決策;充分利用進(jìn)口和儲備棉來調(diào)劑市場上棉花的供給,建立對棉花的目標(biāo)價(jià)格補(bǔ)貼制度,刺激和鼓勵棉花生產(chǎn),穩(wěn)定棉花價(jià)格。
[Abstract]:Shandong Province is the second largest cotton production and processing province in China after Xinjiang. The fluctuation of cotton prices in Shandong Province has an important impact on cotton prices in the whole country. However, in recent years, cotton prices in Shandong Province have changed greatly and cotton farmers' income has been damaged. Cotton farmers' enthusiasm to plant cotton was frustrated, cotton production decreased year by year. The ARCH model is used to analyze the fluctuation of cotton price in Shandong Province and its characteristics and influencing factors. The results show that the fluctuation of cotton price in Shandong Province has obvious clustering, and the cotton market in Shandong Province has the characteristics of high risk and high return. The fluctuation of cotton price in Shandong is asymmetric, and the main factor influencing the fluctuation of cotton price in Shandong is the change of supply and demand. In addition, the international market price has a conductive effect on the cotton price in Shandong. The fluctuation of grain price and chemical fiber price also has an effect on Shandong cotton price. In the adjustment of cotton market in Shandong province, we should pay special attention to the factors that cause the price to fall and control it properly, constantly improve the cotton market, guide the market main body to make rational expectation and decision; We should make full use of imported and reserved cotton to adjust the supply of cotton in the market, set up the subsidy system of target price to cotton, stimulate and encourage cotton production, and stabilize cotton price.
【作者單位】: 山東農(nóng)業(yè)大學(xué)經(jīng)濟(jì)管理學(xué)院;
【基金】:山東省現(xiàn)代農(nóng)業(yè)產(chǎn)業(yè)技術(shù)體系棉花產(chǎn)業(yè)經(jīng)濟(jì)崗位專家項(xiàng)目資助(SDAIT-07-011-11) 山東省“三農(nóng)”問題軟科學(xué)研究基地資助(2007RKA003)
【分類號】:F323.7
本文編號:2280109
[Abstract]:Shandong Province is the second largest cotton production and processing province in China after Xinjiang. The fluctuation of cotton prices in Shandong Province has an important impact on cotton prices in the whole country. However, in recent years, cotton prices in Shandong Province have changed greatly and cotton farmers' income has been damaged. Cotton farmers' enthusiasm to plant cotton was frustrated, cotton production decreased year by year. The ARCH model is used to analyze the fluctuation of cotton price in Shandong Province and its characteristics and influencing factors. The results show that the fluctuation of cotton price in Shandong Province has obvious clustering, and the cotton market in Shandong Province has the characteristics of high risk and high return. The fluctuation of cotton price in Shandong is asymmetric, and the main factor influencing the fluctuation of cotton price in Shandong is the change of supply and demand. In addition, the international market price has a conductive effect on the cotton price in Shandong. The fluctuation of grain price and chemical fiber price also has an effect on Shandong cotton price. In the adjustment of cotton market in Shandong province, we should pay special attention to the factors that cause the price to fall and control it properly, constantly improve the cotton market, guide the market main body to make rational expectation and decision; We should make full use of imported and reserved cotton to adjust the supply of cotton in the market, set up the subsidy system of target price to cotton, stimulate and encourage cotton production, and stabilize cotton price.
【作者單位】: 山東農(nóng)業(yè)大學(xué)經(jīng)濟(jì)管理學(xué)院;
【基金】:山東省現(xiàn)代農(nóng)業(yè)產(chǎn)業(yè)技術(shù)體系棉花產(chǎn)業(yè)經(jīng)濟(jì)崗位專家項(xiàng)目資助(SDAIT-07-011-11) 山東省“三農(nóng)”問題軟科學(xué)研究基地資助(2007RKA003)
【分類號】:F323.7
【相似文獻(xiàn)】
相關(guān)期刊論文 前7條
1 黃文彪;徐學(xué)榮;鄭思寧;;基于ARCH類模型的中國農(nóng)資價(jià)格波動特征分析[J];中國農(nóng)學(xué)通報(bào);2012年20期
2 林光華;陳鐵;;國際大米價(jià)格波動的實(shí)證分析:基于ARCH類模型[J];中國農(nóng)村經(jīng)濟(jì);2011年02期
3 公茂剛;王學(xué)真;高峰;;基于ARCH類模型的國際糧價(jià)波動規(guī)律研究[J];山東大學(xué)學(xué)報(bào)(哲學(xué)社會科學(xué)版);2012年02期
4 吳海霞;楊建飛;;我國糧食市場價(jià)格波動特征——基于ARCH類模型的實(shí)證分析[J];技術(shù)經(jīng)濟(jì);2013年11期
5 李劍;宋長鳴;項(xiàng)朝陽;;中國糧食價(jià)格波動特征研究——基于X-12-ARIMA模型和ARCH類模型[J];統(tǒng)計(jì)與信息論壇;2013年06期
6 姚升;周應(yīng)恒;;我國大蒜價(jià)格波動特征分析——基于ARCH類模型的實(shí)證分析[J];價(jià)格理論與實(shí)踐;2012年10期
7 ;[J];;年期
,本文編號:2280109
本文鏈接:http://sikaile.net/weiguanjingjilunwen/2280109.html
最近更新
教材專著