山東省大蒜價(jià)格波動(dòng)特征及影響因素分析
發(fā)布時(shí)間：2019-07-01 16:23
【摘要】：山東省是我國(guó)大蒜生產(chǎn)、加工和出口大省,產(chǎn)量及出口都居于全國(guó)榜首,其所產(chǎn)的大蒜一直占據(jù)著國(guó)內(nèi)70%以上的市場(chǎng)份額,大蒜是山東重要的農(nóng)業(yè)經(jīng)濟(jì)作物。但近年來,大蒜價(jià)格的頻繁劇烈波動(dòng),使山東大蒜生產(chǎn)、銷售等環(huán)節(jié)面臨著各種機(jī)遇、風(fēng)險(xiǎn),也對(duì)各利益相關(guān)者、經(jīng)濟(jì)及人們的日常生活消費(fèi)產(chǎn)生影響,因此研究其價(jià)格波動(dòng)極具有現(xiàn)實(shí)意義。將風(fēng)靡一時(shí)的大蒜作為研究對(duì)象,主要目的是探討大蒜價(jià)格波動(dòng)的特征,以及分析大蒜價(jià)格在近年來波動(dòng)的原因,為以后政府對(duì)于大蒜的價(jià)格調(diào)控能從問題的根源著手,進(jìn)行有效的調(diào)控;也為大蒜種植者、投資者等提供一定的借鑒。通過采用GARCH-M、EGARCH模型對(duì)山東省2006年1月份至2016年5月份大蒜批發(fā)價(jià)格波動(dòng)特征進(jìn)行實(shí)證分析,得出:大蒜價(jià)格波動(dòng)具有明顯的“尖峰肥尾、非正態(tài)”的特征且波動(dòng)持久性較強(qiáng);具有顯著集聚性和非對(duì)稱性,價(jià)格下跌信息帶來的沖擊比價(jià)格上漲信息的沖擊大得多;大蒜市場(chǎng)具有高風(fēng)險(xiǎn)高回報(bào)的特征。通過對(duì)山東省大蒜價(jià)格波動(dòng)的影響因素的理論分析,以及采用主成分回歸法,對(duì)2003-2015年的山東省大蒜價(jià)格波動(dòng)供求因素、成本因素、宏觀因素等年度數(shù)據(jù)進(jìn)行實(shí)證分析。得出:在2003-2015年大蒜價(jià)格波動(dòng)中,F1起基礎(chǔ)性作用,F2起重要作用;種植面積、庫(kù)存量和匯率與大蒜價(jià)格成負(fù)相關(guān),受災(zāi)面積、生產(chǎn)成本、流通成本、出口額、貨幣供給量、GDP、CPI與價(jià)格成正相關(guān);2003-2015年山東省大蒜價(jià)格波動(dòng)的主要影響因素是供求因素和成本因素,其中影響最大的是種植面積和出口額。針對(duì)以上結(jié)論提出以下建議:第一,預(yù)測(cè)大蒜價(jià)格走勢(shì)并著重關(guān)注價(jià)格下降信息,合理引導(dǎo)市場(chǎng)主體理性投資;第二,推動(dòng)蒜農(nóng)生產(chǎn)規(guī)�；�;優(yōu)化種質(zhì),提高大蒜產(chǎn)量;對(duì)全省大蒜產(chǎn)地市場(chǎng)和冷庫(kù)數(shù)量作出規(guī)劃,以合理安排大蒜儲(chǔ)量,從而保障有效供給。第三,大蒜出口企業(yè)應(yīng)加入出口企業(yè)協(xié)會(huì),積極做好反傾銷應(yīng)對(duì),保障出口穩(wěn)定性。第四,加快機(jī)械化生產(chǎn),減少人工成本;減少流通環(huán)節(jié),降低物流成本。第五,政府制定相關(guān)規(guī)定,嚴(yán)懲游資炒作;監(jiān)測(cè)重點(diǎn)行業(yè),加強(qiáng)監(jiān)測(cè)信息服務(wù),及時(shí)發(fā)布信息,增加市場(chǎng)透明度等。
[Abstract]:Shandong Province is a major province of garlic production, processing and export in China, with the highest output and export in the country. Garlic has always occupied more than 70% of the domestic market share. Garlic is an important agricultural cash crop in Shandong Province. However, in recent years, with the frequent and violent fluctuation of garlic price, Shandong garlic production, sales and other links are facing a variety of opportunities and risks, but also have an impact on stakeholders, economy and people's daily life consumption, so it is of great practical significance to study its price fluctuation. The main purpose of taking garlic, which is popular for a while, is to explore the characteristics of garlic price fluctuation and to analyze the causes of garlic price fluctuation in recent years, so that the government can effectively regulate and control garlic price from the root of the problem in the future, and also provide some reference for garlic growers and investors. Through the empirical analysis of garlic wholesale price fluctuation characteristics from January 2006 to May 2016 in Shandong Province by using GARCH-M,EGARCH model, it is concluded that garlic price fluctuation has obvious "peak fat tail, non-normal" characteristics and strong volatility persistence, and the impact of price decline information is much greater than that of price rise information, and the impact of price decline information is much greater than that of price rise information. Garlic market has the characteristics of high risk and high return. Based on the theoretical analysis of the influencing factors of garlic price fluctuation in Shandong Province and the principal component regression method, this paper makes an empirical analysis on the annual data such as supply and demand factors, cost factors and macro factors of garlic price fluctuation in Shandong Province from 2003 to 2015. It is concluded that F1 plays a fundamental role and F2 plays an important role in garlic price fluctuation from 2003 to 2015, while planting area, stock and exchange rate are negatively correlated with garlic price, affected area, production cost, circulation cost, export volume, money supply and GDP,CPI are positively correlated with price. The main influencing factors of garlic price fluctuation in Shandong Province from 2003 to 2015 are supply and demand factors and cost factors, among which planting area and export volume are the most important factors. In view of the above conclusions, the following suggestions are put forward: first, to predict the price trend of garlic and pay attention to the price decline information, and to reasonably guide the rational investment of the main body of the market; second, to promote the production scale of garlic farmers; to optimize the collection and increase the yield of garlic; to plan the quantity of garlic producing area and cold storage in the whole province in order to reasonably arrange the garlic reserves so as to ensure the effective supply. Third, garlic export enterprises should join the export enterprise association, actively do a good job of anti-dumping response, to ensure export stability. Fourth, speed up mechanized production, reduce labor costs, reduce circulation links, reduce logistics costs. Fifth, the government formulates relevant regulations, severely punishes hot money speculation, monitors key industries, strengthens monitoring information services, publishes information in a timely manner, and increases market transparency.
【學(xué)位授予單位】：吉林農(nóng)業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F323.7
本文編號(hào)：2508632
[Abstract]:Shandong Province is a major province of garlic production, processing and export in China, with the highest output and export in the country. Garlic has always occupied more than 70% of the domestic market share. Garlic is an important agricultural cash crop in Shandong Province. However, in recent years, with the frequent and violent fluctuation of garlic price, Shandong garlic production, sales and other links are facing a variety of opportunities and risks, but also have an impact on stakeholders, economy and people's daily life consumption, so it is of great practical significance to study its price fluctuation. The main purpose of taking garlic, which is popular for a while, is to explore the characteristics of garlic price fluctuation and to analyze the causes of garlic price fluctuation in recent years, so that the government can effectively regulate and control garlic price from the root of the problem in the future, and also provide some reference for garlic growers and investors. Through the empirical analysis of garlic wholesale price fluctuation characteristics from January 2006 to May 2016 in Shandong Province by using GARCH-M,EGARCH model, it is concluded that garlic price fluctuation has obvious "peak fat tail, non-normal" characteristics and strong volatility persistence, and the impact of price decline information is much greater than that of price rise information, and the impact of price decline information is much greater than that of price rise information. Garlic market has the characteristics of high risk and high return. Based on the theoretical analysis of the influencing factors of garlic price fluctuation in Shandong Province and the principal component regression method, this paper makes an empirical analysis on the annual data such as supply and demand factors, cost factors and macro factors of garlic price fluctuation in Shandong Province from 2003 to 2015. It is concluded that F1 plays a fundamental role and F2 plays an important role in garlic price fluctuation from 2003 to 2015, while planting area, stock and exchange rate are negatively correlated with garlic price, affected area, production cost, circulation cost, export volume, money supply and GDP,CPI are positively correlated with price. The main influencing factors of garlic price fluctuation in Shandong Province from 2003 to 2015 are supply and demand factors and cost factors, among which planting area and export volume are the most important factors. In view of the above conclusions, the following suggestions are put forward: first, to predict the price trend of garlic and pay attention to the price decline information, and to reasonably guide the rational investment of the main body of the market; second, to promote the production scale of garlic farmers; to optimize the collection and increase the yield of garlic; to plan the quantity of garlic producing area and cold storage in the whole province in order to reasonably arrange the garlic reserves so as to ensure the effective supply. Third, garlic export enterprises should join the export enterprise association, actively do a good job of anti-dumping response, to ensure export stability. Fourth, speed up mechanized production, reduce labor costs, reduce circulation links, reduce logistics costs. Fifth, the government formulates relevant regulations, severely punishes hot money speculation, monitors key industries, strengthens monitoring information services, publishes information in a timely manner, and increases market transparency.
【學(xué)位授予單位】：吉林農(nóng)業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F323.7
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