我国大宗农产品价格波动及稳定研究
发布时间：2018-10-29 10:44
【摘要】：本文主要是基于金融视角研究我国大宗农产品价格波动影响因素及稳定策略。大宗农产品价格的波动直接关系到人民的切身利益及国家的稳定发展，而近年来我国大宗农产品频繁波动不再是由供求不均导致，更多的是受金融等因素影响，因此非常值得关注。本文首先综合现有关于农产品价格的理论，，如蛛网理论、期货理论及农业保护理论等，在总结及借鉴前人研究成果的基础上，分析大宗农产品价格的形成机制，为下文奠定理论基础。其次，结合目前中国大宗农产品价格的现状及特点，运用历年相关数据分析影响我国大宗农产品价格波动的主要金融因素，同时，根据SVAR模型定量测算出这些金融因素对我国大宗农产品价格的影响程度。最后，根据实证检验结果有针对性的提出一些可解决大宗农产品价格异常波动的稳定策略及方法。 本文主要的研究结论是： 1、农产品价格形成机制已经从传统的供需平衡机制转变为在供求基本均衡前提下以农产品期货市场主导的价格形成机制，所以影响大宗农产品价格波动的因素除基本的供求因素外，更多的是受非传统因素如金融（资本）因素的影响。 2、影响我国大宗农产品价格波动的金融因素主要有汇率、国内流动性水平（货币供应量、通货膨胀率）、国际石油及农产品价格、全球流动性水平等。不同的因素对大宗农产品价格的影响程度不同。 3、国际因素对大宗农产品价格的影响日益增强，而我国在国际市场上对农产品价格缺乏主导权，因此形成以完善的农产品期货市场为主，其他新型农产品金融组织形式为辅的强大金融体系是与国际市场进行抗衡的有力武器。
[Abstract]:This paper is mainly based on the financial perspective to study the impact factors and stabilization strategies on the price volatility of bulk agricultural products in China. The fluctuation of the price of bulk agricultural products is directly related to the vital interests of the people and the stable development of the country. In recent years, the frequent fluctuations of large agricultural products in China are no longer caused by uneven supply and demand, but are more affected by factors such as finance. So it's worth paying attention to. This paper first synthesizes the existing theories about agricultural product price, such as cobweb theory, futures theory and agricultural protection theory, and analyzes the formation mechanism of bulk agricultural product price on the basis of summarizing and drawing lessons from previous research results. Lay a theoretical foundation for the following. Secondly, according to the current situation and characteristics of China's bulk agricultural products prices, using relevant data over the years to analyze the main financial factors that affect the price fluctuations of China's bulk agricultural products, at the same time, According to the SVAR model, the influence of these financial factors on the prices of agricultural commodities in China is calculated quantitatively. Finally, according to the results of empirical test, the paper puts forward some stable strategies and methods to solve the abnormal volatility of agricultural product prices. The main conclusions of this paper are as follows: 1. The price formation mechanism of agricultural products has changed from the traditional supply-demand balance mechanism to the price formation mechanism dominated by the agricultural product futures market under the premise of the basic equilibrium of supply and demand. Therefore, the factors that affect the price fluctuation of bulk agricultural products are not only the basic supply and demand factors, but also the non-traditional factors, such as financial (capital) factors. 2. The main financial factors influencing the price fluctuation of agricultural products in China are exchange rate, domestic liquidity level (money supply, inflation rate), international oil and agricultural products price, global liquidity level and so on. The influence of different factors on the prices of agricultural commodities is different. 3. The influence of international factors on the prices of bulk agricultural products is increasing day by day. However, our country lacks the leading power over the prices of agricultural products in the international market, so it forms a perfect futures market for agricultural products. Other new forms of agricultural financial organization supplemented by a strong financial system is to compete with the international market a powerful weapon.
【学位授予单位】：宁波大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F323.7;F832
本文编号：2297468
[Abstract]:This paper is mainly based on the financial perspective to study the impact factors and stabilization strategies on the price volatility of bulk agricultural products in China. The fluctuation of the price of bulk agricultural products is directly related to the vital interests of the people and the stable development of the country. In recent years, the frequent fluctuations of large agricultural products in China are no longer caused by uneven supply and demand, but are more affected by factors such as finance. So it's worth paying attention to. This paper first synthesizes the existing theories about agricultural product price, such as cobweb theory, futures theory and agricultural protection theory, and analyzes the formation mechanism of bulk agricultural product price on the basis of summarizing and drawing lessons from previous research results. Lay a theoretical foundation for the following. Secondly, according to the current situation and characteristics of China's bulk agricultural products prices, using relevant data over the years to analyze the main financial factors that affect the price fluctuations of China's bulk agricultural products, at the same time, According to the SVAR model, the influence of these financial factors on the prices of agricultural commodities in China is calculated quantitatively. Finally, according to the results of empirical test, the paper puts forward some stable strategies and methods to solve the abnormal volatility of agricultural product prices. The main conclusions of this paper are as follows: 1. The price formation mechanism of agricultural products has changed from the traditional supply-demand balance mechanism to the price formation mechanism dominated by the agricultural product futures market under the premise of the basic equilibrium of supply and demand. Therefore, the factors that affect the price fluctuation of bulk agricultural products are not only the basic supply and demand factors, but also the non-traditional factors, such as financial (capital) factors. 2. The main financial factors influencing the price fluctuation of agricultural products in China are exchange rate, domestic liquidity level (money supply, inflation rate), international oil and agricultural products price, global liquidity level and so on. The influence of different factors on the prices of agricultural commodities is different. 3. The influence of international factors on the prices of bulk agricultural products is increasing day by day. However, our country lacks the leading power over the prices of agricultural products in the international market, so it forms a perfect futures market for agricultural products. Other new forms of agricultural financial organization supplemented by a strong financial system is to compete with the international market a powerful weapon.
【学位授予单位】：宁波大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F323.7;F832
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本文编号：2297468
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