中国大豆产业链价格传导机制研究

发布时间：2018-01-05 00:23

本文关键词：中国大豆产业链价格传导机制研究　出处：《北京林业大学》2016年硕士论文　论文类型：学位论文

【摘要】：农业是社会生产和自然经济的基础。农业生产周期长,生产与销售存在时间和空间分割的特性,所以农产品的价格对其生产调节存在滞后性,从而导致农业生产有波动性特征。农产品生产的波动性特征会带来价格上的波动,农产品价格大幅下降会影响到农民的收入以及种植的积极性,进而会改变其生产决策并影响到粮食安全；而农产品价格大幅上涨,又会严重影响人民生活水平,影响到社会经济的稳定发展。大豆在我国粮食领域中有着独特的地位,自2006年以来国产大豆数量一直不断波动,并呈现下降趋势,并且进口大豆数量从2006年不到3000万吨直升至2014年将近7000万吨。与此同时,大豆的价格也呈现出大幅度的波动状况。该文在研究中具体区分了国产与进口两个方面,综合验证了学术界的进口大豆低价冲击和竞争作物比价影响的两种观点。该文基于农业部的价格监测数据,对大豆产业链进行详细的分析。主要内容包括：(1)采用季节调整及H-P滤波法对我国大豆产业链上价格波动状况进行描述性分析,分解价格变动的趋势；(2)采用格兰杰因果检验分析各趋势中大豆产业中价格主导的关键地区,并分析区域间的重要性变化；(3)基于趋势及主导地区的结论,建立VAR模型,采用脉冲响应分析及方差分解方法分析大豆产业链上的价格传导机制；(4)基于最新趋势下国产大豆的价格状况,详细分析国产大豆纵向产业链的价格波动机制,找出转变的原因。得出主要结论：(1)大豆支持政策有效减小国产大豆价格波动；(2)国产大豆压榨产业主导地区由黑龙江转向辽宁,进口大豆压榨产业主导地区由江苏转向山东。黑龙江是国产大豆定价的主导地区；(3)进口大豆豆油主导豆油产业价格,根据近期趋势时段的需求变化,大豆压榨产业链的价格引导产品由豆粕转变为豆油,并且国产大豆脱离了大豆压榨产业的定价关系；(4)国产大豆的食用需求远大于压榨需求,食用市场价格传导为成本推动型,呈现明显的非对称性传导。据此提出以下建议：(1)加强农产品价格监测,及时引导生产预期；(2)及时组织有针对性的市场干预手段；(3)提高种植业规模化程度,提升议价能力；(4)有效区分不同市场,有针对性解决不同市场的需求问题。
[Abstract]:Agriculture is the foundation of social production and natural economy. Agricultural production has a long period of time and space division between production and sales, so the price of agricultural products has a lag to its production regulation. As a result, agricultural production has the characteristics of volatility. The volatility of agricultural production will bring fluctuations in prices, agricultural product prices will significantly reduce the income of farmers and the enthusiasm of planting. In turn, it will change its production decisions and affect food security; However, the price of agricultural products will greatly increase, which will seriously affect the standard of living of the people and the stable development of social economy. Soybean has a unique position in the field of grain in our country. Since 2006, the number of domestic soybean has been fluctuating and showing a downward trend. And imports of soybeans rose from less than 30 million tons in 2006 to nearly 70 million tons in 2014. The price of soybean also showed a large fluctuation. In this study, the two aspects of domestic and import were specifically distinguished. Based on the price monitoring data of the Ministry of Agriculture, two viewpoints on the impact of the low price impact of imported soybean and the competitive crop price are verified in this paper. The main contents of this paper are as follows: (1) using seasonal adjustment and H-P filtering method to analyze the price fluctuation in soybean industry chain in China, and to decompose the trend of price change. (2) Granger causality test was used to analyze the key regions of soybean industry price leading in each trend, and to analyze the change of regional importance; (3) based on the conclusion of trend and dominant region, the VAR model was established, and the price conduction mechanism in soybean industry chain was analyzed by impulse response analysis and variance decomposition method. (4) based on the latest trend of domestic soybean price situation, the price fluctuation mechanism of domestic soybean vertical industrial chain is analyzed in detail. The main conclusion is: 1) Soybean support policy can effectively reduce the fluctuation of domestic soybean price; (2) the leading area of domestic soybean press industry changed from Heilongjiang to Liaoning, and the leading area of import soybean press industry changed from Jiangsu to Shandong. Heilongjiang is the leading region of domestic soybean pricing; Import soybean oil dominates the price of soybean oil industry. According to the change of demand in the recent trend period, the price of soybean squeezing industry chain changes from soybean meal to soybean oil. And domestic soybean is divorced from the pricing relationship of soybean crushing industry; 4) the edible demand of domestic soybean is much larger than the demand of squeezing, and the price conduction of food market is cost driven, showing obvious asymmetric conduction. Accordingly, the following suggestions are put forward: 1) strengthening the price monitoring of agricultural products. Timely guide production expectations; 2) timely organization of targeted means of market intervention; (3) to improve the scale and bargaining power of planting industry; 4) effectively distinguish different markets and solve the demand problems in different markets.
【学位授予单位】：北京林业大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F323.7

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