国际能源价格变动对我国粮食价格的影响分析

发布时间：2019-03-12 08:55

【摘要】：随着农业现代化的发展,化肥、农药、机械设备等在农业生产中的使用规模不断扩大,多数农产品在生产过程中也具有了能源密集性的特点。众所周知,自二战以来,石油已然超越煤炭成为全球第一大能源。而我国在缓增长、调结构的经济背景下,石油供给缺口不断增大,能源对外依存度持续高于50%的警戒线,且呈现逐年增加的态势。因此,国际能源价格与我国粮食价格的联系日益紧密。国际能源价格的剧烈波动引发了我国对粮食安全问题的担忧以及粮食安全应对策略的讨论。本文分别对石油价格的变动状况、粮食价格的变动状况、不同大宗农产品价格的变动状况进行了现状分析;对国际能源价格对我国粮食价格的影响机理,从成本驱动效应和供求驱动效应两方面进行了理论分析。继而通过实证分析确认国际能源价格和我国粮食价格的内在关联性,并将国际能源价格变动对我国粮食价格的影响进行量化。首先,利用DCC-MGARCH模型,从整体上对国际能源价格和我国粮食价格的关联性进行实证分析,实证结果支持两者之间总体相关性十分显著的结论。具体到各个粮食,除籼稻、粳稻外,大豆、小麦、玉米等主要粮食作物都与国际石油价格都存在显著的正向相关性。其次,利用VECM模型分别从长期影响和短期影响两方面对国际能源价格对我国粮食价格的影响进行了分析。从长期影响上来说,国际能源价格变动与我国粮食价格存在长期均衡关系,具有显著的正向相关性;从短期影响上来说,误差修正项对于偏离长期均衡的短期波动价格能够起到调整作用。综上所述,国际能源价格变动对我国粮食价格的影响显著。根据对石油价格变动的趋势分析,预测粮食价格的未来走势,从而提前采取相应措施应对能源价格波动可能对我国粮食价格所产生的影响,这对于保障我国中长期粮食安全问题具有重要的现实意义。
[Abstract]:With the development of agricultural modernization, the scale of use of chemical fertilizers, pesticides, machinery and equipment in agricultural production has been continuously expanded, and most agricultural products also have the characteristics of energy intensity in the process of production. It is well known that since World War II, oil has surpassed coal as the world's largest energy source. However, under the economic background of slow growth and adjustment of structure, the gap of oil supply is increasing constantly, and the dependence of energy on the outside world is higher than 50%, and the situation is increasing year by year. Therefore, international energy prices and China's grain prices are increasingly closely linked. The sharp fluctuation of the international energy price has caused our country to worry about the food security problem and the discussion of the food security countermeasures. This paper analyzes the current situation of oil price, grain price and the price of different major agricultural products respectively, and analyzes the current situation of the change of oil price, grain price and the price of different agricultural products. The influence mechanism of international energy price on China's grain price is analyzed theoretically from two aspects: cost-driven effect and supply-demand-driven effect. Then through the empirical analysis to confirm the international energy price and our country grain price inherent correlation, and carries on the quantification to the international energy price change to our country grain price influence. Firstly, the DCC-MGARCH model is used to analyze the relationship between the international energy price and the grain price in China. The empirical results support the conclusion that the correlation between the two is very significant. Specific to each grain, except indica rice, japonica rice, soybean, wheat, corn and other major food crops have a significant positive correlation with the international oil price. Secondly, VECM model is used to analyze the influence of international energy price on China's grain price from two aspects: long-term impact and short-term impact. As far as the long-term impact is concerned, there is a long-term equilibrium relationship between the change of international energy price and China's grain price, which has a significant positive correlation. In terms of short-term effect, the error correction term can adjust the short-term fluctuation price which deviates from the long-term equilibrium. To sum up, the change of international energy prices has a significant impact on China's grain prices. According to the trend analysis of oil price movement, forecast the future trend of grain price, so as to take corresponding measures in advance to deal with the possible impact of energy price fluctuation on China's grain price, This is of great practical significance to the protection of medium-and long-term food security in our country.
【学位授予单位】：山东理工大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F326.11;F206

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