国际粮食市场波动及利用研究

发布时间：2018-01-07 09:11

本文关键词：国际粮食市场波动及利用研究　出处：《中国农业大学》2017年博士论文　论文类型：学位论文

【摘要】：目前我国处于工业化和城镇化的快速推进阶段,粮食安全面临新的形势和挑战,粮食需求呈刚性增加,生产也面临较强的约束性和不确定性,资源和供需矛盾决定了我国必须充分利用国内国际两个市场两种资源来保障粮食安全。近年来国际粮食市场波动频繁,我国利用国际粮食市场是否安全成为政府和各界关注的重要内容。因此,研究国际粮食市场的波动情况,并在此基础上研究我国利用国际市场是否具有可行性,具有重要的现实意义。本文首先对国际粮食市场的生产、需求和贸易现状及波动情况进行了分析,进一步研究了国际粮食市场的产需平衡情况及库存和贸易对产需平衡的调节作用;其次,对国际粮食价格波动的成因进行研究,并以2005年美国出台《国家能源政策法案》为分界点实证分析了不同影响因素的变化情况;第三,对国际粮价波动的传导进行研究,首先运用VAR-GARCH(1,1)-BEKK模型对不同品种间国际价格波动的溢出效应进行分析,然后运用协整检验和向量误差修正(VEC)模型对国际粮价对我国粮价的影响进行分析;第四,对世界粮食市场的可供性进行研究,包括世界粮源的时点可供性、总量可供性以及贸易角度的可供性;第五,通过构建VEC模型对进口量与国际价格进行脉冲响应函数及方差分解分析,对我国粮食进口贸易的"大国效应"进行验证,从我国粮食进口量与国际粮食价格的相互影响来分析我国利用国际市场是否安全;第六,分别运用依市定价(PTM)模型和剩余需求弹性(RDE)模型对我国粮食进口贸易中的进出口市场势力进行研究,从我国在进口贸易上是否具有定价权的角度分析我国利用国际粮食市场的可行性。主要研究结论如下:第一,世界粮食产量、需求量及贸易量均呈增长趋势,生产波动大于需求波动,贸易波动变小;整体来看处于产需平衡状态,库存和贸易对产需平衡起到了调节作用。第二,国际粮食价格波动呈现周期性特点,且近年来波动加剧;国际粮价波动除了受传统因素的影响外,还受国际石油价格、生物质能源发展和投机等新型因素的影响,生物质能源的发展使国际石油价格对国际粮价的影响加剧;分段回归结果显示传统因素和新型因素对国际粮价波动的影响均加剧。第三,不同品种间的国际价格波动存在溢出效应,价格间的交叉传导会加剧国际价格对国内价格的影响。第四,国际价格与国内价格存在长期稳定的均衡关系,国际价格的短期波动会影响国内价格;尽管我国粮食市场开放程度不断加深,但是由于国内出台一系列稳定粮价的价格支持政策和补贴政策,使得我国粮食市场与国际粮食市场的整合程度在下降。第五,从世界粮食市场的可供性角度来看,我国利用世界玉米和大豆市场更为安全,利用世界大米市场存在风险。第六,我国大米和小麦在进口上不存在"大国效应",玉米和大豆进口存在"大国效应",其中大米、小麦和玉米的国际价格上涨会对进口起到抑制作用,可以适度利用国际市场。第七,我国在大豆贸易上不具有进口市场势力,但是进口来源国也不具有出口市场势力,进一步扩张进口市场才有利于我国大豆进口。第八,目前我国玉米进口还没有形成相对稳定的市场结构,但是随着玉米供需矛盾加剧以及国内政策调整,我国玉米进口将成为常态,从大豆进口的市场势力分析可知,未来玉米进口应推进市场多元化,分散进口风险。
[Abstract]:At present our country is in the rapid development stage of industrialization and urbanization, food security is facing new situation and challenge, food demand is rigid increase production is also facing strong constraints and uncertainties, the contradiction between resources and the supply and demand determines that China must make full use of the two domestic and international markets two resources to ensure food security in recent years. To the international grain market fluctuates frequently, China's use of the international grain market safety has become an important part of the attention of government and people from all walks of life. Therefore, the fluctuation of international grain market, the international market with the feasibility study in China, and on this basis, has important practical significance. Firstly, the production of the international grain market. Demand and trade situation and the fluctuation is analyzed, further study of the international grain market supply and demand balance of production and inventory and trade balance Regulation; secondly, to study the causes of international grain price fluctuation, and in 2005 the United States issued "National Energy Policy Act" and analyzes the different influence factors as the cut-off point of third, empirical; volatility of international food prices conduction is studied, using VAR-GARCH (1,1) analysis of -BEKK spillover effects on different model among the varieties of international price fluctuations, and then use the cointegration test and vector error correction (VEC) model to analyze the impact of international prices of China's grain prices; fourth, the world food market into the research, including the world culture time availability, total availability and trade angle can be supply; fifth, the impulse response function and variance decomposition analysis on import quantity and international price VEC model of China's food import trade "big effect" for verification, from China's grain Interaction of import quantity and international food prices to analyze China's use of the international market is secure; sixth, using pricing to market (PTM) model and the elasticity of residual demand (RDE) of China's food import trade in the import and export market forces model, from the analysis of whether China has pricing power in the import trade on the feasibility of the international grain market in China. The main conclusions are as follows: first, the world food production, demand and trade volume increased and the production is more volatile than the demand fluctuation, trade fluctuations become smaller; the whole body in the supply and demand balance, inventory and trade regulation of supply and demand balance plays. Second, the international grain price fluctuation cyclical characteristics, and the recent volatility; volatility of international food prices in addition to the traditional factors, but also by the international oil price, biomass energy development and Impact of speculation and other new factors, the development of biomass energy to exacerbate the impact on global prices of international oil prices; piecewise regression results show that the influence of traditional factors and new factors on the volatility of international food prices are increasing. In third, the international price fluctuations between different varieties have spillover effects, cross conduction between prices will exacerbate the impact of international prices the domestic price. Fourth, there is a long-term stable equilibrium relationship of international prices and domestic prices, short-term fluctuations in international prices will affect domestic prices; although the degree of opening of grain market in China continues to deepen, but because of the introduction of a series of stable grain price support policy and subsidy policy, the degree of integration of China's grain market and international the grain market in the fall. Fifth, from the world grain market supply perspective, China's use of world corn and soybean market more. The whole world, using rice market risk. Sixth, China's rice and wheat, there is no "big effect" on imports, corn and soybean imports are "big effect", which increases the international price of rice, wheat and corn will restrain effect on imports, can appropriate use of the international market. Seventh, China do not have market power in imported soybean trade, but also do not have the source of imports of the export market forces, further expansion of the import market is conducive to China's soybean imports. In eighth, China's corn imports have not formed a relatively stable market structure, but with the corn supply and demand increase and the adjustment of national policy, China's imports of corn will become the norm, from the analysis of soybean import market power, future corn imports should promote the market diversification, diversification of import risk.

【学位授予单位】：中国农业大学
【学位级别】：博士
【学位授予年份】：2017
【分类号】：F313.7

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