国际粮价波动特征及其随机冲击效应研究——以大米价格为例

发布时间：2018-08-22 15:30

【摘要】：近年来,国际主要粮食价格波动剧烈,这对中国粮食安全保障提出了重要挑战。本文以大米为例,基于2009年至2016年泰国100%B级整精米和泰国全碎米价格月度数据,利用B-N分解法考察了国际市场粮食价格波动特征,并使用方差比统计量测定了随机冲击效应。研究结果表明:总体上,外部冲击对泰国100%B级整精米和泰国全碎米均存在正面效应,而且在此期间,泰国100%B级整精米和泰国全碎米价格波动分别经历了10个和8个完整周期;基于方差比度量的结论为:短期内,随机冲击对两种大米价格波动的影响高达1.6倍和3倍;长期来看,随机冲击对国际市场中两种大米价格长期波动所起的作用分别为6%和2%。因此,应根据当前随机冲击影响和周期波动走势,采取措施稳定粮食市场,保障国家粮食安全。
[Abstract]:In recent years, major international grain prices fluctuate sharply, which poses an important challenge to China's food security. Taking rice as an example, based on the monthly price data of Thai 100 B whole milled rice and Thai whole broken rice from 2009 to 2016, the fluctuation characteristics of grain price in international market were investigated by B-N decomposition method, and the random impact effect was measured by variance ratio statistics. The results show that: overall, external shocks have positive effects on Thai 100 B whole milled rice and Thai whole crushed rice, and during this period, Thailand 100B whole head rice and Thai whole broken rice price fluctuation experienced 10 and 8 complete cycles, respectively; The results based on variance ratio measure are as follows: in the short term, the impact of random shock on the price fluctuation of two rice is 1.6 times and 3 times, and in the long run, the effect of random shock on the long-term fluctuation of two kinds of rice price in the international market is 6% and 2% respectively. Therefore, measures should be taken to stabilize the grain market and ensure national food security according to the current random impact and periodic fluctuation trend.
【作者单位】：浙江大学中国农村发展研究院;
【基金】：国家水稻产业技术体系专项经费资助(CARS-01-10B)~~
【分类号】：F313.7

【参考文献】