山东省棉花价格波动特征及影响因素——基于ARCH类模型分析
发布时间：2018-10-18 19:13
【摘要】：山东省作为全国第二,仅次于新疆的棉花生产加工大省,其棉花价格的波动对全国棉花价格有重要影响,但是近年来山东省棉花价格变动较大,棉农收益受损,棉农的种棉积极性受挫,棉花产量逐年降低。利用ARCH类模型对山东省棉花价格的波动及其特征和影响因素进行分析,结果表明山东省棉花价格波动具有显著的集簇性,山东棉花市场具有高风险高回报的特征,山东棉花价格波动具有非对称性;影响山东棉花价格波动的主要因素是供需变动,此外国际市场价格对山东棉花价格具有传导作用,粮食价格和化纤价格的波动也对山东棉花价格产生影响。在山东棉花市场调节中,要特别关注引起价格下跌的因素并适当控制;不断完善棉花市场,引导市场主体做出理性预期及决策;充分利用进口和储备棉来调剂市场上棉花的供给,建立对棉花的目标价格补贴制度,刺激和鼓励棉花生产,稳定棉花价格。
[Abstract]:Shandong Province is the second largest cotton production and processing province in China after Xinjiang. The fluctuation of cotton prices in Shandong Province has an important impact on cotton prices in the whole country. However, in recent years, cotton prices in Shandong Province have changed greatly and cotton farmers' income has been damaged. Cotton farmers' enthusiasm to plant cotton was frustrated, cotton production decreased year by year. The ARCH model is used to analyze the fluctuation of cotton price in Shandong Province and its characteristics and influencing factors. The results show that the fluctuation of cotton price in Shandong Province has obvious clustering, and the cotton market in Shandong Province has the characteristics of high risk and high return. The fluctuation of cotton price in Shandong is asymmetric, and the main factor influencing the fluctuation of cotton price in Shandong is the change of supply and demand. In addition, the international market price has a conductive effect on the cotton price in Shandong. The fluctuation of grain price and chemical fiber price also has an effect on Shandong cotton price. In the adjustment of cotton market in Shandong province, we should pay special attention to the factors that cause the price to fall and control it properly, constantly improve the cotton market, guide the market main body to make rational expectation and decision; We should make full use of imported and reserved cotton to adjust the supply of cotton in the market, set up the subsidy system of target price to cotton, stimulate and encourage cotton production, and stabilize cotton price.
【作者单位】： 山东农业大学经济管理学院;
【基金】：山东省现代农业产业技术体系棉花产业经济岗位专家项目资助(SDAIT-07-011-11) 山东省“三农”问题软科学研究基地资助(2007RKA003)
【分类号】：F323.7
本文编号：2280109
[Abstract]:Shandong Province is the second largest cotton production and processing province in China after Xinjiang. The fluctuation of cotton prices in Shandong Province has an important impact on cotton prices in the whole country. However, in recent years, cotton prices in Shandong Province have changed greatly and cotton farmers' income has been damaged. Cotton farmers' enthusiasm to plant cotton was frustrated, cotton production decreased year by year. The ARCH model is used to analyze the fluctuation of cotton price in Shandong Province and its characteristics and influencing factors. The results show that the fluctuation of cotton price in Shandong Province has obvious clustering, and the cotton market in Shandong Province has the characteristics of high risk and high return. The fluctuation of cotton price in Shandong is asymmetric, and the main factor influencing the fluctuation of cotton price in Shandong is the change of supply and demand. In addition, the international market price has a conductive effect on the cotton price in Shandong. The fluctuation of grain price and chemical fiber price also has an effect on Shandong cotton price. In the adjustment of cotton market in Shandong province, we should pay special attention to the factors that cause the price to fall and control it properly, constantly improve the cotton market, guide the market main body to make rational expectation and decision; We should make full use of imported and reserved cotton to adjust the supply of cotton in the market, set up the subsidy system of target price to cotton, stimulate and encourage cotton production, and stabilize cotton price.
【作者单位】： 山东农业大学经济管理学院;
【基金】：山东省现代农业产业技术体系棉花产业经济岗位专家项目资助(SDAIT-07-011-11) 山东省“三农”问题软科学研究基地资助(2007RKA003)
【分类号】：F323.7
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