山东省大蒜价格波动特征及影响因素分析
发布时间：2019-07-01 16:23
【摘要】：山东省是我国大蒜生产、加工和出口大省,产量及出口都居于全国榜首,其所产的大蒜一直占据着国内70%以上的市场份额,大蒜是山东重要的农业经济作物。但近年来,大蒜价格的频繁剧烈波动,使山东大蒜生产、销售等环节面临着各种机遇、风险,也对各利益相关者、经济及人们的日常生活消费产生影响,因此研究其价格波动极具有现实意义。将风靡一时的大蒜作为研究对象,主要目的是探讨大蒜价格波动的特征,以及分析大蒜价格在近年来波动的原因,为以后政府对于大蒜的价格调控能从问题的根源着手,进行有效的调控;也为大蒜种植者、投资者等提供一定的借鉴。通过采用GARCH-M、EGARCH模型对山东省2006年1月份至2016年5月份大蒜批发价格波动特征进行实证分析,得出:大蒜价格波动具有明显的“尖峰肥尾、非正态”的特征且波动持久性较强;具有显著集聚性和非对称性,价格下跌信息带来的冲击比价格上涨信息的冲击大得多;大蒜市场具有高风险高回报的特征。通过对山东省大蒜价格波动的影响因素的理论分析,以及采用主成分回归法,对2003-2015年的山东省大蒜价格波动供求因素、成本因素、宏观因素等年度数据进行实证分析。得出:在2003-2015年大蒜价格波动中,F1起基础性作用,F2起重要作用;种植面积、库存量和汇率与大蒜价格成负相关,受灾面积、生产成本、流通成本、出口额、货币供给量、GDP、CPI与价格成正相关;2003-2015年山东省大蒜价格波动的主要影响因素是供求因素和成本因素,其中影响最大的是种植面积和出口额。针对以上结论提出以下建议:第一,预测大蒜价格走势并着重关注价格下降信息,合理引导市场主体理性投资;第二,推动蒜农生产规模化;优化种质,提高大蒜产量;对全省大蒜产地市场和冷库数量作出规划,以合理安排大蒜储量,从而保障有效供给。第三,大蒜出口企业应加入出口企业协会,积极做好反倾销应对,保障出口稳定性。第四,加快机械化生产,减少人工成本;减少流通环节,降低物流成本。第五,政府制定相关规定,严惩游资炒作;监测重点行业,加强监测信息服务,及时发布信息,增加市场透明度等。
[Abstract]:Shandong Province is a major province of garlic production, processing and export in China, with the highest output and export in the country. Garlic has always occupied more than 70% of the domestic market share. Garlic is an important agricultural cash crop in Shandong Province. However, in recent years, with the frequent and violent fluctuation of garlic price, Shandong garlic production, sales and other links are facing a variety of opportunities and risks, but also have an impact on stakeholders, economy and people's daily life consumption, so it is of great practical significance to study its price fluctuation. The main purpose of taking garlic, which is popular for a while, is to explore the characteristics of garlic price fluctuation and to analyze the causes of garlic price fluctuation in recent years, so that the government can effectively regulate and control garlic price from the root of the problem in the future, and also provide some reference for garlic growers and investors. Through the empirical analysis of garlic wholesale price fluctuation characteristics from January 2006 to May 2016 in Shandong Province by using GARCH-M,EGARCH model, it is concluded that garlic price fluctuation has obvious "peak fat tail, non-normal" characteristics and strong volatility persistence, and the impact of price decline information is much greater than that of price rise information, and the impact of price decline information is much greater than that of price rise information. Garlic market has the characteristics of high risk and high return. Based on the theoretical analysis of the influencing factors of garlic price fluctuation in Shandong Province and the principal component regression method, this paper makes an empirical analysis on the annual data such as supply and demand factors, cost factors and macro factors of garlic price fluctuation in Shandong Province from 2003 to 2015. It is concluded that F1 plays a fundamental role and F2 plays an important role in garlic price fluctuation from 2003 to 2015, while planting area, stock and exchange rate are negatively correlated with garlic price, affected area, production cost, circulation cost, export volume, money supply and GDP,CPI are positively correlated with price. The main influencing factors of garlic price fluctuation in Shandong Province from 2003 to 2015 are supply and demand factors and cost factors, among which planting area and export volume are the most important factors. In view of the above conclusions, the following suggestions are put forward: first, to predict the price trend of garlic and pay attention to the price decline information, and to reasonably guide the rational investment of the main body of the market; second, to promote the production scale of garlic farmers; to optimize the collection and increase the yield of garlic; to plan the quantity of garlic producing area and cold storage in the whole province in order to reasonably arrange the garlic reserves so as to ensure the effective supply. Third, garlic export enterprises should join the export enterprise association, actively do a good job of anti-dumping response, to ensure export stability. Fourth, speed up mechanized production, reduce labor costs, reduce circulation links, reduce logistics costs. Fifth, the government formulates relevant regulations, severely punishes hot money speculation, monitors key industries, strengthens monitoring information services, publishes information in a timely manner, and increases market transparency.
【学位授予单位】：吉林农业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F323.7
本文编号：2508632
[Abstract]:Shandong Province is a major province of garlic production, processing and export in China, with the highest output and export in the country. Garlic has always occupied more than 70% of the domestic market share. Garlic is an important agricultural cash crop in Shandong Province. However, in recent years, with the frequent and violent fluctuation of garlic price, Shandong garlic production, sales and other links are facing a variety of opportunities and risks, but also have an impact on stakeholders, economy and people's daily life consumption, so it is of great practical significance to study its price fluctuation. The main purpose of taking garlic, which is popular for a while, is to explore the characteristics of garlic price fluctuation and to analyze the causes of garlic price fluctuation in recent years, so that the government can effectively regulate and control garlic price from the root of the problem in the future, and also provide some reference for garlic growers and investors. Through the empirical analysis of garlic wholesale price fluctuation characteristics from January 2006 to May 2016 in Shandong Province by using GARCH-M,EGARCH model, it is concluded that garlic price fluctuation has obvious "peak fat tail, non-normal" characteristics and strong volatility persistence, and the impact of price decline information is much greater than that of price rise information, and the impact of price decline information is much greater than that of price rise information. Garlic market has the characteristics of high risk and high return. Based on the theoretical analysis of the influencing factors of garlic price fluctuation in Shandong Province and the principal component regression method, this paper makes an empirical analysis on the annual data such as supply and demand factors, cost factors and macro factors of garlic price fluctuation in Shandong Province from 2003 to 2015. It is concluded that F1 plays a fundamental role and F2 plays an important role in garlic price fluctuation from 2003 to 2015, while planting area, stock and exchange rate are negatively correlated with garlic price, affected area, production cost, circulation cost, export volume, money supply and GDP,CPI are positively correlated with price. The main influencing factors of garlic price fluctuation in Shandong Province from 2003 to 2015 are supply and demand factors and cost factors, among which planting area and export volume are the most important factors. In view of the above conclusions, the following suggestions are put forward: first, to predict the price trend of garlic and pay attention to the price decline information, and to reasonably guide the rational investment of the main body of the market; second, to promote the production scale of garlic farmers; to optimize the collection and increase the yield of garlic; to plan the quantity of garlic producing area and cold storage in the whole province in order to reasonably arrange the garlic reserves so as to ensure the effective supply. Third, garlic export enterprises should join the export enterprise association, actively do a good job of anti-dumping response, to ensure export stability. Fourth, speed up mechanized production, reduce labor costs, reduce circulation links, reduce logistics costs. Fifth, the government formulates relevant regulations, severely punishes hot money speculation, monitors key industries, strengthens monitoring information services, publishes information in a timely manner, and increases market transparency.
【学位授予单位】：吉林农业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F323.7
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