农业现代化研究2017，Vol.38Issue(4)：589-596,8.DOI:10.13872/j.1000-0275.2017.0059
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
International grain price volatility and its stochastic impacts: A case study of rice prices
摘要
Abstract
Recent years, sharply fluctuation of international major grain prices has brought significant challenges to China's grain security. Based on the data of monthly prices of Thai 100% B second grade white rice and white broken rice during 2009-2016 and applying the Beveridge-Nelson decomposition method, this paper investigated the features of international grain price volatility and examined the influences of stochastic impacts using variance ratio. Results indicate that: 1) in general, the stochastic shocks have significant positive influences on the prices of both Thai 100% B second grade white rice and white broken rice; 2) during the study period, Thai 100% B second grade white rice prices experienced ten complete cycles, while white broken rice prices experienced eight; and 3) the impacts of stochastic shocks on two rice prices in the international market are 1.6 times and 3 times in the short run, and 6% and 2% in the long run, respectively. Therefore, the government should take measures to stabilize grain market and guarantee grain security according to the current impacts of stochastic shocks and cyclical trends of rice prices.关键词
国际大米价格/B-N分解/趋势周期/随机冲击/粮食安全Key words
international rice prices/Beveridge-Nelson decomposition/trend cycle/stochastic shocks/grain security分类
管理科学引用本文复制引用
杨万江,刘琦..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[J].农业现代化研究,2017,38(4):589-596,8.基金项目
国家水稻产业技术体系专项经费资助(CARS-01-10B). China Agriculture Research System (CARS-01-10B). （CARS-01-10B）
