奶业产业链纵向价格传导的时滞效应与政策启示

奶业产业链纵向价格传导受阻,导致奶牛养殖长期处于价值链的低增值环节,甚至出现"行业萎缩"现象。本文对上游奶牛养殖成本向下游乳品加工环节价格传导机制进行理论分析,并基于2008年1-12月份奶牛饲养成本和原料奶价格的月度数据,运用有限分布滞后模型测度价格传导的滞后效应。结果表明:饲养成本向下游传导存在显著的滞后性,饲养成本变化1%,滞后5和6期,分别引起原料奶价格变动0.086%、0.111%。奶业价值链体系自身难以实现价格的无阻滞传导以及形成合理的利益分配机制,政府和行业必须推动原料奶生产提高组织化程度,构建价格预警平台,完善产业链各方利益关系。     

家蚕茧分级和检验方法研究初报

为了适应仪器评茧和提高蚕茧质量,从技术层面研究了统一的家蚕茧分级标准,初步确定了蚕茧分级办法、质量标示、质量综合得分计算方法、检验方法及茧价计算方法等。依照统一的蚕茧分级标准及方法,可促进蚕茧收购与销售“按质评级、分等计价”,有利于“优茧优价”政策的全面实施。     

广西蚕茧价格变迁与蚕业生产发展的研究

调查了广西壮族自治区20多年来蚕茧收购价格管理机制的变迁,比较分析了广西与其它主产省区以及广西区内各主产市(县)的蚕茧价格,研究了蚕茧价格的波动趋势、与甘蔗的比价,以及鲜茧价格与干茧价格、生丝价格的相关性。研究结果表明,广西已建立了比较健全的蚕茧收购由市场形成价格的机制,有利于蚕业生产的健康发展。     

我国马铃薯价格波动规律研究--基于X-12和H-P滤波法的实证分析

马铃薯作为重要的农产品之一,其价格波动受多种因素影响。本文采用X-12模型和H-P滤波法,选取2005年1月至2015年12月全国农产品批发市场价格的月度数据,将其波动分解为季节性、周期性、趋势性和不规则性波动4种类型。结果显示,马铃薯生产的季节性是价格季节性波动的主要原因;成本上升及消费量增加推动价格趋势性上涨但总体趋于平缓;马铃薯价格呈明显的周期性波动,平均周期约为47个月;天气变化、市场突发事件等是价格不规则性波动的主要影响因素。对此,需扎实推进马铃薯生产稳定发展、健全全产业链信息分析预警机制、完善马铃薯价格保险制度,并推进马铃薯一二三产业融合发展,确保薯农收益稳定增长和市场供需基本平衡,促进市场平稳运行。     

Economic performance and comparative riskiness of different management practices for control of botrytis fruit rot in florida strawberry

Florida strawberry farmers usually rely on weekly calendar fungicide applications to prevent yield loss from Botrytis fruit rot (BFR). The Strawberry Advisory System (SAS), which helps optimize the timing of fungicide applications, is an additional tool in the farmers' arsenal of disease control options. This study uses data from two-year production trials in Florida combined with historical strawberry prices to measure the economic performance of the Calendar and SAS-based BFR management practices under output price risk and producers' risk preferences. We use Monte Carlo simulation to model the effect of the variability in weekly output prices on farm returns. Results reveal that the traditional calendar-based system is not the least risky BFR management option as growers expected to be. SAS-based options such as SAS-Switch and SAS-Luna would be preferred by both risk-neutral and risk-averse producers and are recommended under high disease pressure conditions.     

交易持续期、交易信息与投资者行为——基于PCD模型的研究

使用PCD模型，通过引入买卖价差、交易量、交易规模、委托指令流等交易信息变量探讨交易信息对投资者行为的影响。实证研究表明，买卖价差与期望交易持续期显著正相关，不支持Easley和O’Hara（1992）的观点。同时大规模的交易能够显著地延长交易持续期，而中等规模的交易能够减小交易持续期，证实了知情交易者的隐藏交易假说。指令流信息中的买卖申报数量也对交易持续期有显著的影响，上期买卖申报数量与本期交易持续期正相关。     

改进RBF神经网络在我国大豆价格预测中的应用研究

我国大豆价格受国内外多种因素共同影响,具有非线性、随机性和高噪音等特点,采用传统数学模型进行预测,不仅分析难度大,预测误差也很大。RBF神经网络以其优良的逼近性能而被广泛应用于非线性时间序列预测之中。本文提出一种基于遗传算法优化RBF神经网络的我国大豆价格预测模型,该模型为多维输入单维输出的多变量预测模型,模型的初始输入由大豆价格的历史数据和相关影响因素数据组成。采用遗传算法对RBF神经网络输入层节点数、基函数中心、扩展常数和输出层权值进行优化,模型可以从初始输入变量中自主选择最合适的输入变量组合作为模型的输入。采用2009-2014年的大豆价格数据进行预测研究,用2009-2013年的数据作为训练集,2014年的数据作为测试集,改进RBF神经网络通过自主识别和选取中国大豆进口量、中国消费者信心指数和进口大豆到港分销价格3个因素作为相关影响因素的输入。结果表明:模型预测精度较高、泛化能力较强,能够很好捕捉大豆价格变化规律,可为大豆市场价格的准确预报提供参考借鉴。     

北京市蔬菜价格变动的特征及影响因素

以北京市蔬菜价格的变动为研究对象,采用2007年6月～2011年1月北京市蔬菜总体或分品种的按月平均价格数据,分析了蔬菜价格变动的长期趋势、季节波动和超常波动等特征。在此基础上,运用多元回归模型对北京市蔬菜价格变动的影响因素进行了分析。结果表明,蔬菜上市量、农用生产资料价格、季节、自然灾害等因素均对北京市蔬菜价格有影响。     

Consumer willingness to pay price premiums for environmentally certified wood products in the U.S.

Since its inception nearly 15 years ago, environmental certification has become an important issue in the wood products industry. One research question that has been examined is the potential willingness for supply chain participants to pay a premium for certified products or raw materials to offset certification costs. This study examines stated willingness to pay for four wood products from the perspective of U.S. consumers. Data was collected in 1995 and 2005 from the population of U.S. residential consumers to detect changes in willingness to pay for certified wood products along time and increase the statistical strength of the model. Results of an ordered probit model suggest that higher probabilities of paying a premium are associated to consumers who seek out certified products and who believe certification can lessen environmental impacts such as tropical deforestation. There is also a strong relationship between respondent income and willingness-to-pay. Despite the current industry structure in the U.S. that has adopted a mass-certification strategy that does not place price premiums on certified products, results suggest that such premiums may exist for imported certified tropical wood products. Analysis of marginal effects suggests consumers' willingness to pay a 10% premium for three of the four certified items studied. Niche markets may potentially be exploited in the U.S. and price premiums captured by wood products manufacturers in tropical regions and/or American importers.     

Revenue risk management, risk aversion and the use of Livestock Gross Margin for Dairy Cattle insurance

The Livestock Gross Margin Insurance for Dairy Cattle is a federally reinsured insurance program that enables US dairy producers to establish minimum levels of milk income net of feed cost. Given the structure of this program there are an infinite number of possible contract designs based on the choice of deductible level and proportion of production insured. Adding to this complexity, producers vary in their risk preferences, which affect the incentive to insure their margin. It is unclear as to how producers may adopt this program for revenue risk management. This paper investigates the interplay between producer risk preferences, contract design and the subsidization of premium in determining program coverage. We undertook this analysis within an expected utility framework. Optimal contracts under different rates of constant relative rate of risk aversion and subsidies were analyzed using a nonlinear optimization model. We found that total optimal coverage increased significantly with the level of risk of aversion at lower deductibles but as deductible level increased, the level of risk aversion had a lesser impact on total optimal coverages. As expected, at the same deductible and risk aversion levels, inclusion of a premium subsidy increased the total optimal coverage.