国产油菜籽与进口油菜籽的价差及其波动影响因素分析

基于1993—2013年的时间序列数据,运用VAR模型,分析我国油菜籽生产成本、人民币兑美元汇率、加拿大油菜籽供需以及国际石油价格对国产油菜籽与进口油菜籽价差的影响;利用脉冲响应和方差分解,进一步分析各因素对国产油菜籽与进口油菜籽价差波动的冲击效应和程度。结果表明:1)国产与进口油菜籽的价差与人民币兑美元汇率、我国油菜籽生产成本、加拿大油菜籽供需、国际石油价格存在长期均衡关系。2)人民币兑美元汇率的升值和我国油菜籽生产成本的较快增长使国产与进口油菜籽价差扩大,两者对价差波动的贡献度分别为27%和11%。3)加拿大油菜籽供需变化和国际石油价格波动对国产与进口油菜籽价差波动影响较弱,贡献度分别为2%和1%。针对以上结论,提出以下应对措施:扩大经营规模、提高油菜生产机械化水平、依靠科技增加单产等途径降低我国油菜籽生产成本;积极应对人民币汇率波动,减弱汇率波动对我国油菜籽进口的影响,使价差控制在合理范围内。

An analysis on the price gap between domestic and imported rapeseed and factors influencing its fluctuation

Based on time series data during 1993-2013, using VAR model, factors influencing the price gap between domestic rapeseed and imported rapeseed were analyzed.These factors are production cost of domestic rapeseed, the exchange rate of RMB Yuan to US Dollar, petroleum price in international market and the supply and demand of Canada''s rapeseed market.With the method of impulse response and variance decomposition, the impact effects and factors made on price gap between domestic rapeseed and the imported rapeseed were further analyzed.Results showed that:1) Long-term equilibrium relationship existed among the four factors that production cost of domestic rapeseed, the exchange rate of RMB Yuan to US Dollar, petroleum price in international market and the supply and demand of Canada''s rapeseed market;2) Exchange rate appreciation of RMB Yuan to US Dollar and the rise of production cost of rapeseed in China made the price gap between domestic and imported rapeseed widen rapidly.This two factors had strong effects on the price gap fluctuations with the contribution degree are 27% and 11%, respectively;3) The supply and demand of Canada''s rapeseed market and the fluctuation of petroleum price in international market had weak effects on the price gap fluctuation between domestic and imported rapeseed with the contribution rate are 2% and 1%, respectively.In conclusion, the cost of rapeseed production should be reduced by means of increasing the mechanization level and the scale of operation of rapeseed production, and the per unit yield of rapeseed production should be raised by way of agricultural technology progress.Meanwhile, in order to control the price gap fluctuations within a reasonable range, some efforts should be made to reduce the impact of exchange rate fluctuations on rapeseed import.