| 国际食用植物油价格对我国食用植物油价格的非对称传导分析 |
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| 引用本文： | 周婕. 国际食用植物油价格对我国食用植物油价格的非对称传导分析[J]. 南方农业学报, 2021, 52(4): 1132-1138. DOI: 10.3969/j.issn.2095-1191.2021.04.033 |
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| 作者姓名： | 周婕 |
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| 作者单位： | 淄博职业学院,山东淄博 255013 |
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| 基金项目： | 国家自然科学基金项目（417711730） |
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| 摘 要： | 【目的】研究国际与国内食用植物油价格的非对称性传导关系，为合理应对食用植物油价格波动风险，保障我国食用植物油安全提供对策建议。【方法】基于2007—2020年度食用植物油月度价格数据，利用门限自回归模型考察国际与国内食用植物油价格的非对称性传导关系。【结果】花生油、菜籽油和大豆油国际与国内价格具有非对称协整关系，在长期国际花生油价格变动的9.7%、大豆油价格变动的33.0%会传导至国内，而短期内菜籽油和大豆油的国际价格会迅速传导至国内；当国际花生油和菜籽油价格下跌时，国内花生油和菜籽油价格每月分别纠正17.8%、22.4%的偏差，而当菜籽油和大豆油价格上涨时，国内菜籽油和大豆油价格每月分别纠正12.0%、10.6%的偏差；食用植物油价格传导具有非对称性，国际市场价格下降或上升时，国内不同食用植物油价格调整偏差的时间差异很大。【建议】为应对食用植物油价格波动的风险，政府应降低食用植物油进口集中度，适当分散和开拓进口来源；建立完善的食用植物油价格监测预警机制；培育食用植物油期货市场规避市场风险。
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| 关 键 词： | 食用植物油 门限自回归模型 非对称性 价格传导 |
| 收稿时间： | 2020-09-05 |
Asymmetric transmission of international edible vegetable oil prices to China's edible vegetable oil prices |
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| ZHOU Jie. Asymmetric transmission of international edible vegetable oil prices to China's edible vegetable oil prices[J]. Journal of Southern Agriculture, 2021, 52(4): 1132-1138. DOI: 10.3969/j.issn.2095-1191.2021.04.033 |
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| Authors: | ZHOU Jie |
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| Affiliation: | Zibo Vocational Institute, Zibo, Shandong 255013, China |
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| Abstract: | 【Objective】This paper studied the asymmetric transmission relationship of edible vegetable oil prices at home and abroad, and provided reference suggestions for reasonably strategy coping with the risk of edible vegetable oil price fluctuations and ensuring the safety of edible vegetable oil in China.【Method】Based on the monthly price data of edible vegetable oil from 2007 to 2020, a threshold autoregressive model was used to investigate the asymmetric conduction relationship of edible vegetable oil prices at home and abroad.【Result】The domestic and international prices of peanut oil, rapeseed oil, and soybean oil had an asymmetric co-integration relationship. In the long run, 9.7% of the international peanut oil price changes and 33.0% of the soybean oil price changes would be transmitted to the domestic market. In the short term, rapeseed oil and soybean oil of the international price would be quickly transmitted to the domestic market. When the international prices of peanut oil and rapeseed oil fell, the domestic prices of peanut oil and rapeseed oil corrected the deviation of 17.8% and 22.4% every month. When the prices of rapeseed oil and soybean oil increased, the domestic prices of rapeseed oil and soybean oil corrected the deviation of 12.0% and 10.6% respectively every month. The price of edible vegetable oil was transmitted asymmetrily. When the price on the international market dropped or rose, the time of adjustment deviation of different domestic edible vegetable oil prices varied greatly.【Suggestion】In order to deal with the risk of edible vegetable oil price fluctuations, the government should reduce the concentration of edible vegetable oil imports, appropriately diversify and expand import sources, establish a sound monitoring and early warning mechanism for edible vegetable oil prices, cultivate edible vegetable oil futures markets to avoid market risks. |
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