国内油料作物市场整合关系研究

市场整合是衡量市场机制效率的重要指标，研究国内油料作物空间市场整合关系有利于宏观把握市场的运行情况，对优化地区分工和提高资源配置效率具有重要意义。本文以油菜籽、花生和芝麻为例，依次使用Johansen协整分析、向量误差修正模型和格兰杰因果检验，系统分析了国内油料作物的空间市场整合关系。研究表明：从长期来看，油菜籽、花生和芝麻的市场价格之间关联较为密切，国内油料作物市场存在长期整合关系；从短期来看，国内油料作物市场的短期整合程度较高，根据调整速度，从高到低依次是花生、油菜籽和芝麻；从因果关系来看，70%的油菜籽、57.14%的花生和30%的芝麻市场价格之间存在双向因果关系，说明市场价格信息并非完全对称传递。为提高国内油料作物市场整合程度，本文分别提出了改善市场环境、完善信息平台建设和加强构建现代物流体系的建议。

Study on domestic market integration of oil crops

Market integration is an important index to measure the efficiency of market mechanism. Studying the spatial market integration relationship of domestic oil crops is helpful to grasp the operation of market macro-scopically, and is of great significance to optimize regional division of labor and improve the efficiency of resource allocation. Taking rapeseed, peanut and sesame as examples, this paper systematically analyzes the spatial market integration of domestic oil crops by using Johansen co-integration analysis, vector error correction model and Granger-causality test. The results show that in the long run, the market prices of rapeseed, peanut and sesame are closely related, and there is a long-term integration relationship in the domestic oil crop market. In the short run, the degree of integration of domestic oil crop market is relatively high. According to the adjustment speed, peanut, rapeseed and sesame are in the order of high to low. From the perspective of causality, there is a two-way causality between the market prices of 70% rapeseed, 57.14% peanut and 30% sesame, which indicates that the market price information is not completely symmetrical. In order to improve the degree of market integration of domestic oil crops, this paper puts forward suggestions on improving the market environment, perfecting the construction of information platform and strengthening the construction of modern logistics system.