摘要
文章基于2006—2020年中国和美国大豆、豆油、豆粕的价格月度时间序列,采用非对称误差修正模型(APT-ECM),分析了中美贸易摩擦前后国内油料价格受国际油料价格冲击影响及波动传导因素。结果表明,中美贸易摩擦前后,国内大豆价格受国际大豆价格冲击影响显著,反之不显著;国内大豆受国际豆油价格冲击影响存在前期稳定后期波动的显著差异,国际豆油对国内大豆价格也存在“二次波峰”传导机制;国内豆油受国际豆油价格冲击影响并不显著,国际豆油贸易壁垒会使国内豆油价格和国内豆粕价格恢复至正常水平的时间周期变长,增加国内油料产业链的实现周期。
Based on the monthly time series of soybean,soybean oil and soybean pulp prices in China and the United States from 2006 to 2020,this paper adopts APT-ECM to analyze the impact of international Oil-bearing Crops shocks on domestic prices and the transmission factors of fluctuations early to later stage of Sino-US trade friction.The results show that domestic soybean prices are signi-ficantly affected by international soybean price shocks before and after Sino-US trade friction,but vice versa.The impact of international soybean oil price on domestic soybean has a significant difference in the fluctuation in the early stage and the later stage.There is also a"secondary crest"transmission mechanism between international soybean oil and domestic soybean price.Domestic soybean oil is not significantly affected by the impact of international soybean oil price.International trade barrier will make the period for domestic soybean oil and domestic soybean pulp price to return to normal longer and also increase the realization cycle of domestic oil industry chain.
作者
刘子源
王禹
许世卫
LIU Zi-yuan;WANG Yu;XU Shi-wei(Agriculture Information Institute,Chinese Academy of Agricultural Sciences,Beijing 100081,China;Research Center of Agricultural Monitoring and Early Warning Engineering Technologies,Beijing 100081,China;Key Open Laboratory of Intelligent Agricultural Early Warning Technologies and Systems,Chinese Academy of Agricultural Sciences,Beijing 100081,China;Key Laboratory of Agricultural Information Service Technology of the Ministry of Agriculture and Rural Affairs,Beijing 100081,China)
出处
《技术经济与管理研究》
北大核心
2021年第9期91-96,共6页
Journal of Technical Economics & Management
基金
中央级公益性科研院所基本科研业务专项项目(JBYW-AII-2019-17)
农业农村部项目(11200006)
中国农业科学院科技创新工程(CAAS-ASTIP-2020-AII-02)。
关键词
国内油料
国际油料
价格冲击
价格传导
Domestic Oil-bearing Crops
International Oil-bearing Crops
Price shock
Price conduction
作者简介
刘子源(1987-),女,辽宁大连人,博士后,主要从事农业信息监测与预警研究;许世卫(1962-),男,江苏如东人,博士,研究员,博士生导师,主要从事农业信息监测预警技术与系统、粮食与食物安全信息分析、农业大数据与信息智能服务技术研究;通讯作者:王禹(1987-),女,内蒙古人,博士,副研究员,主要从事农产品信息分析与预警等研究。
