國際因素驅(qū)動下的中國豆粕價格波動研究.pdf

1、 分類號：F069.9 密級：公開 UDC： 33 學(xué)校代碼：11065 碩士學(xué)位論文 國際因素驅(qū)動下的中國豆粕價格波動研究 國際因素驅(qū)動下的中國豆粕價格波動研究 李倩 李倩 指 導(dǎo) 教 師 孫毅 副教授 學(xué)科專業(yè)名稱 西方經(jīng)濟學(xué) 論文答辯日期 2017 年 6 月 7 日

2、 Abstract With the development of economy, the dependence of soybean meal on foreign factors is higher and higher. The volatility of the domestic soybean meal price is increasingly influenced by international market fact

3、ors. The causes and characteristics of the price are also becoming more complicated. However, the current study on the volatility of soybean meal price under the influence of international factors is not comprehensive an

4、d thorough. So this paper attempts to study and analyze the price volatility driven by the international factors on the basis of the previous studies. In theory, based on the theory of volatility, combined with the statu

5、s of supply and demand, this paper studies the impact mechanism and international factors that impact the domestic soybean meal price volatility. In the empirical analysis, according to the availability of the data, this

6、 paper collects the data of past 10 years and uses the vector error correction model of the Markov area system transfer. Based on the observed asymmetry of price volatility and the characteristics of the situation, this

7、paper analyzes the influence of various international factors on the price volatility of soybean meal in China. The results show that the price has been fluctuating in decreasing, rising and being stable, there is a sign

8、ificant phenomenon of regional transfer. At the same time, the volatility of price shows the asymmetry in the distribution length and switching of regimes. Based on the above analysis, this paper put forward some policy

9、suggestions in order to achieve the goal of stabilizing soybean meal price and safeguarding the soybean meal agriculture, such as preventing the imported inflation risk and adjusting the power structure of import and exp