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Position: Home > Articles > Price Transmission and Market Integration of Grain——Comparative Analysis Based on Domestic Rice and Soybean Markets Journal of Agrotechnical Economics 2019 (2) 99-110

粮食价格垂直传递与市场纵向整合——基于国内稻米和大豆市场的比较分析

作  者：
刘婷;曹宝明;李光泗
单  位：
南京财经大学粮食安全与战略研究中心
关键词：
价格波动;价格传递;纵向整合;市场结构;政策调控
摘  要：
粮食市场纵向整合是市场有效运作的重要体现,也是新形势下粮食价格形成机制改革的重要方向。为此,本文从粮食价格垂直传递的角度,选取稻米和大豆两大粮食品种,依次建立向量自回归模型与非对称ARCH模型,来研究粮食市场纵向整合情况。结果表明:大豆市场收购价格与批发价格之间的波动传递效果优于稻米市场,说明两品种纵向市场整合程度存在差异;稻谷收购价格和大米批发价格对于正向冲击和负向冲击的反应均存在非对称效应,但效果相异;粮食价格调控政策的实施导致市场结构的不一致是纵向整合程度差异形成的重要原因。因此,提高粮食市场纵向整合程度的核心在于逐步调低直至取消粮食价格支持政策并确定市场定价机制,同时尝试建立覆盖产业链各环节的市场信息数据库从而增强各环节价格的关联程度。
译  名：
Price Transmission and Market Integration of Grain——Comparative Analysis Based on Domestic Rice and Soybean Markets
作  者：
LIU Ting;CAO Baoming;LI Guangsi;
单  位：
LIU Ting%CAO Baoming%LI Guangsi
关键词：
Price fluctuation;;Price transmission;;Market integration;;Market structure;;Policy regulation
摘  要：
Vertical integration of food market is not only an important embodiment of the efficient operation of the market but also a significant direction for the reform of grain price formation mechanism. Therefore,this paper uses vector autoregressive model( VAR) and the threshold ARCH model( TARCH) to analyze the vertical integration of grain market between rice and soybean from the perspective of food price transmission. The results suggest that,the transmission between acquisition price and wholesale price of soybean is more complete than rice,which shows that the degree of market integration is different between two varieties. Faced with positive shock and negative shock,both of acquisition price and wholesale price of rice exists asymmetric effects but different directions. The inconsistency of market structure caused by the implementation of grain price control policy accounts for the difference of vertical integration. Hence,the key of improving the integration of food market lies in cutting the support price gradually until the price support police is canceled and establish marketable pricing mechanism. At the same time,try to set up the market information database which covers all links of the industry chain so as to enhance the correlation degree of each link price.

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