我国粮食市场风险的度量与评估——基于风险价值法的实证分析  

QUANTIFYING AND ASSESSMENT OF THE GRAIN MARKET RISK IN CHINA

作　　者：王川[1,2] 赵俊晔[1,2] 钟永玲[3] 

机构地区：[1]中国农业科学院农业信息研究所,北京100081 [2]农业部智能化农业预警技术重点开放实验室 [3]农业部信息中心

出　　处：《中国农业资源与区划》2012年第2期15-22,共8页Chinese Journal of Agricultural Resources and Regional Planning

基　　金：国家"十一五"科技支撑重点项目"农产品数量安全智能分析与预警关键技术支撑系统及示范"(2009BADA09B00);中央级公益性科研院所基本科研业务费项目"我国农产品市场风险评估与管理研究"(2011-J-29)

摘　　要：该文利用风险价值法,以我国小麦、玉米、粳稻、早籼稻、晚籼稻、大豆的市场价格为研究对象,度量了我国粮食市场的风险大小,评估了我国粮食市场风险的发生程度。结果表明:我国粮食市场是一个风险发生频率较高的市场,并且还是一个高风险市场;不同品种粮食市场风险的发生大小有所不同,其中大豆的市场风险值最大,其次为玉米、粳稻、早籼稻、晚籼稻,小麦的市场风险值最小;粮食市场价格下跌风险与市场价格上涨风险的发生频率基本相当,两者同等重要,在重点关注粮食价格上涨风险的同时,更应重视粮食价格下跌所产生的风险。Taking the market price of wheat, corn, japonica rice, early indica rice, late indica rice, soybean in China as the research object, this paper quantified the grain price fluctuation risk and assessed the occurrence level using the method of value at risk. The results showed that China~ grain market risk happened with high frequency and high level which was different from varieties of grain. The price of soybean showed the highest market risk, fol- lowed by corn, japonica rice, early indica rice, late indica rice, and wheat. The frequency of the risk induced by price dropping was almost the same as that by price rise, and they both are very important. It suggested that it nee- ded to pay more attention to the risk induced by the grain price down when caring about the risk by the price rise

关 键 词：粮食市场风险风险度量风险评估风险价值法 

分 类 号：F323.7[经济管理—产业经济] F224