石油价格波动对粮食价格的传导效应研究——基于APT-ECM模型的实证检验  

The Research on Conduction Effect of Oil Prices Fluctuations on Grain Prices:Based on empirical test of APT-ECM models

作　　者：赫婧 王淑艳[2] 

机构地区：[1]东北农业大学经济管理学院,黑龙江哈尔滨150030 [2]东北农业大学理学院,黑龙江哈尔滨150030

出　　处：《数学的实践与认识》2015年第8期216-224,共9页Mathematics in Practice and Theory

基　　金：教育部人文社会科学研究项目(08JA790016)

摘　　要：石油价格是影响粮食价格走势的重要因素,将传统的误差修正模型(ECM)改进,并加入农业生产资料价格作为石油价格向粮食价格传递的中间变量,分析了石油价格和农资价格在上涨和下跌阶段对粮食价格传递的非对称性,此外还对石油价格与粮食价格间的传导效率和传导强度进行实证检验.研究结果表明:石油价格、农资价格和粮食价格之间存在长期均衡关系,石油和农资价格下降要比价格上升更快速和完全的传递给粮食价格;石油价格向粮食价格的传导存在滞后,石油价格的增长不会快速放大粮食价格变化.The price of oil is the important factors that affect grain prices. This paper im- proves the traditional ECM model, the means of agricultural production prices is added as the intermediate variable between oil prices and grain prices. Analysis the means of agricultural production prices and the oil prices transfer to the grain prices by asymmetry at rising and failing stages. In addition, this paper makes an empirical test between oil prices and grain prices with the conduction efficiency and the conduction intensity. The research results show that the oil prices have a long-term equilibrium relationship between the means of agricultural production prices and the grain prices. Oil prices and means of agricultural production prices fall can be more quickly and completely transfer to grain prices than rise. Conduction from oil prices to grain prices exist hysteresis. The growth of oil prices will not enlarge grain prices change quickly.

关 键 词：石油价格 粮食价格 价格传导 APT-ECM模型 

分 类 号：F764.1[经济管理—产业经济] F323.7F224