国际能源价格与中国粮食价格的联动效应评价  

Evaluation of the linkage effect between international energy prices and China’s grain prices

作　　者：吕靖烨[1] 李娜[1] LV Jing-ye LI Na(School of Management,Xi’an University of Science and Technology,Xi’an,Shaanxi 710054)

机构地区：[1]西安科技大学管理学院,陕西西安710054

出　　处：《价格月刊》2022年第11期19-27,共9页

基　　金：国家社会科学基金项目“我国‘一带一路’能源投资政策绿色效果评价与改进策略研究”(编号:20BJY076);陕西省哲学社会科学重大理论与现实问题研究项目“陕西省碳排放-经济增长-生态环境协同发展测度与对策研究”(编号:2021ND0235)。

摘　　要：中国是全球最大的粮食与原油进口国,从宏观视角探究国际能源市场与中国粮食价格的联动效应已经成为时代命题。采用ARDL-ECM模型,考察了1978—2021年粮食价格、能源价格、汇率、通货膨胀率及农业部门就业率等5个变量之间的长短期动态联动效应。结果表明,国际油价对国内粮价的影响呈现“U”型特征,且国内粮价对国际油价的影响更大。在所有联动效应中,各变量对国际油价的正向冲击均较强。其中,农业部门就业率对国际油价的正向冲击最强,并随着时间的推移逐渐减弱。China is the world’s largest importer of grain and crude oil.It has become a call of the times to explore the linkage effect between the international energy market and China’s grain prices from a macro perspective.This paper uses the ARDL-ECM model to investigate the long-term and short-term dynamic linkage effects between five variables,including food prices,energy prices,exchange rates,inflation rates,and employment rates in the agricultural sector from 1978 to 2021.The results show that the impact of international oil prices on domestic grain prices presents a“U”shape,and domestic grain prices have a greater impact on international oil prices.In all linkage effects,each variable has a strong positive impact on international oil prices.Among them,the employment rate in the agricultural sector has the strongest positive impact on international oil prices and gradually weakens over time.

关 键 词：ARDL-ECM模型 国际能源价格 中国粮食价格 联动效应 

分 类 号：F726.1[经济管理—产业经济]