| 李佳辰.中国与加拿大油菜籽价格的传递关系[J].中国油脂,2021,46(7):7~13.[LI Jiachen.Transmission relationship of rapeseed prices between China and Canada[J].China Oils and Fats,2021,46(7):7~13.] |
| 中国与加拿大油菜籽价格的传递关系 |
| Transmission relationship of rapeseed prices between China and Canada |
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| DOI： |
| 中文关键词: 中国 加拿大 油菜籽 价格 传递关系 |
| 英文关键词:China Canada rapeseed price transmission relationship |
| 基金项目:现代农业产业技术体系项目（CARS-14-1-32-1）；黑龙江省社科基金（18JYB137）；东农学者学术骨干项目（54933012） |
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| 中文摘要: |
| 基于2013年1月1日—2019年12月31日中国和加拿大油菜籽现货和期货价格的周度数据，运用单位根检验、约翰森协整检验、格兰杰因果检验和方差分解等方法，以国内油菜籽临储政策取消的预期目标为出发点，分析我国油菜籽临储政策取消前后中国与加拿大油菜籽价格的传递关系变化。结果表明：油菜籽临储政策取消之前，中国与加拿大油菜籽现货、期货价格之间不存在长期协整关系；油菜籽临储政策取消之后，加拿大油菜籽期货和现货价格对国内油菜籽期货和现货价格之间的传递关系愈加明朗。据此提出以下建议：利用好国际市场大环境的同时建立国内油菜籽价格预警信息联动机制；发挥国产油菜籽在国际市场中的品质优势和时间优势；尽快完善我国油菜籽期货合约以提高油菜籽期货市场的活跃度。 |
| 英文摘要: |
| Based on the weekly data of China and Canada rapeseed spot and futures prices from January 1, 2013 to December 31, 2019, using unit root test, Johanson cointegration test, Granger causality test, and variance decomposition methods, taking the expected goal of the cancellation of the domestic rapeseed reserve policy as the starting point, the changes in the transmission relationship of rapeseed prices between China and Canada before and after the cancellation of rapeseed reserve policy in China were analyzed. The results showed that before the cancellation of the rapeseed reserve policy, there was no long-term cointegration relationship between China and Canada’s rapeseed spot and futures prices. When the rapeseed reserve policy was cancelled, the Canadas rapeseed futures and spot prices had an effect on domestic rapeseed futures and spot prices, and the transmission relationship had become clearer. Based on this, the suggestions were put forward, such as making good use of the international market environment and establishing a domestic rapeseed price warning information linkage mechanism, making use of the quality and time advantages of domestic rapeseed in the international market, improving rapeseed futures contract in China as soon as possible to increase the activity of the rapeseed futures market. |
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