1961-2009年国际主要粮食价格时间变化特征分析

Analysis of the Temporal Characteristics of International Main Grain Prices from 1961 to 2009

本文首先介绍了基于国际粮食贸易的国际主要粮食价格测定方法,并用EVIEW软件对国际主要粮食价格数据进行数据分离,在此基础上,采用谱分析法和数理统计方法分析了1961-2009国际主要粮食价格的时间特征,总结和分析了国际主要粮食价格变化的趋势性、周期性和波动性特征。结果表明:①国际主要粮食价格趋势性明显,随时间呈现上涨趋势;②在多种因素的影响下,国际主要粮食价格存在着多周期性。③随着全球一体化和粮食金融化趋势的不断加强,国际主要粮食价格不稳定性也越来越强。本文研究结果对于进一步分析国际粮食价格机制有一定的参考价值。

Firstly, This paper introduces the methods to measure the international main grain prices based on international grain trade, then data separation of international main grain prices was made using EVIEW software. It applies mathematical statistics approach and spectral analysis approach to analyze temporal characters of the international main grain prices from 1961 to 2009, and concludes the trend the periodicity and the volatility of interna- tional main grain prices. Results show that： on the time perspective, the trend of international main grain prices increase obviously; with the influence of a variety of factors, multi-cycle phenomena exists; With the trend of global integration and financialization in grain market, the prices become more and more unstable. The results of this article can be valuable references to further analysis of the mechanism of international grain prices.