大豆价格波动的影响因素分析及对策探讨

Influencing Factors and Countermeasures:Soybean Price Fluctuation Analysis

选取2002年～2010年的样本数据,运用单整检验、协整检验、格兰杰因果检验等方法对影响我国大豆价格波动的因素进行了实证分析。可以发现货币供给量M2是大豆价格变动的格兰杰原因,大豆生产量和进口量都不是其格兰杰原因。基于此,提出通过继续大力发展期货市场来完善大豆定价,规避大豆价格风险。

By using sample data between 2002 and 2010, this paper applies single whole test,cointegration test,granger causality test to find that M2 other than soybean production and soybean imports is the granger reason for soybean prices changes. Based on this, the paper proposes continuing to vigorously develop the futures market to improve soybean pricing,so as to avoid the risk of soybean prices fluctuations.