Application of GARCH Model in Research on Price of Agricultural Products

Taking the price of grain in Guizhou Province as an example, by establishing GARCH model, I calculate VAR of logarithm return of grain price index, in order to conduct research on the variation law of price of the agricultural products. The results show that VAR of grain in Guizhou has variation. After the year 2010, VAR value is gradually increasing, and the price variation risk of grain market tends to increase progressively. Based on the characteristics of grain price variation, a series of corresponding proposals are put forward to stabilize the grain price as follows: strengthen the agricultural infrastructure construction, and promote the agricultural overall production capacity; reinforce the market supervision on the circulation field of agricultural products, and maintain market order; improve regulation system of agricultural products, and stabilize the price of agricultural products; strengthen mobility regulation, and prevent a flood of speculative cash.

Empirical Study on the Impact of Rural Labor Force Flow on the Price of Agricultural Products——A Method Based on VEC Model

Based on the research introduction of domestic and foreign scholars,dynamic equilibrium between the rural labor force flow and the price of agricultural product is analyzed by VEC model,according to the data of the rural labor force flow and the price of agricultural products in the years 1990-2007.Chows breakpoint test is used to measure the stage characteristics of the impact of rural labor force flow on the price of agricultural product.Result shows that there is a long-term and stationary relationship between the flow quantity of rural labor force and the price of agricultural product.Rural labor force flow,as an exogenous force,affects the agricultural production,and further influences the price fluctuation of agricultural products.Impact of rural labor force flow on the price of agricultural product is from weak to strong,then grows gradually weaker,and reaches its peak value at the year 1998.With the development of rural society and economy and the market process,rural labor force flow endogenously affects the price of agricultural product,which has periodic characteristics.In order to achieve a dual stabilization of the rural labor force flow and the price of agricultural products,the following countermeasures are put forward:vigorously developing vocational education,increasing the support for agricultural production,and making active employment measures.

Using Quantile Regression Approach to Analyze Price Movements of Agricultural Products in China

This paper studies how the price movements of pork,chicken and egg respond to those of related cost factors in short terms in Chinese market.We employ a linear quantile approach not only to explore potential data heteroscedasticity but also to generate confidence bands for the purpose of price stability study.We then evaluate our models by comparing the prediction intervals generated from the quantile regression models with in-sample and out-of-sample forecasts.Using monthly data from January 2000 to October 2010,we observed these findings：（i） the price changes of cost factors asymmetrically and unequally influence those of the livestock across different quantiles;（ii） the performance of our models is robust and consistent for both in-sample and out-of-sample forecasts;（iii） the confidence intervals generated from 0.05th and 0.95th quantile regression models are good methods to forecast livestock price fluctuation.

The influence of price on rice production in Sierra Leone

Rice is the main staple food of the vast majority of Sierra Leoneans, eaten on a daily basis by almost every household in the country. Rice is the most important food crop widely grown by farmers across the country. Although much attention is now focused on rice production through the small holder commercialization programme (SHCP), less attention has been given to investigating the constraints faced by rice producers in the country. Also, as food insecurity continues to be a major development problem across the country, thereby undermining people’s health, productivity, and often their very survival;this study contributes to efforts to overcome the development challenges posed by food insecurity necessarily begin with accurate assessment of influential factors that constrained the production of the staple food, rice. The main objective of this study is therefore to analysis the factors that influence rice production in the country, and specifically examine the relationship between rice production and the price of rice as sold in the domestic market. The study used a log linear model with the quantity of rice produced as the dependent variable and the price of domestic rice, quantity of rice imported and price of imported rice as explanatory. Findings indicated that, domestic rice is more expensive than imported rice per ton, and this underscores the argument that, rice importation is undermining domestic rice production as a viable income generating activity. Also, almost all the people in the capital city which hosts about 70% of the total population of country prefer eating imported rice, since it is free from stones and other impurities. However, In order to control price and still increase rice production, the government should be able to purchase the rice from the farmers and then sell this rice to private retailers.

A Three-Stage Stochastic Dynamic Pricing Game Model Affected by New Products into the Market

In real-life marketing, a common phenomenon is that the prices of current product will have been cut down even the new product has not gone into market yet. Thus, it is very important for merchant to set the strategy which can make the excepted revenue maximum. So, this paper constructs a three-stage stochastic dynamic pricing game model for analyzing the influence of the uncertainty of entry timing of the new products on pricing of products being sold. By analyzing of the pricing strategy, there are big differences in the predictions of new product going into market between merchant and customers;the merchant will adopt cutting price for promotion strategy to reduce negative influence of the new products on the demand of the products sold now. Otherwise, the merchant will adopt the strategy of maximizing current period’s profit.

Pricing Power of China's Cocoon and Silk Products in International Market:An Empirical Analysis Based on International Market Power

Do China＇s silk products only have advantage in number but no pricing power in international market？ In this paper, we used the residual demand elasticity model to estimate the international market power of China＇s silk products. The empirical results revealed that China＇s raw material products such as natural silk products and semi-finished products such as satin products had certain market power in the main export markets, but the finished silk products such as woman＇s blouse or shirts and shawls had no market power in the target markets including USA and Germany. The scale economy from resource endowment and great market share are the base of the international market power of natural silk products. The advantage from industry agglomeration and great market share are the source of the international market power of satin products. Technical bottlenecks and inefficiency in brand building are the cause of unobvious international market power of China＇s finished silk products, and the competition from Italy and France has increased the difficulty to enhance market power. In order to consolidate and improve the international market power of China＇s silk products, it is suggested to stabilize the production scale and strengthen industrial base, to speed up the resources integration and optimize the industrial distribution, to strengthen science and technology innovation and adjust product structure, to speed up the brand construction and enhance the influence of brand, and to enlarge the scale of organization and achieve scale economies.

基于EMD-PSO-ARIMA模型的农产品价格预测

针对农产品价格数据的非线性特点,提出基于EMD-PSO-ARIMA模型的农产品价格预测模型。首先利用EMD算法消除价格数据的不平稳性,其次应用PSO算法优化ARIMA模型的滞后参数,并对原始数据分解后的序列进行预测,最后对多个预测值进行累加得到最终结果。以河南省某农贸市场2004年1月至2021年12月鳞茎类作物(以大蒜为例)、根茎类作物(以马铃薯为例)及叶菜类作物(以白菜为例)的价格数据为研究对象进行实证研究。对大蒜、马铃薯、白菜价格进行预测,EMD-PSO-ARIMA模型的RMSE分别为0.0295、0.0168、0.0669,MAE分别为0.0274、0.0189、0.0598,MAPE分别为0.32%、0.64%、2.54%;与ARIAM、PSO-ARIMA、EMD-ARIMA模型相比,EMD-PSO-ARIMA模型的3个评价指标均有不同程度的降低,模型预测精度最高。EMD-PSO-ARIMA模型能够有效对3种农产品的价格做出精准预测,在一定程度上提高了模型预测性能,能够为农业生产者、经营者、政府提供决策支持,维护农业市场的稳定。

不对称信息下的提成制销售激励合同设计

代理商销售模式下,不对称信息对制造商产品定价与销售合同设计的影响越来越不容忽视。本文基于委托代理模型,分别构建了两种信息情况下提成制激励合同模型,对比分析了信息不对称下产品定价与代理商提成的关系,以及信息不对称对代理商收益、制造商利润的影响。研究发现,制造商最优定价与高需求实现概率和努力成本密切相关,当高需求市场实现概率较小且努力成本较高时,制造商将放弃对代理商的激励,并设定较低产品价格。当制造商激励代理商努力时,不对称信息有利于提高代理商期望收益,但会降低制造商期望利润,不影响价格高低。此外,不对称信息会缩小制造商可接受的努力成本区间,当代理商努力成本较大时,制造商会因薪酬支出过高而放弃对代理商的激励,而不对称信息使得代理商薪酬进一步提高,使得制造商更倾向于不激励代理商努力,相应定价也随之降低。

国外LLDPE价格对我国LLDPE价格的非对称传导分析

选取2010年1月至2023年12月我国、中东、东南亚及美国线性低密度聚乙烯(LLDPE)现货价格,采用非线性自回归分布滞后模型(NARDL)探讨国外地区市场价格对我国LLDPE价格传导的非对称效应。实证结果表明,相较于美国和东南亚,我国LLDPE对中东LLDPE市场的依存程度比较高;同时,东南亚、中东地区及美国对我国LLDPE价格传导存在非对称性,且在价格非对称传导程度和速度上呈现异质特点,其中,美国LLDPE价格下跌的传导程度与速度均大于价格上涨的传导程度与速度,东南亚地区在价格传导程度上也体现出负向非对称性,但传导速度的非对称性不显著,而中东地区LLDPE价格上涨的传导程度大于价格下跌的传导程度,在传导速度上差异较小。

贸易条件变动对农产品价格的冲击效应研究

中国参与国际贸易进程的加快,使得来自贸易市场的冲击对农产品价格的影响愈发明显。选取小麦、玉米、大豆和猪肉的月度数据,利用TVP-VAR模型分析了贸易条件变动对中国农产品价格的冲击效应。研究结果表明:第一,贸易条件变动对中国农产品价格的影响具有时变性和短期性特征,随着滞后期增加,冲击影响逐步减弱。第二,贸易条件冲击在不同产品之间存在差异,且冲击效应会因汇率制度和农业支持政策的变化表现出不同状态。具体而言,在浮动汇率制度时期,贸易条件变动对农产品价格的影响小于固定汇率制度时期;农业支持政策的实施,使得农产品价格与政府“托底”价格相关,进而减弱贸易条件的外部冲击。随着中国农业政策市场化改革的推进,贸易条件冲击对农产品市场的影响将逐渐增加。因此,政府应加快建立农产品价格风险防控体系,加强农产品市场信息服务能力,并积极寻求对策避免贸易条件的异常波动。

房价对城市全要素生产率的影响机制研究--基于Tobit模型实证分析

基于2008—2016年全国35个大中型城市的面板数据,利用Tobit模型和投入导向型的数据包络分析(DEA)方法探究城市房屋销售价格对城市全要素生产率的影响。研究发现:在整体维度城市房价与城市生产率呈现先增加后减少的倒U型曲线,且城市的房价水平超过了“房住不炒”的最高临界值,房价上升的抑制效应显著。房价对于不同人口规模城市的生产率影响具有异质性,在人口规模达到特大城市时,房价与城市生产率呈现倒U型特征,人口规模达到超大城市后,房价与城市生产率倒U型特征消失。不同类型城市房价与城市生产率之间的倒U型关系和城市的异质性特征表明,我国大中型城市应进行房价的“一城一策”精细化调节,“房住不炒”的政策定位具有坚实理论依据和现实必然。

基于GGInformer模型的金融数据特征提取及价格预测

为了解决金融时序预测任务中出现的特征参数冗余问题,用遗传算法对金融数据进行特征提取,通过三组对比实验进行验证分析。实验结果显示,加入了遗传算法的预测模型比未加入遗传算法的模型在三种数据集上的MSE均有所降低。最终结果证明遗传算法可以有效解决金融产品价格预测过程中的特征冗余问题。为了解决非线性的长序列金融数据预测效果差的问题,通过结合GRU网络和Informer模型构建了GGInformer模型来对金融产品价格进行预测。模型在三种外汇产品数据集上与其他四种预测基准方法进行了对比实验,实验结果与可视化分析表明,所提模型在金融产品交易价格的预测结果上有明显优势,可以提高预测的精度。

基于ARIMA和LSTM混合模型的林业产品销售价格预测系统研究

为提高林业产品销售价格预测的准确性,提出了基于ARIMA和LSTM混合模型的林业产品销售价格预测系统。系统设计分析和数据库设计确保了系统整体性能。通过对历史数据的预处理,提高了数据质量。利用ARIMA模型和LSTM残差预测进行价格预测,并将两者融合以得到最终预测结果。实验结果显示,该系统的预测误差控制在3以下,具有更高的准确性和较强的可靠性,可为产品价格波动的预测提供参考。

“蔬菜类商品的自动定价与补货决策”问题解析

给出2023年“高教社杯”全国大学生数学建模竞赛C题“蔬菜类商品的自动定价与补货决策”的可行解法,并对赛题评阅中发现的问题作了简要的评述.该题旨在通过对6个典型蔬菜品类的交易数据进行分析,探索蔬菜类商品的订购和定价问题.蔬菜需求具有明显的时间趋势和价格敏感性,由于保鲜期短,通常采用每日补货的运营方式.首先,通过剥离销量的时间效应,揭示销量的分布规律、价格与销量的耦合关系以及品类之间的相关性;其次,利用随机优化,建立优化模型并对补货和定价策略进行求解;最后,基于成本预测并叠加销量的时间效应,得到最优的补货量和销售价格.

福建省林业碳汇项目价值评估及金融产品定价——基于实物期权理论

文章结合林业碳汇投资规模大、回收周期长、碳汇产品定价难等特征,基于实物期权定价理论,利用Black-Scholes模型,对福建省碳汇造林项目价值和碳汇交易价格进行实证研究。结果表明,采用常规的净现值法计算出的项目价值与引入实物期权评价模型计算出的项目价值运用灰色预测模型与2022年福建省林业碳汇成交均价相比较,林业碳汇造林项目价值及碳汇产品交易价格均被严重低估,基于实物期权理论的评估方法对林业碳汇产品进行定价更加科学合理。为进一步丰富林业碳汇金属产品交易体系,提高碳汇市场活跃度,文章提出对策建议:①深化林权制度改革,激励林农营林造林;②科学核算投资回报,提高经营者积极性;③创新碳金融产品,规避价格波动风险;④引入多元交易主体,促进碳汇流通交易。

考虑生产率差异的地区购买力平价试算研究

世界银行购买力平价(PPP)未全面考虑不同地区生产率差异的影响,可能存在“高估”欠发达地区调整GDP的问题。本文从地区全要素生产率(TFP)角度入手,将经济联动矩阵的构建思路与PPP剔除生产率因素的现实需要同时体现在空间权重矩阵设计上,尝试对世界银行方法进行改进。以我国农产品价格数据为例的仿真研究表明:第一,不同省份地区TFP差异较大,对地区PPP影响显著;第二,农产品价格存在正向空间关联,即“高—高”集聚现象;第三,剔除生产率影响后,地区基本类PPP呈现出西部省份最高、东部省份次之、中部省份最低的价格分布特征;第四,修正后的欠发达地区PPP数值整体提高,在“低估欠发达地区价格水平、高估欠发达地区GDP”方面的问题得到改善。

数智化转型、多元回归模型与产品多维决策分析——长安汽车量价分析模型(CA-MDM)应用探索

针对传统产品量本利分析模型的多重局限性、企业数智化管控加速转型和汽车行业市场竞争进入白热化,汽车新产品、新赛道、新场景等诸多方面日新月异的背景,重庆长安汽车创造性地提出了量价分析模型(CAMDM)。这是以汽车行业和客户数智化为基础,运用市场需求理论,通过Facebook开源框架Prophet模型进行销量预测,结合延续(Carry-Over)价格指数对各类影响因子进行量化分析,建立以市占率和价格为核心的多元回归模型。该模型利用岭回归算法预测相关产品的均衡销量和价格,强调产品经营的前瞻性,强化新品上市的规模、价格与市场实际需求的匹配度和互动,确保产品上市的量价和市场需求基本一致,为企业资源精准投放、盈利能力持续提升和管理经验积淀推广提供了系统方案,应该成为中国企业数智化财务管理的最佳实践案例。

气候风险对期货市场产品价格的影响研究

以农产类、粮食类、能源类、化工类4类期货产品为研究对象,在阐述气候风险影响期货市场产品价格基本理论的基础上,采用文本分析和GARCH类模型相结合的方法,同时考虑4种宏观经济因素,定量评估了气候风险对期货市场产品价格的影响。结果表明,气候风险指数与能源类和化工类期货产品的价格指数呈正相关,且气候风险对能源类和化工类期货市场均具有风险溢出效应。当期的气候风险指数对农产类、能源类和化工类期货产品价格指数的收益率具有显著正向影响,对粮食类期货产品价格指数的收益率具有显著负向影响。当期的气候风险指数对农产类期货产品价格指数的收益波动率具有显著正向影响,对粮食类、化工类和能源类期货产品价格指数的收益波动率具有显著负向影响。研究结果揭示了气候风险对期货市场的复杂影响,有助于为金融市场应对气候风险提供科学依据。

基于Selenium框架+随机森林模型的农产品价格分析

农产品作为中国市场经济体制中的重要战略资源,其价格波动不仅会给消费者带来影响,还会影响生产经营活动。在大数据技术赋能农业发展的背景下,研究构建了一个基于Selenium框架+随机森林模型,用于实时采集、可视化分析以及序列预测的地方农产品大数据平台系统。将该预测系统和决策树模型、支持向量机(support vector machines,SVM)模型的预测效果进行对比分析,研究发现:该平台的数据采集实时性强,预测效果较决策树模型和SVM模型更好。

双渠道供应链下易腐品的库存和定价决策

以现实易腐产品供应链为背景,研究单一零售商和单一供应商组成的双渠道供应链模型,即供应商可通过直接在线渠道和间接零售渠道销售易腐产品,除了产品数量下降外,产品质量也会随着时间的推移而下降,同时,产品质量的下降会影响零售渠道的需求率。分别建立集中式和分散式两类模型,并提出相应算法求解最佳价格、订购频率和订购周期等。结果显示,分散式的供应链不仅会侵蚀两家公司的利润,并且产品的浪费率也较高。通过采用收入分享和二部定价法的方式能够协调供应链,减少供应链的总浪费率。同时,随着产品劣化率的提高,两家公司会更倾向于进行供应链协调,协调合同对零售商利润的提升更为显著。在模型扩展部分考虑直接渠道的交货时间,结果表明,分散式模型的供应商会投入更多资金以缩短交货时间。