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.

Factors Influencing Price of Agricultural Products and Stability Countermeasures

Factors leading to rise of prices of agricultural products mainly include tension of supply-demand relationship,promotion of production cost and circulation cost,and speculation of Refugee Capital(Hot Money).Factors leading to low price and difficult sales of agricultural products mainly include asymmetry of supply-demand information,lack of risk management tools for prices of agricultural products and decentralized and small-scaled operation of farmers.On the basis of these factors,this paper presents following countermeasures and suggestions for stabilizing prices of agricultural products:firstly,building long-effect mechanism for production and sales of agricultural products;secondly,expand the production and increase supply of agricultural products;thirdly,control the rising range of production cost for agricultural products;fourthly,enhance organization level of farmers;fifthly,promote innovation and development of risk management tools for prices of agricultural products.

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.

International Comparison,Regional Characteristics and Regulatory Management of Structural Rise in the Prices of Chinese Industrial and Agricultural Products

China's price fluctuations increasingly exhibit significant structural characteristics,and since 2003,there have been several rounds of significant structural price rise.The degree of structural rise in the prices of industrial and agricultural products in China is not only higher than in the general developed countries and developing countries,but also more prominent than in other transition economies.And the structural rise in the prices of Chinese industrial and agricultural products exhibits significant economic zone differences:the structural fluctuations are the greatest in the central and western regions,significantly higher than in the eastern regions as well as the national average.From the perspective of causes of structural rise in the prices of Chinese industrial and agricultural products,the government must aim to coordinate the industrial and agricultural investments and bridge the gap in the industrial and agricultural technologies and supply capacity.

Feasibility Analysis of Agricultural Product Price Index Insurance Based on Pilot Cases

Agricultural product price index insurance is a kind of index insurance. It avoids defects of traditional agricultural insurance,such as moral hazards,adverse selection,and high management cost. On the basis of studying agricultural product price index insurance of all areas of China,this paper analyzed characteristics of agricultural product price index insurance from object selection,product object,premium design,and policy support,and discussed feasibility of extending agricultural product price index insurance in an all-round way.

Hadoop + Spark Platform Based on Big Data System Design of Agricultural Product Price Analysis and Prediction by HoltWinters

In the market of agricultural products, the price of agricultural products is affected by production cost, market supply and other factors. In order to obtain the market information of agricultural products, the price fluctuation can be analyzed and predicted. A distributed big data software platform based on Hadoop, Hive and Spark is proposed to analyze and forecast agricultural price data. Firstly, Hadoop, Hive and Spark big data frameworks were built to store the data information of agricultural products crawled into MYSQL. Secondly, the information of agricultural products crawled from MYSQL was exported to a text file, uploaded to HDFS, and mapped to spark SQL database. The data was cleaned and improved by Holt-Winters (three times exponential smoothing method) model to predict the price of agricultural products in the future. The data cleaned by spark SQL was imported and predicted by improved Holt-Winters into MYSQL database. The technologies of pringMVC, Ajax and Echarts were used to visualize the data.

Changes in Net Barter Terms of Trade for Sino-Australian Agricultural Products after China's Accession to the WTO

Using " chain-based and constant-based" two-step method,this paper measured Paasche net barter terms of trade index for SinoAustralian agricultural products from 2001 to 2013,and further calculated contribution of each category of agricultural products to changes in overall net barter terms of trade. The results showed that since 2001,the overall net barter terms of trade for Sino-Australian agricultural products fluctuated between deterioration and improvement. In 2013,the net barter terms of trade index was 1. 02,and its improvement is not significant. From 2001 to 2013,the net barter terms of trade for Sino-Australian agricultural products improved about 16. 44%,which dominated by the category 0 agricultural products whose influence degree is 6 times and 28 times the degree of category 4 and category 1. In years when the net barter terms of trade for Sino-Australian agricultural products deteriorated,category 2 agricultural products were the root cause for the deterioration.

Research on Agricultural Product Price Risk and Risk Management

There are a variety of reasons for agricultural product price risk,and drastic volatility in agricultural product price can give a tremendous negative impact on agriculture and even whole society. The paper argues that the agricultural product price risks include( i) price risk caused by decrease in yield and quality of agricultural products due to natural disasters;( ii) price risk caused by actual change of the market supply and demand;( iii) price fluctuation risk caused by the change of the price of the related products;( iv) sharp price volatility risk caused by market speculation;( v) risk caused by periodic property of agricultural products and lack of elasticity of agricultural demand;( vi)risk caused by lack of government management. Agricultural product price risk poses great harm to farmers,small and medium-sized agricultural operators and general consumers. This paper brings forward the specific recommendations for solving agricultural product price risk.

基于K-Means聚类的农产品价格异常数据检测

全国各地各个年份的农产品市场价格数据量庞大,而海量的农产品的市场价格数据中无可避免存在超出市场正常价格范围的异常价格元素,这对搜索引擎农产品市场价格的统计分析与预测造成了影响.从市场价格大数据中发现离群点并计算出价格边界成为有待解决的问题,为此,本研究在数据挖掘聚类技术K-means算法的基础上,提出了基于K-means聚类的农产品市场价格异常数据检测并计算出农产品市场价格边界,测试及实践结果表明该方法提高了聚类的精确率和稳定性,实现了价格异常点检测与价格边界的计算.

Noise Trader Model of Agricultural Product Prices： Evidence from the Chinese Garlic Market

This paper explores the determinants of the abnormal and volatile fluctuations of China＇s agricultural product prices in recent years by examining the trading behavior of traders, especially that of irrational noise traders. We present an overlapping generations model of the garlic market in which noise traders with erroneous beliefs influence prices. Noise traders＇ beliefs create a risk in the price of agricultural products that deters rational arbitrageurs from aggressively betting against them through changing supplies in a way that enables prices to diverge significantly from fundamental values even in the absence of fundamental risk. We also show that asymmetry of supply information, low price elasticity of demand, speculative capital inflows, restricted distribution channels, distorted wholesale markets from the perspective of market mechanisms and low risk aversion, biased self-attribution, and projection bias from the perspective of investor psychology, all influence expectations of investors and increase the volatility of agricultural product prices.

Means-End Chain Based Brand Positioning Strategy for Lin'an Carya Cathayensis Sarg

Based on the theory of Means-End Chain,this paper surveyed value cognition structure of 36 member consumers through the laddering interview. According to the survey,it made an in-depth analysis on brand positioning strategy for Lin'an Carya Cathayensis Sarg,and obtained the existing brand operating model. It is hoped to explore effective strategy of brand positioning for agricultural product enterprises in Zhejiang Province,and accordingly lift core competitiveness of agricultural products of Zhejiang Province.

供需评价异化视角下农业生产托管服务价格形成机制存在的问题——来自江汉平原的调查问卷

农业生产托管服务价格是影响托管服务供给和需求的重要因素。基于江汉平原农业生产托管服务供需双方对托管服务价格评价的调查结果,分析了农业生产托管服务价格形成机制的现状与存在的问题。结果表明,目前农业生产托管服务价格并不是供需双方一致达成的均衡价格,农业生产托管服务市场属于不完全市场,托管服务价格水平普遍偏高,供给方有让利给需求方的空间和动机,但存在供需错配问题,托管服务价格及补贴政策对供需的调节作用并没有得到充分发挥。为此,应完善供需沟通渠道,加强服务标准建设,大力发展新型农业经营方式,优化托管补贴对象,加强政策宣传和明确补贴指向,以促进农业生产托管服务价格形成机制的完善。

价格竞争、保鲜努力与农产品电商冷链物流模式演化

科学合理的冷链物流模式是确保农产品电商价格、新鲜度竞争力的关键。针对涉及两农产品电商、电商自营冷链物流和第三方冷链物流商的供应链,构建两电商竞争、第三方冷链物流商主导的Stackelberg博弈模型及两电商冷链物流模式选择的演化博弈模型,并通过仿真揭示交叉价格弹性、新鲜度需求弹性、自营和第三方保鲜投入成本系数对演化路径的影响。研究表明:若交叉价格弹性、新鲜度需求弹性和第三方保鲜投入成本系数分别增大,自营冷链物流为演化稳定策略,电商倾向自营冷链物流。若自营保鲜投入成本系数增大,第三方冷链物流为演化稳定策略,电商倾向与第三方冷链物流商合作。

实现农产品电商“优质优价”的挑战及对策研究

电商平台的强渗透性和广覆盖性,使电商经济变得异常火爆。但农产品在进入电商流量经济后,销售的产品逐渐模糊了自身价值,农产品电商价格逐渐偏离了实体市场农产品价格。农产品电商在推动农业科学种养、农村产业融合和农民增收等方面带来积极作用。通过探讨2022年农业农村部管理干部学院和阿里研究院联合公布的“农产品数字化百强县”典型县区的案例,对农产品电商优质优价给三农所带来的积极影响进行阐述。结合学者们对农产品定价、售价的影响因素进行分析,现阶段中国农产品电商“低价上行”现象较为普遍,且存在多平台竞争、谷贱伤农、无品牌经营等问题。为进一步推进农产品电商、农业电商“优质优价”发展,提出了推行分流机制、加强种养指导、关注产品细分、保护品牌等对策建议。

气候灾害、农产品价格策略和农户生计脆弱性——来自生态搬迁安置区的考察

在生态搬迁大背景下,农户面临的外部环境、内在心理和应对策略均发生了明显转变,有必要从外部扰动与内部适应的视角探究农户生计脆弱性。基于生计脆弱性理论,探讨实际气候灾害、感知气候灾害和农产品价格策略对农户生计脆弱性的影响,基于广东韶关南水湖生态搬迁安置区425位农户的调研数据进行验证。通过单因素方差分析、回归分析和Bootstrap中介效应检验,得出结论:首先,生态搬迁安置区农户感知气候灾害有其特殊性,与村子位置、社会关系和生计转换能力有关;其次,实际气候灾害和感知气候灾害均会加剧农户生计脆弱性,但感知气候灾害的影响力大于实际气候灾害,这与以往研究观点不同,也反映出农户对于气候灾害的担忧心理较为突出;最后,气候灾害及其后续的农产品价格策略是影响农户生计脆弱性的重要因素。

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。

基于融合影响因素PSO-Prophet模型的农产品价格预测

为了提高价格预测的准确度,在Prophet模型中融入了消费者物价指数(CPI)和经济政策不确定性指数(EPU)等影响因素,并使用粒子群算法优化参数。利用国际大蒜贸易网中的日价格数据,将该方法应用于山东省大蒜的价格预测。结果表明,融合影响因素的PSO-Prophet模型大蒜价格预测结果的平均绝对误差(MAE)、平均绝对百分比误差(MAPE)和均方根误差(RMSE)比Prophet模型分别降低了82.88%、82.86%和77.49%。融合影响因素的PSO-Prophet模型可以有效提高预测精度。

经济政策不确定性、金融化与农产品期货价格

基于大宗商品金融属性视角,选取2014年1月至2023年10月的月度数据,构建了大宗商品金融化指数,采用BDS检验、DCC-MGARCH模型及TVP-VAR模型,对经济政策不确定性冲击下农产品期货价格的动态演变关系及其传导机制展开研究。研究表明:在面对经济政策不确定性冲击时,农产品期货价格表现出明显的非线性时变波动特征,其中大宗商品金融化是经济政策不确定性影响农产品期货价格波动的重要传导机制。

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。