【作者】 赵辛；

【导师】 彭珏；

【作者基本信息】 西南大学 ， 农业经济管理， 2013， 博士

【摘要】 本论文是关于我国鲜活农产品供应链价格风险生成机理与管理机制的研究。研究的基本思路是：在借鉴前人理论研究成果和相关理论的基础上,结合我国鲜活农产品生产、流通和消费的实际,基于整体供应链风险管理的视角,系统地充实和完善了鲜活农产品供应链价格风险管理的概念框架。在该概念框架的统领下,以发达国家鲜活农产品供应链价格风险管理经验为标准,对比分析了我国鲜活农产品供应链价格风险问题的特征,并通过定量分析发现了缺少供应链核心环节和缺乏有效供应链制度安排是价格风险问题形成的根源。针对问题的根源并结合我国国情,设计了以建设全国公益性鲜活农产品电子批发市场为基础、以创新鲜活农产品中远期现货嵌入式期权合约为手段、以缔造鲜活农产品供应链金融体系为保障的鲜活农产品供应链协同价格风险管理机制。最后,以促进鲜活农产品供应链协同价格风险管理机制真正发挥作用为目标,提出了相应的政策建议。1.论文的主要内容本论文的研究内容从结构上可分为理论研究、问题分析、风险生成机理研究、风险管理机制研究和政策建议五大部分。(1)理论研究。在综合应用价格理论、交易成本理论、供应链管理理论、供应链风险管理理论、供应链金融理论和决策理论的基础上,针对本论文研究问题进行概念化的概念框架设计。(2)问题分析。通过鲜活农产品供应链价格风险管理的国际比较以及我国鲜活农产品供应链的价格风险管理历程回顾,并运用统计数据分析了目前存在的问题特征和表现。(3)风险生成机理研究。实证分析了我国鲜活农产品供应链价格风险生成的主要因素和传导效应,揭示了其价格风险的生成机理。(4)管理机制研究。根据理论与实证分析,结合我国的国情,构建了基于鲜活农产品供应链结构优化的价格风险管理模式,设计了基于鲜活农产品供应链金融的协同价格风险管理机制。(5)政策建议。根据本文研究的结论和以促进鲜活农产品供应链协同价格风险管理机制真正发挥作用为目标,从宏观、中观和微观三个层面提出了相应政策建议。2.论文的基本结论(1)我国鲜活农产品供应链价格风险较大,供应链价格风险管理问题突出我国粮食价格波动的方差仅为8.10144,而生猪格波动方差为27.95795,价格波动剧烈程度是粮食的3.5倍。总体来看,大部分人们日常生活中消费最多的鲜活农产品的价格波动剧烈程度都是粮食价格波动剧烈程度的2倍左右。同时,我国鲜活农产品供应链价格风险大,这也暴露出风险管理方面存在着批发市场未发挥应有功能、订单契约形同虚设、价格剧烈波动难以调控、流通费用居高不下、供应链利益分配严重扭曲五个最为突出的问题。(2)实证研究表明,我国鲜活农产品供应链价格风险大的主要生成因素是交易成本实证分析表明,交易成本对我国鲜活农产品价格波动的影响都较高,除开肉禽和禽蛋的交易成本影响在20%左右外,蔬菜、水果、水产品、鲜奶等的交易成本影响都超过了40%。交易成本对大部分鲜活农产品的影响都是对粮食影响的2倍左右,这正好能解释为什么大部分鲜活农产品的价格波动剧烈程度是粮食价格波动程度的2倍左右。(3)生产和零售价格指数波动相互传导效应的三区制阀值协整分析表明,缺少供应链核心环节和缺乏有效供应链制度安排导致的双重边际效应和牛鞭效应是产生高额交易成本的根源蔬菜、禽蛋、肉禽、水产品、水果、鲜奶六大类鲜活农产品综合生产价格指数波动和综合零售价格指数波动的三区制阀值协整分析表明,蔬菜的中区间样本比率为66.7%、水产品为62.9%、水果为54.3%、鲜奶为30.6%、禽蛋为25.7%和肉禽为16.7%。由于中间区制里的两个样本时间序列之间不是协整关系而是随机关系,这就说明我国大多数种类的鲜活农产品供应链正常的市场价格波动传导效应较小,而缺少供应链核心环节和缺乏有效供应链制度安排导致的双重边际效应和牛鞭效应等人为因素产生的高额交易成本形成了较大的阀值区间,导致生产和零售价格指数有较大比率的样本位于阀值区间之内。(4)构建全国公益性鲜活农产品电子批发市场作为供应链的核心环节,既能优化我国鲜活农产品供应链结构,又能解决我国鲜活农产品总体供需均衡而局部供需失衡导致的价格风险我国疆域辽阔而且自然环境和地形地貌复杂,人口众多又分布零散导致消费极为分散,联产承包责任制决定生产非常分散,使得传统以批发市场、零售商等作为核心节点的供应链结构并不适合我国的实际国情。因此,本文提出结合现代信息技术、电子商务、第三方专业物流和现有实体批发市场来建设全国公益性鲜活农产品电子批发市场,并以此作为我国鲜活农产品供应链的核心环节,这不但能减少投入、增加信息对称程度、降低交易费用、减少流通耗损,而且还能促进我国鲜活农产品的跨区域流动,有效解决鲜活农产品总体供需均衡而区域局部失衡的问题。(5)以全国公益性鲜活农产品电子批发市场为依托的鲜活农产品中远期现货嵌入式期权合约既能取代目前多种订单契约,又能更有效地分散和规避鲜活农产品价格风险以全国公益性鲜活农产品电子批发市场为依托,通过对该市场上交易的中远期现货合约嵌入期权而形成鲜活农产品中远期现货嵌入式期权契约,并对该期权价格采用时间弹性期权费用定价机制,使得该嵌入式期权合约既具有中远期现货合约的特点又具有期权合约的特点。购买者的嵌入式期权合约虽然不能转让,但可以根据自己的资源禀赋和风险偏好选择合适时机退出并重新优化配置自己的资源。另外,嵌入式期权合约还在解决合约卖出者的生产或购买资金压力、订单融资、引导鲜活农产品按标准生产等方面具有重要作用。(6)以全国公益性鲜活农产品电子批发市场作为组织者和协同管理者构建鲜活农产品供应链金融体系,能有效增加供应链的协同风险管理能力和进一步凸显供应链的协同效应全国公益性鲜活农产品电子批发市场不但是供应链的核心环节,而且是信息流、资金和物流的流转中枢,因此有能力通过引入社会资金而构建以电子批发市场为组织者和协调管理者的供应链金融体系,从而从根源上解决鲜活农产品供应链因资金不足导致的季节性价格风险、陷入蛛网模型困境的周期性价格风险和因机会主义与投机心理造成的各种人为价格风险。这对于拓展我国鲜活农产品供应链的融资渠道、加深供应链参与者之间的协同程度、增强整个供应链的价格风险管理能力、保障鲜活农产品供应链的健康发展、减少鲜活农产品最终零售价格波动、稳定宏观经济发展和保持社会稳定都具有重要意义。3.论文的创新点(1)充实和完善了基于整个供应链视角的鲜活农产品供应链价格风险形成与风险管理分析框架本论文以鲜活农产品生产、流通和消费的动态不确定性出发点,基于整个鲜活农产品供应链的视角,以非市场风险因素形成的交易成本为主要逻辑线索,充实和完善了系统分析鲜活农产品供应链价格风险形成机理和风险管理机制的概念框架。相对于前人仅基于鲜活农产品供应链某个具体环节分析其价格风险而言,更能准确把握鲜活农产品供应链的价格风险形成机理和设计出更完善的风险管理机制,而且这种分析方式更具普适性,能应用于其他供应链价格风险管理之中。(2)实证研究发现了导致鲜活农产品供应链价格风险大的主要成因是缺少供应链核心环节和缺乏有效供应链价格风险管理制度安排而导致的交易成本过高鲜活农产品供应链价格风险的成因问题是近年来我国社会各界广为争议的话题,本文通过定量的分析方法,发现了导致其价格风险大的根源是我国鲜活农产品供应链缺少供应链核心环节和缺乏有效供应链价格风险管理制度安排。这为鲜活农产品价格风险成因争议形成共识、为我国政府制定鲜活农产品价格调控政策提供了较为可信的理论基础。(3)构建了以建设全国公益性鲜活农产品电子批发市场为基础、以创新鲜活农产品中远期现货嵌入式期权合约为手段、以缔造供应链金融体系为保障的协同价格风险管理机制本文设计的鲜活农产品供应链价格风险管理机制是以建设作为供应链核心环节的全国公益性鲜活农产品电子批发市场为基础,以创新鲜活农产品中远期现货嵌入式期权合约为手段、以缔造供应链金融体系为保障进行协同价格风险管理。本文设计的鲜活农产品供应链价格风险管理机制相对于前人提出的机制或对策有两点优势,第一就是更注重从供应链自身的实际情况进行价格风险管理,即更注重风险管理的可行性和可操作性,第二是更注重从供应链的全局视角进行协同价格风险管理,即从整体上进行价格风险管理而不是只考虑某个供应链环节,这就增加了该创新价格风险管理机制的适应性和实用性。4.论文的政策建议(1)宏观层面的政策建议①建立保障鲜活农产品高效流通的公益性基础设施和流通相关配套设施的财政扶持政策。包括财政扶持鲜活农产品电子批发市场完善自身的基础设施政策和财政拨款建设与电子批发市场合作的实体批发市场保鲜库房与物流设施政策；②建立和完善鲜活农产品生产与流通的补贴、税收、金融与保险制度。包括完善鲜活农产品生产、流通的补贴政策和消费者高价格消费的补贴政策,生产与流通的免税或减税政策,以及建立强制鲜活农产品保险制度等；③完善鲜活农产品的相关法律法规。尽快出台我国的批发市场法,并完善生产与流通中的相关法规以增强法规的可操作度。(2)中观层面的政策建议①建立健全鲜活农产品质量安全标准体系和市场准入机制。包括建立健全鲜活农产品质量等级标准、安全标准体系、市场准入机制等；②完善鲜活农产品市场行情监测预警制度。重点完善信息监测统计、市场信息服务、市场分析预警、市场运行调控和生产者经营能力培育等五项基础制度。(3)微观层面的政策建议①尽快完善新型职业农民培养机制。首先要有关于农民的社会与经济政策顶层设计；其次要完善新型职业农民培育的相关体系；第三,要有向农民倾斜的社会经济地位保障制度;最后,要把新型职业农民培养作为鲜活农产品供应链中的一个环节对待；②继续大力完善和推进农民合作社组织。在我国进一步建设农民专业化合作社组织的过程中,要从政策上促使农民专业合作社组织完全融入供应链之中,这主要表现为鲜活农产品的市场准入制度和利用供应链金融进行融资或获取其他金融服务方面的市场化引导。更多还原

【Abstract】 The dissertation focuses on the price risk formative mechanism and management of fresh agricultural products supply chain. The basic train of thought of the research is as follows:by studying precursors’research and China’s producing, circulating and consuming reality of fresh agricultural products, this dissertation systematically constructs the theory frame of the price risk management based on the management of whole supply chain. Led by the frame, this dissertation makes the comparison between the domestic and overseas price risk management of supply chain, revealing the existing problems as well as the characteristics of these problems. Basing on the positive analysis of the root of the existing problems and the main influence factors of the price risk of fresh agricultural products, this dissertation further studies the management mechanism, adjusting and controlling pattern and policy measures for the price risk of fresh agricultural products supply chain.Contents of the DissertationThis dissertation is structurally composed of five parts:theory study, problem analysis, generation and governance mechanism researches and policy application.1. Theory study. Basing on Price Theory, Transaction Costs Theory, Supply Chain Management Theory, Supply Chain Risk Management Theory, Supply Chain Finance Theory and Decision Theory, this dissertation designs the theory frame for the price risk management of fresh agricultural products supply chain.2. Problem analysis. Through the international comparison and reviewing the history course of the price risk management, this dissertation uses statistics to analyze the presentation form of the existing problems.3. Generation mechanism research. By quantitatively analyzing the main influential factors and the conduction effects of the price risk, this dissertation studies the generation mechanism of the price risk.4. Governance mechanism study. According to the results of the prior studies, this dissertation constructs a pattern of the price risk management to optimize the supply chain structure, designs a governance mechanism companying with supply chain finance.5. Policy application. Basing on the research conclusions, this dissertation puts forward some policy recommendations on macroscopic, meso and microscopic levels.Conclusion of the Dissertation1. China’s fresh agricultural products supply chain is facing greater price risk. And the governance problems of price risk are very prominent. The most prominent problems include wholesale market’s failing in playing the due function; the breach of the order contract; difficulty in controlling price’s intense fluctuation; the increasing circulation expense and the unfairness in allocating supply chain profit.2. The positive analysis shows that with the degree of about40%, transaction cost is the most influential factor in fresh agricultural products supply chain.3. The three district threshold co-integration analysis of the fluctuation conduction effects between Producer Price Index and Retail Price Index shows that, the double marginalization and the bullwhip effect, caused by the omission of the core tache in supply chain and the insufficiency of rational institutional arrangement, are the roots of high transaction cost.4. China’s national condition calls for the construction of the fresh agricultural products electronic wholesale market with national welfare, taking it as the core tache of the supply chain. It can not only optimize the supply chain structure, but also govern the price risk caused by the overall supply and demand equilibrium and the partial supply and demand imbalance of fresh agricultural products.5. Basing on the fresh agricultural products electronic wholesale market with national welfare, the long-term spot contract embedded with option can not only replace the current various order contracts, but also effectively disperse and evade the price risk of fresh agricultural products.6. The supply chain finance system for fresh agricultural products, taking the electronic wholesale market as organizer and collaborative administrator, can enhance the collaborative risk management capability and further highlight the synergy effect of supply chain.Innovation of the Dissertation1. This dissertation enriches and perfects the theory analyzing frame for the generation and governance of price risk of fresh agricultural products supply chain.2. The positive analysis shows that the main reason for high price risk for fresh agricultural products supply chain lies in the high transaction cost caused by the omission of the core tache in supply chain and the insufficiency of rational institutional arrangement.3. This dissertation puts forward a collaborative governance mechanism for the price risk of supply chain--taking the fresh agricultural products electronic wholesale market with national welfare as the core tache of the supply chain, the innovative long-term spot contract embedded with option as tool, and the supply chain finance system for fresh agricultural products as a guarantee.Policy Recommendations of the Dissertation1. Policy recommendations on macroscopic level1) to set up financial supporting policy to guarantee the basic and supporting facilities for the public circulation of fresh agricultural products;2) to establish and perfect the subsidy, tax and insurance system for the production and circulation of fresh agricultural products;3) to improve the relevant laws and regulations for fresh agricultural products.2. Policy recommendations on meso level1) to establish and perfect the quality safety standard system of agricultural products and market access mechanism; 2) to improve the monitoring and early-warning system for market condition.3. Policy recommendations on microscopic level1) to enhance the training of professional farmers;2) to improve and promote the development of the farmer cooperative organizations.更多还原