【作者】 何蒲明；

【导师】 王雅鹏；

【作者基本信息】 华中农业大学 ， 农业经济管理， 2009， 博士

【摘要】 近年来,随着中国市场经济的发展和粮食体制改革的加快,特别是由于国际粮食形势风云变幻,粮食安全问题日益成为政府进行宏观决策所必须考虑的重要因素之一。粮食安全问题涉及的工作主要包括三项:一是国内的粮食生产和供给,二是国内的粮食储备和轮换,三是粮食的进出口调剂。粮食生产周期长,受自然条件和市场影响大,从而造成粮食生产和价格的波动性。目前的粮食流通体制容易造成粮食供求的结构性矛盾。中国储备粮吞吐机制不灵活,宏观调控效率低,在一定程度上会人为造成供求失衡。随着中国农产品市场开放度不断提高,中国的粮食贸易也面临着较大的风险。而期货市场以其独特的经济功能,在维护粮食安全方面能够发挥其特殊的作用。从最近五年的几个中央一号文件和“十一五”规划中可以看出,国家一直非常重视粮食安全问题和农产品期货市场的发展。论文在前人研究基础上,以蛛网理论、仓储理论、套期保值理论、波动理论、要素禀赋理论、经济全球化理论为理论框架,以完善农产品期货市场为手段,以保障国家粮食安全为研究日标,围绕影响粮食安全的有关因素,采取理论分析与实证分析、宏观分析与微观分析相结合的方法,研究粮食安全与农产品期货市场的关系,回答了在粮食购销市场化的环境下,如何在稳定粮食生产和粮食价格、完善粮食流通体制和国家粮食储备制度、改善粮食国际贸易、增加农民收入、提高政府宏观调控的能力等方面,进一步发挥农产品期货市场的经济功能,为保障粮食安全提供一个新的角度和思路。论文的主要内容和结论如下:(1)综合有关学者的研究成果,运用5个粮食安全的评价指标对中国粮食安全的基本状况进行分析。结合农产品期货市场的经济功能和粮食安全指标,对粮食安全与农产品期货市场的关系进行分析。(2)运用Cox-Stuart趋势检验对我国粮食产量及其播种面积的变化进行检验,发现我国粮食产量总体上呈上升趋势,但播种面积呈下降趋势。通过对粮食生产波动的横向比较和纵向比较发现,粮食生产波动具有不稳定性,多数年份的波动系数超过了2%,但市场化改革后粮食生产波动的强度要低于改革前的水平。在四大粮食品种中,稻谷对粮食总产量的贡献最大,而且稻谷产量的变动对粮食总产量变化的影响也最大。通过对粮食价格波动的横向比较和纵向比较发现,粮价指数波动幅度大于其他相关价格指数,而且市场化改革后粮食价格波动的强度要高于改革前的水平。粮食价格与粮食产量存在着长期稳定的均衡关系,互为格兰杰原因,但产量变化对价格变化的影响要大于价格变化对产量变化的影响,产量的变化往往滞后于价格的变化,具有发散型蛛网的特征。构建了一个基于改进型的蛛网理论分析框架,解释了期货市场机制减缓粮食现货市场价格和产量绕均衡点波动的机理。(3)通过对中国粮食流通体制改革进程的回顾发现,改革对粮食期货市场的发育产生了重要影响。改革虽然进程曲折,但始终坚持了市场化的方向,而且改革一直贯穿着粮食安全这条主线。我国粮食购销市场化改革取得了一定的成效,但也面临着一些问题,而利用期货市场可以进一步完善粮食购销市场化改革。由于粮食物流体系水平是决定粮食流通能力的主要因素之一,成为制约粮食安全的重要因素,而发展粮食期货市场有助于构建现代粮食物流体系。(4)虽然中国粮食储备管理取得了一定成绩,但在现货市场进行储备粮的运作存在较大的风险,而且通过分析粮食储备与粮食价格的关系,发现储备粮在平抑市场粮价波动方面的效果不是很显著,存在一定程度的“逆向操作”现象,而利用农产品期货市场可以降低储备粮运作风险,提高运作效率。(5)论文通过考察中国粮食贸易的地位,分析中国合理利用国际市场解决粮食安全问题必要性和可行性,并结合粮食进出口企业对外贸易面临的风险和全球商品定价机制,对粮食定价权的缺失对中国粮食安全造成的影响进行了分析。通过以小麦为例,对国内外农产品期货市场关系进行实证研究后,进一步证实中国缺乏定价权。所以,论文认为应进一步完善农产品期货市场,建立主要粮食品种的价格形成中心,提高我国在国际粮食市场中的定价权和话语权,协调粮食内外贸易政策,利用国际粮食期货市场,改革粮食储备体系,规避粮食贸易风险,建立新的粮食安全预警体系,发展大粮商,利用期货市场在国际上谋求国家粮食安全。(6)目前实施的粮食直补对于促进农民增收的作用很小,粮食安全与农民增收存在一定“矛盾”,而期货市场不失为协调二者的新思路。但农户利用期货市场存在诸多制约因素,目前中国农民主要是间接利用期货市场。(7)论文提出了利用农产品期货市场保障粮食安全的一系列建议,包括加大期货知识宣传和普及力度,培植农产品期货市场主体,扩大农产品期货品种和规模,建立健全现、期货市场信息发布和传递制度,积极稳妥地扩大期货市场的对外开放和国际化程度,加强期货市场与现货市场关联度。这些建议对于在粮食购销市场化改革的环境下,全球经济一体化的背景下,稳定中国粮食生产与价格,完善粮食流通体制,通过储备粮运作效率,合理利用国际粮食市场,增加农民收入具有十分积极的现实意义。更多还原

【Abstract】 In recent years, with the development of market economy in China and the accelerating pace of food system reform, especially because of the changeable international food situation, issues on food security become one of the important factors that the government must consider when makes macro decisions. Issues on food security mainly involve three aspects: one is the domestic food production and supply, the second is domestic food reserves and rotation, the last is the regulation of food import and export. Food production cycle is long and easy to be affected by natural conditions and market changes, which results in the volatility of food production and price. The current circulation system of food is easy to cause the structural contradiction of food supply and demand. The handling mechanism of food reserves in China is lack of flexiblity, and the efficiency of macro-controlling is low, which causes to some extent distortions in food supply and demand. With the further opening of agricultural market, food trade of China is also facing greater risk. The futures market which has unique economic functions can play a special role in the maintenance of food security. The several no.1 files and eleven plannings in recent five years show that China has been paying seriously attention to the food security issues and the development of agricultural futures market.Based on the previous studies, the dissertation employs various theories as the theoretical framework which includes theories of cobweb, warehousing, hedging, volatility, factor endowments and economic globalization. In the dissertation, ensuring the national food security is analysed as the research target and improvement of agricultural futures market as a method. By considering the various relevant factors affected food security and using combined methods of theoretical, empirical, macro and micro analysis, the dissertation analyses the relationship between food security and the agricultural product futures market, and explains how to furtherly exploit the economic functions of agricultural futures market under the market environment of food purchasing in order to stabilize food production and prices, to improve food circulation system, state food reserves system and food international trade, to increase the farmers" income, and to improve the ability of government’s macro-regulation. The study in this dissertation provides new ideas and a new perspective to ensure food security. The main content and conclusions of the dissertation are as follows:Firstly, based on comprehensive related research, the dissertation use five evaluating indicators of food security to analyse the basic conditions of food security in China and analyses the relationship between food security and agricultural futures market by combining the economic functions of agricultural futures market and the evaluating indicators.Secondly, by using Cox - Stuart tendency test for the food production and cultivated area it is found that the overall tendency of food production in China is on the rise, but the cultivated area is declining. The transverse and longitudinal comparison of the food production fluctuation discovers that the fluctuation of food production is instable, and in most of years the coefficient of fluctuation is over 2%, but the intensity of fluctuation after the marketization reform is lower than that before the marketization reform. Among the four varieties of food, the greatest contribution to the total food output is rice, which also has the largest influence on the changes of total food output. Based on the transverse and longitudinal comparison of food price fluctuation, it is discovered that the fluctuation range of food price index is higher than that of other relevant price indexes, and after marketization reform the intensity of food price fluctuation is higher than before. There is a stable equilibrium relationship and mutual granger causality between food price and food output, however, the output changes have a greater influence on price changes than that of the price changes on output changes, the variation of output often lags behind price changes and has the characteristics of divergent cobweb. A improved theoretical framework of the cobweb is constructed to explain the mechanism that the futures market slows the volatility of food price and output in actual market around the equilibrium point.Thirdly, based on review on food circulation system reform in China, it is discovered that the reform has produced important influence on the development of food futures market. Although the reform experienced a zigzag process, the marketization direction of reform has been insisted, and the food security is the main line of the reform. China has made some achievements about marketization reform of food purchasing, but also faces with some problems, and exploiting futures market can furtherly perfect the marketization reform of food purchasing. Because the level of food logistics system is one of the decided factors of food circulation ability, food logistics system becomes the main factor that restricts food security, and the development of food futures market is helpful to construct modern food logistics system.Fourthly, Although China has made certain achievements in food reservess management, the operation of food reservess in the actual market exists great risk, and through the analysis of relationship between food reservess and food prices, it is found that there is not very significant effect in leveling fluctuation of food market prices by food reservess, and to a certain extent, there exists the phenomenon of reverse operation. Using agricultural futures market can reduce operating risks and improve the operation efficiency of food reservess.Fifthly, through the analysis of the food trade status of China, the dissertation analyses the necessity and feasibility of exploiting international market reasonably to solve food security problems. Considering the risks that the enterprises engaging in food importing and exporting trade face with and global commodity pricing mechanism, the dissertation analyses the influence of lackness of pricing right on food security in China. The dissertation takes wheat as an example and empirically studies the agricultural futures market at home and abroad, and furtherly confirmes the lackness of pricing right for China. Therefore, the dissertation argues that we should perfect agricultural futures market, establish pricing mechanism centre of key food varieties, enhance the pricing right and the right to speak in the international food market, coordinate trade policies, exploit international food futures market, improve food reserves system, avoid food trade risk, establish new pre-warning system of food security, develop large dealers, use futures markets in international markets for the national food security.Sixthly, the direct food subsides currently implemented have a little effect to promote farmers’ income, and there exists certain contradiction between food security and farmers’ income, and the futures market is a new method to coordinate the contradiction. However, there are many factors that restrict the use of futures market by farmers, currently farmers in China use futures market indirectly.Seventhly, the dissertation proposes a series of proposals about using agricultural futures market to ensure food security.These proposals include popularizing knowledge on futures market, cultivating bodies of agricultural futures market, expanding the scale and varieties of agricultural futures, establishing and perfecting information releasing and transfering system in the futures market and actual market, actively yet prudently enhancing the degree of opening-up and internationalization in the futures market, strengthening the degree of association between the futures market and actual market. In the environment of marketization reform of food purchasing and under the background of global economic integration, the proposals have positive significance for the stability of food production and price in China, perfection of food circulation system, improvement operating efficiency of food reserves, reasonable utilization of the international food market and increasing farmers’ income.更多还原