【作者】 刘学文；

【导师】 胡小平；

【作者基本信息】 西南财经大学 ， 农业经济学， 2014， 博士

【副题名】基于完善农业风险管理体系的视角

【摘要】 随着市场化和国际化进程的加快,我国农业生产和经营过程中所涌现出来的风险就越来越多也越来越复杂,为了促进我国农业发展稳定农户收入,对农业风险进行合理规避就显得非常重要。对农业风险进行管理,首先要有一套行之有效且具有持续性的风险管理体系,目前我国农业风险管理虽然取得了一定的成绩,但在完善的风险管理体系建设方面和发达国家相比还存在一定的差距,存在管理效率低下和资源浪费等问题。在这种情况下,对我国农业风险管理体系的现状进行分析并在此基础上提出构建完善的风险管理体系对稳定我国农业发展增加农户收入意义重大。本文以经济学中的信息缺陷理论、市场干预理论和市场政府分工理论为基础,并结合管理学、统计学等相关知识为主要分析工具,按照提出问题——分析问题——解决问题的思路,在研究分析国内外同领域内研究成果的基础上,对我国现存的农业风险管理现状进行了剖析,并借鉴农业风险管理先进国家的经验,分析不同风险管理工具的功能作用,同时用实地调研的方法分析了我国农户在风险识别、风险决策等方面的情况,最后分别从宏观和微观层面对构建和完善我国农业风险管理体系进行了思考。具体来说,主要研究内容有以下几个部分：第一部分为研究基础,包括第1章和第2章。第1章结合农业发展的重要性和农业过程中所面临的风险提出了研究背景,阐述了研究意义。结合目前国内外的研究现状和研究进展,阐述了研究内容和创新及不足。第2章是理论基础,从农业风险与农业风险管理基本理论入手,从风险的定义及特征出发,介绍了风险的分类以及农业风险的特征及分类,同时从信息缺陷理论和市场干预理论的角度阐述了农业风险管理的重要性和立足点,最后从理论的角度证明了农业风险管理的主体是农户。第二部分为经验介绍,包括第3章和第4章。第3章主要分析了我国农业风险管理体系的经验,从历史发展的角度阐述了中国农业风险管理体系的历史沿革、发展现状,并主要从问题的角度对我国现存的农业风险管理体系进行了绩效评价。第4章主要分析了以美国和日本为代表的农业风险管理发达国家的具体做法,主要关注这些国家农业政策、农业保险以及农业期货的做法,并从风险管理体系建设的角度考察了这些国家的做法对我国的借鉴意义。第三部分为实证研究,包括第5章和第6章。在第5章,我们把农业风险分成了自然风险和市场风险,在实证研究时也是以规避不同风险的商业工具为主,分析了农业保险和再保险、天气衍生品和农产品期货在农业风险管理中的具体作用。对农业保险首先运用经济学分析方法,随后以我国农业保险公司为例模拟分析了标准农业再保险在中国的可能运用；对天气衍生品的分析主要采用经济学的分析方法,因为对中国来说天气衍生品的发展较大程度还停留在理论阶段,分析中运用的具体方法是期权定价模型,用数理推演的角度来分析天气衍生品在农业风险管理中的作用；对农业期货的分析主要采用的是理论分析和经济学分析相结合的方法。第6章采用了实地调研的方法,并综合实证研究的方法验证了不同风险管理工具的现实作用和理论作用,本章首先考察了我国农户在农业生产和经营过程中对农业风险识别、农业风险管理决策等方面的做法,其次用模拟分析的方法验证了不同场景下农业风险管理的实际效果。第四部分为政策建议,即第7章。构建中国健全的农业风险管理体系需要各方面的共同努力,首先,鉴于农业发展的重要性及农业风险韵特殊性,政府必须积极参与其风险管理工作；其次,不管是政府支持还是各种风险管理工具的应用,最终的目的都是为了使得农户的收益最大损失最小,所以要在体系构建的过程中树立农户的主体作用；第三,现阶段农业保险的发展很不理想,而农业保险的潜在需求是巨大的,需要各方面共同努力加强农业保险在农业风险管理的作用；第四,天气衍生品被国际经验证明是规避农业自然灾害风险有效的工具,在我国的发展却一直处于萌芽期,需要逐步开展,以应对逐步多样化的农业风险。最后,对其他国际上比较流行且比较先进的农业风险管理工具,我们要采取吸取精华为我所用的态度。第五部分为研究结论,即第8章。结论主要从宏观层面和微观层面展开分析,宏观层面,我国对农业风险目前以规避为主,缺乏对农业风险管理的主动思维,现阶段我国农业风险管理体系已经初步构建,应对农业风险已经具备一定的能力,农业保险等其他农业风险管理的市场工具已经发展起来,现阶段也具备了开发天气衍生品的条件；微观层面,我们认为年龄、性别、受教育程度、耕作情况、生产情况、政策认知等情况的不同对农户农业风险认知和风险管理策略的选择是不同的。随后,文章相应的从宏观层面和微观层面对完善我国农业风险管理体系工作进行了思考,宏观层面,出台相关法律、设置专门的农业风险管理机构是基础,同时要做好政策补贴工作,鼓励发展农业保险和农产品期货市场,同时应该建立完善的农业信息服务体系；微观层面,要求农户提高自己的文化素质和生产技能,关注农业生产信息,学习运用农业风险管理工具,结合实际情况合理规划农业生产行为和风险管理行为。本文的创新之处主要体现在以下三个方面：(1)对中国农业风险管理体系进行全方位的梳理,并提出了构建一个发挥以农户为风险管理主体作用、并由政府牵头运行的一个行之有效而又具有可持续性的农业风险管理体系。有效防范并化解农业风险必须要有完善的农业风险管理体系,本文首先从理论的角度分析了完善的风险管理体系所需具备的要素,其次从历史的角度阐述了我国农业风险管理体系建设的现状,最后从全局的角度分析了农业风险管理体系建设的落脚点,即注重农户的主体作用、最优化政府政策,同时有效利用市场化的风险管理工具。从研究的视角来看,实现了创新。(2)从实证的角度验证了市场工具在农业风险管理中的作用,并重点研究了天气衍生品的原理及其合同设计。在政策有效的背景下,充分发挥市场风险管理工具的作用是完善农业风险管理体系的必然选择,本文分别分析了农业保险、天气衍生品和农产品期货的理论作用和实际作用。如果把农业生产和经营风险分为自然风险和市场风险,农业保险可以防范自然风险,农产品期货可以防范市场风险,关于这两种风险管理工具的研究也最多。然而,不管是农业保险还是农产品期货,关注的都是那些概率小而风险大的农业风险,对那些农户较为关注的发生概率大损失可能性比较小的农业风险,只有天气衍生品才能有效防范,但目前国内对天气衍生品的分析还只建立在简单介绍上,本文从理论和实践的角度,用实证分析的方法验证了天气衍生品在农业风险管理中的作用,并分析了天气衍生品的产品设计历程,实现了研究内容上的创新。(3)用实地调研和模拟分析的方法,确定了在我国现存农业风险管理体系下能够使得农户收益最大化的风险管理策略组合。规模化生产和技术化生产是我国农业发展的趋势,因此本文以规模化和技术化生产特点较为突出的新疆生产建设兵团为实地调研对象,对当地农户的风险意识、风险识别、风险管理决策进行了分析,并运用目前较为流行的MOTDA模型模拟分析了此地农户在不同风险管理策略下的收益情况,最后确定了能够使得农户收益最大化的风险管理策略组合。另外,通过对国际经验的分析,我们发现在农业风险管理体系建设中,较为重要的是要确立专门的风险管理主管机构,这对我国农业风险管理体系建设具有借鉴意义。更多还原

【Abstract】 With the speeding up of the marketization and internationalization, our country has emerged in the process of agricultural production and operation risk is more and more is becoming more and more complex, in order to promote the agricultural development of our country peasant household income stable, it’s extremely important to reasonable agricultural risk aversion. Of agricultural risk management, the first to have a set of effective and continuous risk management system, at present our country agricultural risk management has made certain achievements, but in terms of perfect risk management system construction compared with developed countries there is still a big gap between the, some problems such as low efficiency of management and resource waste. In this case, analyze the current situation of the agricultural risk management system in our country and on the basis of perfect risk management system is proposed to stabilize the agricultural development of our country is of great significance to increase farmers income.Defects based on the economics of information theory, government intervention theory and market division of labor theory, combining with the knowledge of management science, statistics, etc as the main tool of analysis, according to ask questions-analysis problem-to solve the problem in the research and analysis, on the basis of domestic and foreign research results with the field of agriculture of our country’s existing risk management present situation has carried on the analysis, and based on the experience of the advanced countries in the agricultural risk management, analyses the functions of different risk management tools, and use the method of field research analyzes the farmers in the aspects of risk identification, risk decision, finally respectively from the macro and micro level to build and perfect the agricultural risk management in China. Specifically, the main research contents are the following several parts:The first part is the research basis, including chapter1and2. Chapter1in combination with the importance of agricultural development and agricultural risks in the process of put forward the research background, research significance is expounded. Combined with the current research status and research progress both at home and abroad, this paper expounds the research content and the innovation and inadequate. Chapter2is the theoretical basis, from the basic theory of agricultural risk in agricultural risk management, this paper starting from the definition and characteristics of risk, this paper introduces the features and classification of risk classification, and agricultural risk, at the same time, from the Angle of information defect theory and the theory of market intervention, expounds the importance of agricultural risk management and the foothold, finally from the perspective of the theory proved that the main body of agricultural risk management is a farmer.The second part introduce experience, including3and chapter4. Chapter3mainly analyzes the experience of agricultural risk management system in our country, from the Angle of historical development, this paper expounds the evolution of China’s agricultural risk management system, the historical development of the status quo, and mainly from the Angle of the temperature of agricultural risk management system of our country’s existing performance evaluation. Chapter4mainly analyses the agricultural risk management represented by the United States and Japan the practice of developed countries, focusing on the national agricultural policy, the practice of agricultural insurance and agricultural futures, and examined from the perspective of risk management system construction of the practice of these countries for our reference.The third part is the empirical research, including chapter5and chapter6. We put the agricultural risk is divided into the natural risk and market risk, when the empirical also is give priority to avoid the risk of different business rules, analyzes the agricultural insurance and reinsurance, weather derivatives and futures in agriculture as the role of risk management of agricultural products. To the agricultural insurance first using economic analysis method, then in our country agricultural insurance company, for example simulation analysis of the standard of agricultural reinsurance in China may apply; On the analysis of weather derivatives mainly adopts the analysis methods of economics, because the development of weather derivatives for China is largely at the theoretical stage, the analysis of the specific method is the option pricing model, using the perspective of mathematical deduction to analyze the role of weather derivatives in agricultural risk management; The analysis of agricultural futures mainly adopts is the combination of theoretical analysis and economic analysis of the method. Chapter6with the on-the-spot investigation method, and empirical research method to verify the reality and the theory of the role of different risk management tools, this chapter examines the first farmers in our country in the process of agricultural production and management of agricultural risk identification, risk management decision-making, etc, and verified by simulation analysis of methods under different scenarios, the actual effect of agricultural risk management.The fourth part is the policy recommendations, namely chapter7. Build China sound agricultural risk management system needs the joint efforts of all aspects, first of all, given the importance of the agricultural development and the particularity of agricultural risks, the government must actively participate in its risk management work; Secondly, government support and application of risk management tools, the ultimate goal is to enable farmers benefit maximum loss minimum, so need to system construction in the process of establish the principal role of farmers; Third, at present the development of agricultural insurance is not very ideal, and the potential demand of agricultural insurance is huge, need various aspects work together to enhance the role of the agricultural insurance in agricultural risk management; Fourth, weather derivatives by the international experience circumvent the risk of agricultural natural disaster proved to be effective tools, in the development of our country has been in the bud, the need to develop, in response to the gradually diversified agricultural risk. Finally, relatively popular and comparison to other international advanced agricultural risk management tools, we want to absorb the essence of our own attitudes.The fifth part as the research conclusion, that is, chapter8. Conclusion is mainly from the macro level and micro level analysis, the macro level, the risk to agriculture in our country at present give priority to in order to avoid, the lack of agricultural risk management initiative thinking, agricultural risk management system has been constructed in our country at present stage, response to agricultural.risk has have a certain ability, agricultural insurance, and other agricultural market risk management tools have been developed, the present stage also have the requirement of the development of weather derivatives; Micro level, we believe that age, gender, level of education, cultivation, production situation and policy cognitive situation of different for farmers agricultural risk awareness and risk management strategy choice is different. Then, the article from macro level and micro level on the direction of the wind consummates our country agriculture management system work thinking, the macro level, a relevant laws and set up the special agricultural risk management mechanism is the foundation, at the same time to do a good job subsidy policy, encourage the development of agricultural insurance and agricultural product futures market, should establish a perfect agricultural information service system at the same time; Micro level, for farmers to improve their own cultural quality and production skills, attention to agricultural production information, learning to use agricultural risk management tools, combined with its proper planning of their own agricultural production behavior and risk management behavior.The innovation of this article is mainly manifested in the following three aspects:1. The all-round carding for China’s agricultural risk management system, and proposes to build a play to farmers as the main body in the risk management function, and led by the government to run an effective risk management system and sustainable agriculture. Effectively guard against and dissolve the agricultural risk must have perfect agricultural risk management system, this paper analyzed from the Angle of theory elements required of perfect risk management system, secondly, from the Angle of history, this paper expounds the current situation of the construction of agricultural risk management system, and finally from the perspective of global foothold of the construction of the agricultural risk management system is analyzed, namely, pay attention to the principal role of farmers, optimization, government policy and effective use of market risk management tools. From the perspective of research, has realized the innovation.2. From the perspective of empirical verification tool for the market in the role of agricultural risk management, and focuses on the principle of weather derivatives and contract design. Under the background of effective policy, give full play to the role of market risk management tools is a necessary choice to perfect the system of the agricultural risk management, this paper analyzes the agricultural insurance, weather derivatives, and the theory of agricultural products futures action and actual effect. If the agricultural production and operation risk can be divided into natural risk and market risk, agricultural insurance can prevent natural risks, agricultural products futures can prevent market risks, and study of these two kinds of risk management tools is also the most. However, agricultural insurance and agricultural products futures, focus on the risk of small and large agricultural risk, the probability of those farmers are less likely to more focus on the probability of large losses of agricultural risks, only weather derivatives can effectively guard against, but the current domestic analysis of weather derivatives is only based on simple introduction, from the perspective of theory and practice, this paper use the method of empirical analysis to verify the weather derivatives in the role of the agricultural risk management, and analyzed the product design process of weather derivatives, implements the research content of innovation.3. Use the method of field investigation and simulation analysis, determines the existing agricultural risk management system in our country the risk management strategy that can enable farmers benefit maximization. Scale production and technical production is the trend of agricultural development in our country, so this article with more prominent feature of scale and technical production of Xinjiang production and construction corps. as the object of on-the-spot investigation, the risk awareness of local farmers for the management decision-making, risk identification, risk analysis, and USES the current relatively popular MOTD A model to analyze the area the income of farmers under different risk management strategy, finally determined the can enable farmers benefit maximization of portfolio risk management strategy. In addition, through the analysis of international experiences, we find that in the construction of agricultural risk management system, more important is to establish the specialized risk management authority, the significance of reference to the agricultural risk management system construction in China.更多还原