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近年来,国际主要粮食价格波动剧烈,这对中国粮食安全保障提出了重要挑战。本文以大米为例,基于2009年至2016年泰国100%B级整精米和泰国全碎米价格月度数据,利用B-N分解法考察了国际市场粮食价格波动特征,并使用方差比统计量测定了随机冲击效应。研究结果表明:总体上,外部冲击对泰国100%B级整精米和泰国全碎米均存在正面效应,而且在此期间,泰国100%B级整精米和泰国全碎米价格波动分别经历了10个和8个完整周期;基于方差比度量的结论为:短期内,随机冲击对两种大米价格波动的影响高达1.6倍和3倍;长期来看,随机冲击对国际市场中两种大米价格长期波动所起的作用分别为6%和2%。因此,应根据当前随机冲击影响和周期波动走势,采取措施稳定粮食市场,保障国家粮食安全。
In recent years, the sharp fluctuations in the prices of major international food grains have posed major challenges to China’s food security. In this paper, taking rice as an example, based on the monthly data of Thai 100% Grade B whole rice and Thai whole broken rice from 2009 to 2016, the fluctuation characteristics of grain price in the international market were investigated by using BN decomposition method. The variance statistic was used to measure the randomness Impact effect. The results show that: Overall, external shocks have a positive effect on 100% B-grade whole rice and Thai whole-broken rice in Thailand, and during this period, the price fluctuations of 100% B-grade whole rice and Thai whole-broken rice in Thailand have experienced 10 And 8 complete cycles. Based on the variance ratio, the conclusion is that in the short term, the impact of stochastic impact on the price volatility of the two rice varieties will be as high as 1.6 times and 3 times. In the long run, the stochastic impact on the long- The effects of volatility are 6% and 2% respectively. Therefore, we should take measures to stabilize the grain market and ensure the national food security based on the current random impact and cyclical fluctuations.