论文部分内容阅读
为了解中外大宗农产品价格波动规律,应用复杂网络和统计物理学分析方法,对中国和美洲市场大宗农产品玉米、小麦和大豆在双变量相关性波动模态的变化规律、强度分布和聚集系数方面的差异性进行了研究。结果表明,中外大豆价格波动以弱正相关性为主,小麦价格更多的表现为弱负相关性,而玉米价格正相关性和负相关性波动较为均衡。3种农产品的价格相关性波动表现出不同的群簇性和周期性,波动网络通过各自不同的核心模态进行传递和演化。最后提出了依据国内外农产品价格波动周期及趋势进行价格调控的政策建议。
In order to understand the fluctuation of bulk agricultural product prices both in China and abroad, the complex network and statistical physics analysis method were used to analyze the variation law, intensity distribution and aggregation coefficient of the bivariate correlations of volatility patterns of bulk agricultural products maize, wheat and soybean in China and the Americas Differences were studied. The results show that the fluctuation of soybean price in China and the rest of the world is mainly based on the weak positive correlation, the price of wheat more weakly negatively correlated, and the positive and negative correlation of corn price is more balanced. The price-related fluctuations of the three kinds of agricultural products show different clustering and periodicity, and the wave networks transmit and evolve through different core modes. At last, it puts forward the policy suggestion based on the cycle and trend of agricultural product price fluctuation at home and abroad.