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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 陳郁蕙(Yu-Hui Chen) | |
dc.contributor.author | Chun-Ting Chuang | en |
dc.contributor.author | 莊鈞婷 | zh_TW |
dc.date.accessioned | 2021-06-08T06:59:57Z | - |
dc.date.copyright | 2009-06-30 | |
dc.date.issued | 2009 | |
dc.date.submitted | 2009-06-22 | |
dc.identifier.citation | 中文部分
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dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/26088 | - |
dc.description.abstract | 黃豆為我國重要民生物資之一,尤其近年來隨著國人飲食文化與消費型態的改變,對黃豆、黃豆油與黃豆粉之需求有逐年增加的趨勢。但國內黃豆卻生產不足,糧食自給率不到1%,因此多以進口的方式補足超額需求之缺口,其中美國為我國黃豆進口之主要來源國。自2006年10月至2008年7月國際大宗穀物起漲甚至屢創歷史高點這段期間,連帶使得國內黃豆製品相關產業加工成本攀升,因此,本研究即以台灣黃豆產業為分析對象,運用Johansen共整合分析探討美國黃豆出口市場至我國黃豆進口市場之價格關聯。
其次,我國黃豆自合船進口後,有極大比例由加工廠進行加工用,為探討黃豆製品相關廠商在這波漲價潮下,黃豆、黃豆油與黃豆粉三項差異性商品間價格之長期關係,本研究將以Chavas與Kim(2005)考慮動態之特徵價格理論模型為主要架構,探討黃豆、黃豆油與黃豆粉產業之特徵價格與產品價格之長期關聯性,以及利用運銷價差估測黃豆製品價格漲跌之合理性與分析國內黃豆產業運銷之整合情形。 根據本研究實證結果顯示,美國黃豆出口市場與我國黃豆進口市場間符合單一價格法則,亦說明黃豆之進口流程與聯合採購制度係屬公開透明,黃豆原料進口廠商未有中間圖利之現象發生或可能性。再者,在市場商品的組成要素為一固定比率的假設下,台灣黃豆產業服從特徵價格訂價法。在此理論架構下所推估出之特徵價格向量,與本文運用Johansen共整合分析所估計出使變數達長期均衡變動之共整合向量相近,因此本研究認為台灣之黃豆、黃豆粉與黃豆油價格之長期關係偵測到特徵價格之訂價方法。 | zh_TW |
dc.description.abstract | Because the self-sufficiency ratio of soybeans in Taiwan has been lower than 1%, most of the soybean sold in Taiwan comes from international suppliers, among which the United States dominates 87.5% of the market. The special trade relation raises the interest of the current study whether the law of one price holds for the export soybean from the U.S. and the import soybean market in Taiwan. By performing Johansen cointegration, this paper aims to examine the price connection during the period from January 2004 to July 2008.
The primary empirical result shows that both export soybean from the U.S. and the import soybean in Taiwan are consistent with the law of one price. This finding also reinstate that there is no evidence to reflect any market maneuver in the soybean industry in Taiwan. Therefore, to make excess profits in the period of high rising soybean price are not possible given that soybean’s import are carefully monitored by the government agency and fully disseminated to the public. Moreover, with overwhelming proportion of imported soybeans is used to be processed by factories, we introduce the hedonic pricing model with dynamics consideration proposed by Chavas and Kim (2005) to find out the long-term price relationship among three differentiated products: soybeans, soybean oil and soybean meal. To confirm our empirical result, we also calculate marketing margin to investigate the degree of soybean price integration among differentiated products. The secondary empirical result reflects that the pricing of Taiwanese soybean industry agrees with the hedonic pricing model, in the long-run at least, given the assumption of fixed composition of the differentiated commodities. Since the cointegrated price vector under hedonic pricing model matches closely to that under Johansen cointegration approach, it points out that the long-term price relationship among soybeans, soybean oil and soybean is consistent with hedonic pricing model. | en |
dc.description.provenance | Made available in DSpace on 2021-06-08T06:59:57Z (GMT). No. of bitstreams: 1 ntu-98-R96627023-1.pdf: 726907 bytes, checksum: d290410ea2dbbe61d3be2ac95df2a740 (MD5) Previous issue date: 2009 | en |
dc.description.tableofcontents | 摘要 ……………………………………………………………………………………i
Abstract ………………………………………………………………………………ii 第一章 緒論 ……………………………………………………………………………1 第一節 研究動機和目的 …………………………………………………………1 第二節 研究方法 …………………………………………………………………3 第三節 論文架構 …………………………………………………………………4 第二章 我國黃豆及其聯產品供需概況 ………………………………………………5 第一節 我國黃豆供給概況 ………………………………………………………5 第二節 國際黃豆之市場行情 …………………………………………………15 第三節 我國黃豆需求概況 ……………………………………………………21 第四節 我國黃豆及其聯產品市場行情 ………………………………………23 第三章 文獻回顧 …………………………………………………………………31 第一節 國內黃豆產業相關文獻 ………………………………………………31 第二節 特徵價格理論相關文獻 ………………………………………………33 第四章 理論模型 ……………………………………………………………………39 第一節 單一價格法則 …………………………………………………………39 第二節 考慮動態之特徵價格理論 ……………………………………………40 第五章 實證資料處理與模型設定 …………………………………………………46 第一節 實證資料來源與處理 …………………………………………………46 第二節 實證模型設定 …………………………………………………………53 第六章 實證結果與分析 ……………………………………………………………66 第一節 實證流程圖 ……………………………………………………………66 第二節 估計結果與說明 ………………………………………………………67 第七章 結論與建議 ………………………………………………………………………91 第一節 結論 ………………………………………………………………………91 第二節 建議 ………………………………………………………………………93 參考文獻 ………………………………………………………………………………94 | |
dc.language.iso | zh-TW | |
dc.title | 差異性商品之特徵價格與共整合關係之研究—以臺灣黃豆產業為例 | zh_TW |
dc.title | Hedonic Pricing of Differentiated Commodities and Cointegration Relationships: An Application to Price Dynamics of Soybean Industry in Taiwan | en |
dc.type | Thesis | |
dc.date.schoolyear | 97-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 詹滿色(Man-Ser Jan),林慧菁(Huei-Jing Lin) | |
dc.subject.keyword | 黃豆產業,單一價格法則,共整合,特徵價格,運銷價差, | zh_TW |
dc.subject.keyword | soybean industry,the law of one price,cointegration,hedonic pricing,marketing margin, | en |
dc.relation.page | 97 | |
dc.rights.note | 未授權 | |
dc.date.accepted | 2009-06-23 | |
dc.contributor.author-college | 生物資源暨農學院 | zh_TW |
dc.contributor.author-dept | 農業經濟學研究所 | zh_TW |
顯示於系所單位: | 農業經濟學系 |
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