台灣拍賣市場蔬菜價格風險分析

Abstract

價格波動會造成市場交易的風險，為了更清楚瞭解風險形成的原因，本研究修改Barrett and Luseno (2004)所建立的實證模型，利用變異數及共變異數理論基礎，建立了一套探討台灣蔬菜價格風險的模型。首先，本研究將價格風險拆解為1.農民議價能力與資訊取得風險、2.產地市場風險（當地市場容量）、3.基本風險（運銷效率）及4.消費市場風險四項。其次，本研究使用台灣2007∼2009年十項大宗蔬菜主要拍賣價格資料，透過各月別價格風險之拆解結果，驗證此四項風險與市場價格波動的關連性，並討論其對國內農產品市場產銷結構的影響。最後依據分析的結果，以降低生產者與消費者風險為目標，提出對於調節市場供需與達成價格穩定之建議，供農政單位作為制訂短、中、長期產業結構調整政策之參考。

Variation of market price induces risk in market transactions. In order to understand the formation of price risk in the marketing channels, this study adopts the model developed by Barrett and Luseno (2004) which is based on the analysis of variances and co-variances. The producer price risk is decomposed into 4 parts: 1) information/institutional risk- risk related to price negotiation power of producers, 2) local market risk- risk related to local market size, 3) basic risk- risk related to marketing channel efficiency, and 4) terminal market risk- risk related to the variability and thickness of the terminal market. Next, the model is modified to study the price risk formation in the vegetable marketing channels of Taiwan based on the daily wholesale price data of 10 major vegetables over the period 2007-2009. By comparisons of the producer price risk compositions between different marketing segments, adjustment strategies in order to balance the market demand and supply are proposed. Goals to stabilize market price and to reduce the risk faced by producers and consumers can thus be achieved simultaneously. Finally, policy recommendations are provided to the policy makers in preparing short-, medium-, long-term strategies for the agricultural structural adjustment.