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標題: | 台灣肉豬批發價格與零售價格之分析 The Analysis of Wholesale and Retail Prices in Taiwanese Hog Industry |
作者: | Yi-Shen Lai 賴易伸 |
指導教授: | 陳郁蕙 |
關鍵字: | 肉豬批發價格,豬肉零售市場價格,VAR模型,Granger因果檢定,時間序列,相關性分析, hog wholesale price,pig retail price,VAR model,Granger causality test,time series,correlation analysis, |
出版年 : | 2019 |
學位: | 碩士 |
摘要: | 台灣肉豬產業在政府的推動下,從原先為農民的副業,開始轉變成專業飼養及多種形態經營的現代化產業,而從1996年至2018年肉豬產業占畜牧業的平均占比為50.60%,占農業總產值的平均占比為15.92%,是台灣農業重要的支撐來源,也是台灣農產品中單項產值最高者;而國人基於蛋白質類食品的需求增加,在2017年每人年平均消費36.5公斤的豬肉,為所有肉品之冠,故可知台灣肉豬產業不論就生產面或消費面皆為重要的研究議題,而本研究使用VAR模型及Granger因果檢定來探討肉品批發市場價格和豬肉零售市場價格之間的相關性及互動關係。
本研究利用農委會2015年至2018年畜產行情資訊網中的批發價格及畜產品價格查詢系統中的各部位零售價格的資料為樣本,實證結果顯示,在零售市場中豬肉的副產品價格主要受到自身前期價格的影響為主,而豬肉部位肉價格除了自身的影響外,批發價格的解釋比例亦隨著時間逐漸提高,且利用切割係數計算而得的加權平均零售價格實證結果和各部位肉結果一致;而在批發市場和零售市場的互動關係中發現,批發市場價格的改變對零售價格的影響會大於零售價格的改變對批發市場價格的影響,亦及當兩市場發生變動時,零售市場所需的反應時間會較批發市場所需的時間還長。 Under the impetus of the government, the Taiwanese hog industry began to transform from farmers’ sideline to a specialized industry.Hog industry’s average value accounts for 50.60% of the livestock, and also accounts for 15.92% of farm production from 1996 to 2018. Hog industry is important for Taiwan’s agriculture, and the highest single-value of farm production. Because of the demand for protein food is increasing in Taiwan, the average annual pork consumption is 36.5 kg each person in 2017. Pork consumption is higher than other meat in Taiwan. Therefore, it is known that the Taiwanese hog industry is an important research topic both in terms of production and consumption. This study uses the VAR model and the Granger causality test to discuss the correlation and interaction between wholesale and retail prices This study uses the hog’s monthly wholesale price and the retail monthly price of pig’s each part from 2015 to 2018 as sample. The price resource is from council of agriculture. The empirical results show that the price of pork by-product is mainly influenced by the previous price of itself, and the price of pork main-product is not only affected by itself, but also the previous price of the wholesale prices. We can also calculate the weighted average retail price by the cutting coefficient, and the result is the same as the pork main-product. In the interaction between the wholesale and the retail market, it is found that the impact of changes in wholesale prices on retail prices will be greater than the impact of changes in retail prices on wholesale prices, in other words, when the two markets change, the retail market’s reaction time is longer than the wholesale market’s reaction time. |
URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/73255 |
DOI: | 10.6342/NTU201900981 |
全文授權: | 有償授權 |
顯示於系所單位: | 農業經濟學系 |
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