產地與消費地批發市場之農產品價格研究：以甘藍為例

Abstract

本研究探討西螺批發市場（產地市場）與臺北批發市場（消費地市場）的初秋甘藍價格與兩市場之價格差異，透過分別預測兩市場的下一期初秋甘藍價格，從而進一步預測價格差異，並探討是否有優化農民運銷決策的機會。研究結果顯示，臺北批發市場與西螺批發市場的初秋甘藍價格趨勢相似，在夏季呈現相對高價的現象。然而，在價格差異方面，兩個市場之初秋甘藍價格差異存在著波動性，且經市場整合檢定結果顯示短期內兩市場並未達到整合，但在長期，兩市場間具市場整合之特性。此外，本研究建立了ARIMA和SARIMAX模型，用以預測兩市場的下一交易日初秋甘藍價格。研究結果顯示，臺北市場的價格受到前一期臺北與西螺初秋甘藍的交易量和價格影響，而西螺市場的價格則受到臺北市場初秋甘藍價格和當天西螺市場是否休市的影響。最後，本研究利用預測的初秋甘藍價格差異來評估農民是否有優化運銷決策的機會，當預測的價格差異大於一定門檻時，表示農民可以選擇直接將初秋甘藍送到臺北市場拍賣，以獲取更好的交易機會。

This study examines the prices of cabbage in the Xiluo wholesale market (production-based market) and the Taipei wholesale market (consumption-based market), as well as the price differences between the two markets. The study aims to predict the next period's prices for early-autumn cabbage in both markets, thereby further predicting the price differences and exploring opportunities for optimizing farmers' marketing decisions. The results show that the price trends for cabbage in the Taipei and Xiluo wholesale markets are similar, with relatively higher prices observed during the summer season. However, in terms of price differences, there is volatility between the two markets, and the market integration test suggests that short-term integration has not been achieved. Nevertheless, long-term market integration characteristics exist between the two markets. Furthermore, ARIMA and SARIMAX models are employed to predict the next trading day's cabbage prices in both markets. The findings demonstrate that the price in the Taipei market is influenced by the trading volume and price of cabbage in the previous period in Taipei and Xiluo, while the price in the Xiluo market is influenced by the Taipei market's price and whether the Xiluo market is closed on the given day. Finally, this study utilizes the predicted price differences for early-autumn cabbage to assess whether farmers have opportunities to optimize their marketing decisions. When the predicted price difference exceeds a certain threshold, it indicates that farmers can choose to directly send their early-autumn cabbage to the Taipei market for auction, thus gaining more favorable trading opportunities.