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標題: | 中國以期貨强化毛豬保險之研究 The Study on Swine Insurance Incorporating Futures in China |
作者: | 王學剛 Xue-Gang Wang |
指導教授: | 雷立芬 Li-Fen Lei |
關鍵字: | 毛豬產業,價格風險,毛豬保險,毛豬期貨,亞式期貨選擇權, Swine Industry,Price Risk,Swine Insurance,Hog Futures,Asian Futures Options, |
出版年 : | 2024 |
學位: | 碩士 |
摘要: | 豬肉為中國人民食品體系的核心,毛豬產業也是經濟系統的關鍵組成部分。近年面對非洲豬瘟疫情、新冠肺炎疫情等因素的衝擊,毛豬市場價格波動較過往更大,恢復期所需時間較長,給飼養業者帶來嚴峻的經營風險。本研究主要目的是藉由分析中國毛豬產業現況與價格波動性,以分析運用期貨、選擇權或期貨選擇權强化毛豬保險(簡稱「保險+期貨」模式)分散價格風險的機制,同時討論亞式期貨選擇權定價的模擬機制以提供保險公司規劃產品之參考。本研究針對山西省臨猗縣試點專案進行分析,並提出解決對策與建議,以期優化該專案,除提高保險效率外,也降低毛豬飼養戶的價格風險。最後,根據研究發現提出政策建議,包括根據地方條件設計保險產品,建立多層次補貼體系等。 Pork is central to the food system of the Chinese people, and the live pig industry is a crucial part of the economic system. In recent years, the industry has faced significant challenges due to the impact of the African swine fever and COVID-19 pandemics, resulting in greater market price volatility for live pigs and a longer recovery period than before, posing severe operational risks to breeders. The main objective of this study is to analyze the current state and price volatility of China''s live pig industry and to explore mechanisms for mitigating price risks through the application of futures, options, or futures options to enhance swine insurance (referred to as the "Insurance + Futures" model). This study also discusses the simulation mechanism for pricing Asian-style futures options as a reference for insurance companies in product planning. The research specifically analyzes a pilot project in Linyi County, Shanxi Province, offering solutions and recommendations to optimize the project, not only to improve insurance efficiency but also to reduce the price risks for pig breeders. Finally, based on the findings, policy recommendations are proposed, including designing insurance products based on local conditions and establishing a multi-tiered subsidy system. |
URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/91640 |
DOI: | 10.6342/NTU202400235 |
全文授權: | 未授權 |
顯示於系所單位: | 農業經濟學系 |
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檔案 | 大小 | 格式 | |
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ntu-112-1.pdf 目前未授權公開取用 | 2.75 MB | Adobe PDF |
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