| 摘要: |
| 为了解中外大宗农产品价格波动规律，应用复杂网络和统计物理学分析方法，对中国和美洲市场大宗农产品玉米、小麦和大豆在双变量相关性波动模态的变化规律、强度分布和聚集系数方面的差异性进行了研究。结果表明，中外大豆价格波动以弱正相关性为主，小麦价格更多的表现为弱负相关性，而玉米价格正相关性和负相关性波动较为均衡。3种农产品的价格相关性波动表现出不同的群簇性和周期性，波动网络通过各自不同的核心模态进行传递和演化。最后提出了依据国内外农产品价格波动周期及趋势进行价格调控的政策建议。 |
| 关键词: 农产品价格 复杂网络 相关性波动 符号动力学 |
| DOI：10.11841/j.issn.1077-4333.2017.08.20 |
| 投稿时间：2016-10-13 |
| 基金项目:河北省社会科学基金项目（HB16YJ022） |
|
| Price fluctuation and transmission mechanism of bulk agricultural products in domestic and abroad: Based on correlation complex network |
|
LU Gang1, FENG Xin1, LU Hongyu2
|
| (1.School of Management Science and Engineering, Hebei GEO University, Shijiazhuang 050031, China;2.School of Electronic Engineering, University of Electronic Science and Technology of China, Chengdu 611731, China) |
| Abstract: |
| In order to get an insight into the regularities of price fluctuation of bulk agricultural products in China and foreign countries,complex networks and statistical physics are used to analyze the differences of corn.Wheat,corn and soybeans are taken the study objects of bulk agricultural products in China and the Americas market to investigate the variation regularity,strength distribution and cluster coefficient of bivariate correlation fluctuation modes.Research results show that:The soybean price fluctuation in China and foreign countries is mainly effected by weak positive correlation;The price of wheat displays a weak negative correlation,and the corn price stays more balanced between the positive and negative correlation fluctuations;The correlation fluctuation of three kinds of agricultural products shows different clusters and periodicity.The fluctuation of bivariate correlation is transmitted and evolved by a few modes.Countermeasures and suggestions about price adjustment and control are proposed on the cycle and trend of price fluctuation of agricultural products at domestic and abroad in this study. |
| Key words: agricultural products price complex networks correlation fluctuation symbolic dynamics |
