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本文运用相关性分析、单位根检验、协整检验、格兰杰因果检验、方差分解分析等方法及相应指标,对中国玉米主产、销区现货市场价格的传导关系进行实证分析。结果显示,玉米主产区价格在价格传导过程中起主导作用。因此,为了减弱玉米市场价格波幅,在适度关注虚拟的玉米期货市场的同时,应重视玉米主产区现实市场的农业政策取向。
In this paper, the correlation analysis, unit root test, cointegration test, Granger causality test, variance decomposition analysis and other methods and corresponding indicators, the main production of corn in China, the sales area of the spot market price-conducting relationship empirical analysis. The results show that the price of corn in the main producing areas play a leading role in the process of price transmission. Therefore, in order to weaken the volatility of the corn market, while paying due attention to the virtual corn futures market, attention should be paid to the agricultural policy orientation in the real market of the main corn producing areas.