本文通过用Johansen协整检验、格兰杰因果检验方法,分析国内大豆和豆油市场价格关系。结果表明,豆油价格引导大豆价格,黑龙江油脂企业缺乏豆油定价权;大豆产地价格引导销地价格。基于此,政府应重点监测、调控豆油销地市场和大豆产地市场;在制定黑龙江大豆最低收购价格的同时,应兼顾压榨企业利益,给予其适当的支持。 This paper analyzes the relationship between domestic soybean and soybean oil market price by Johansen cointegration test and Granger causality test. The results show that the price of soybean oil to guide the price of soybeans, oil companies in Heilongjiang lack of pricing rights of soybean oil; soybean origin prices lead the sale price. Based on this, the government should focus on monitoring and regulating the sales market of soybean oil and the market of soybean origin. While formulating the minimum purchase price of soybeans in Heilongjiang, we should give due consideration to the interests of the enterprises crushed.