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本文运用ADF检验、协整分析、Granger因果检验等方法,对我国18个食糖市场的价格整合以及引导关系进行了计量分析。研究发现,我国食糖市场的总体整合程度还是较好的,除了合肥、乌鲁木齐之外,其余市场间相互整合程度较好,说明我国食糖市场一体化程度较高,各地价格长期走势较为统一;我国销区食糖市场的价格联系相对于产区市场更为紧密,销区市场之间的价格影响表现出更强的互动性;此外,我国食糖市场价格主要是供给方(产区)引导需求方(销区)价格的变化。
In this paper, we use ADF test, co-integration analysis, Granger causality test and other methods to measure the price integration and guidance of 18 sugar markets in our country. The study found that the overall integration of China’s sugar market is still good, with the exception of Hefei and Urumqi, the rest of the markets are well integrated with each other, indicating that the integration of the sugar market in our country is relatively high and that the long-term trend of prices in various places is more unified. In addition, the price of sugar market in China is mainly the supply side (producing area) to guide the demand side (sales area) Area) price changes.