陳郁蕙臺灣大學:農業經濟學研究所鄭佳宜Cheng, Chia-YiChia-YiCheng2010-05-112018-06-292010-05-112018-06-292008U0001-1607200813083300http://ntur.lib.ntu.edu.tw//handle/246246/182238台灣為糧食淨進口國，以熱量為權數之糧食自給率僅約30%。近年來，國人消費習慣改變，對麵粉消費量逐年提升，但國內小麥卻生產不足，小麥糧食自給率不到1%，因此，多以進口方式補足超額需求之缺口，進口來源國以美國為大宗，因此，本研究即以最近價格上漲頻仍之小麥產業為分析對象，以Engle and Granger共整合(conintegration)分析探討美國小麥出口市場至我國小麥進口市場間之價格關聯，以及小麥原料進口價格之於麵粉批發價格間之價格變動趨勢。 根據本研究實證結果顯示，麵粉上漲幅度仍未及原物料上漲之幅度，則麵粉價格未能充分反映原物料價格，因此預期未來麵粉有上漲空間，不足以支持台灣麵粉廠商因原物料價格上漲而藉機哄抬價格之論點，且足證現今麵粉價格之高漲確實與小麥原料進口價格息息相關，兩者間達長期同步均衡變動，服從單一價格法則，達區域與垂直共整合，同時為大宗穀物進口市場為一個效率市場提出統計佐證，並無哄抬物價或人謀不臧的情形。Actually Taiwan is an area with net food import. Its food self-sufficiency ration has been lowered to 30% if weighted by weighted calories. Due to the changing preference, wheat gradually edges out rice to become one of the key components of food consumption. Unfortunately, the domestic wheat supply is so rare that it can only supports less than 1% of domestic consumption. Most of the wheat is purchased from the United States. Since the recent price hike of wheat is phenomenal, this research aims to examine the connection between the price of American wheat and its imported price in Taiwan. By considering the freight cost and possible depreciation rate, the research puts more emphasize on the pattern of the imported price of wheat and wholesale price of flour in which Engle and Granger cointegration method is applied. Based on the conclusion, the magnitude of price hike of wholesale flour is still less than that of the imported wheat, which indicates that the rising price of flour yet matches the growing price of imported wheat. As a result, flour price is expected to increase in the near future. In the meanwhile, the statistical evidence rejects the controversial argument that the manipulative milling firms have gouged up the price of flour. Also, this paper has provided that the flour price is mainly related with the imported wheat price. The law of one price can be applied to the wheat and flour market in which horizontal and vertical market integration has been reached. That is, wheat and flour market are efficient.口試委員會審定書 I 謝 II文摘要 IIIBSTRACT IV一章 緒論 1一節 研究動機和目的 1二節 研究方法 2三節 論文架構 3二章 我國小麥供需概況 4一節 國內小麥供需情況 4二節 我國進口小麥之情況 15三節 國際小麥市場行情 25三章 台灣麵粉產銷概況 40一節 台灣麵粉產業概況與運銷通路 40二節 我國麵粉產量與產值 42三節 我國麵粉價格變動趨勢 44四章 文獻回顧 47五章 理論模型 53一節 單一價格法則 53二節 效率市場與市場整合 55三節 共整合檢定 59六章 實證資料處理 64一節 我國自美進口小麥到岸價格之資料處理 64二節 資料來源與處理 68七章 實證分析 75一節 模型設定 75二節 估計結果與說明 78八章 結論與建議 113一節 結論 113二節 建議 115考文獻 116application/pdf473045 bytesapplication/pdfen-US共整合小麥產業與麵粉產業運銷通路與運銷價差cointegrationwheat industry and flour industrymarketing channel and marketing marginthesishttp://ntur.lib.ntu.edu.tw/bitstream/246246/182238/1/ntu-97-R95627002-1.pdf