臺灣博碩士論文加值系統

樹薯作物對於泰國經濟有顯著發展的貢獻。樹薯市場的失衡，促使樹薯市場結構的不完善。中間商影響市場價格的傳遞，政府干預以穩定價格。這些因素皆造成價格傳遞的不對稱性。本研究的目的為探討泰國樹薯出口價格、批發價格與農場出售價之間價格傳遞效果的不對稱性，使用2008年1月至2014年12月的月資料，利用擴Dickey-Fuller模型來檢測時間序列資料是否為定態，結果發現第一階差分為定態，分析平衡和速度平衡之偏差，以Engle-Granger共整合模型來分析長期關聯，誤差修正模型來分析短期關聯。
研究結果顯示農場出售價格和批發價格存在價格傳遞效果的不對稱性，樹薯作物的速度調整值為顯著的負偏差。農場出售價格和批發價格為長期關聯，在短期沒有關聯。價格傳遞不對稱原於中間商比農民擁有更大市場操控力量。因此，建議政府實施政策來幫助農民獲得更多的利潤。生產方面，提升並宣導農民相關技能，而銷售方面，信息流通，避免中間商的剝削。

The cassava crop has contributed significantly to the growth and development of the Thailand economy. The market structure of cassava in Thailand is imperfect, a condition which results from an imbalance of market power. The middleman influences price transmission in the market. In addition to this, the government intervenes to stabilize prices. These influences can create asymmetry of price transmission. The objectives of this study is to examine the asymmetric price transmission relationship between export price, wholesale price and farm gate price in the Thailand cassava market. The time series used monthly data from January 2008 to December 2014. The augmented Dickey-Fuller (ADF) method is used, to identify whether or not the time series data are stationary or non-stationary. The testing results show that the time series data are stationary by first difference. Engle-Granger cointegration model is used to examine the long run relationship and the error correction model (ECM) is used to examine the short run relationship as well as deviation from the equilibrium and speed of adjustment to equilibrium.
The results show asymmetry in transmission of farm gate and wholesale price found and also show that the speed adjustment values of cassava chip are significant in negative deviation. Therefore, there is a relationship between farm gate price and wholesale price in the long run but not in short run. The cause of the asymmetric price transmission is due to the middlemen having more market power than the farmers in the cassava market. Therefore, the government should determine suitable policies to help farmers receive more profit. Increasing the farmers access to skills, knowledge and information about production and marketing is also another way to avoid exploitation by middlemen in the future.

Contents
Acknowledgement ……….………........………………………….…………..………….I
Abstract ……….……….....……………………………………….…...……..…………II
Contents …………………………………………………...………………..…….…....III
Chapter1 Introduction ………………………………...……………….......…….……...1
1.1 Problem Statement ………………………………...………..…….……….........1
1.2 Research Objectives……………………..………...……….……….….……..….4
Chapter2 Asymmetric Transmission of Thai Cassava Prices …………....………..……5
2.1 Asymmetric Transmission ………………………..……………...............…..…5
2.2 Policy of cassava in Thailand ……………………………................................11
2.3 Market power ………………………………………………...………..….…...15
2.4 The Asymmetric price transmission concept ………………………..…..…….16
Chapter3 Literature Review…………………………………….…………..….........… 17
3.1 Empirical literature on price transmission …………………………..………...17
3.2 Methodology …………………………………………………..……................19
Chapter4 Data and Methodology…………..……………………………….…….……22
4.1 Data …………………………………………………..........……………….….22
4.2 Empirical Model………………...……………………….…………..…..….....23 Chapter5 Empirical Results………………….………………………………….…..…28
5.1 Augmented Dickey-Fuller (ADF) test for unit roots ……………………....….28
5.2 Engel-Granger estimate for cointegration ………………………………..…...29
5.3 Estimates of asymmetric error correction model …………….………...….…..30
Chapter6 Conclusion and Discussions……………...………….…….……….…….….35
6.1 Conclusion ………………………………………….………………..….…….35
6.2 Discussions ……………………………………………………..………...…...48
References…………………...…………………………...…….……….…….……......40

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