中文摘要：

本文运用TARCH模型对我国大米价格的波动特征进行实证分析,并综合运用相关分析、协整检验、格兰杰因果检验以及多元回归模型对我国大米价格波动的影响因素进行了定量研究。研究发现,我国大米价格波动具有集簇性,前期大米价格的波动对当期价格波动的影响较大且具有持续性;研究还表明我国大米价格波动具有非对称性,且价格上涨比价格下跌对市场的波动影响更大。影响因素的研究结果表明,稻谷价格的变动、上一期的稻谷产量、上一期的大米价格的波动以及稻谷单产对当期大米价格波动有显著影响。

英文摘要：

The article uses TARCH model to analyze fluctuation characteristics of China’s rice price and also synthetically uses correlation analysis, co-integration test, Granger causality test and multivariate regression model to analyze influence factors of rice price fluctuations quantitatively. The study finds that fluctuation of China’s rice price has clusters, pre-price volatility of rice has a great influence on the current price and the influence is continuous. The study also shows that price fluctuations of rice has asymmetry characteristics and price increase has a more significant effect on price fluctuations of market than price fall. Influencing factors analysis indicate that variation of paddy price, rice yield and price of previous year and per unit area yield have significant effects on current price fluctuations of rice.