台灣主要糧食供給風險之研究

糧食安全從有人類開始就是ㄧ項被人所注重的議題，只是到1970年代，才正式的被定義。目前聯合國糧農組織以及各活政府對待糧食安全所使用的指標不盡相同，畢竟每個國家擁有不同的情形，因此要注重的糧食安全議題也不盡相同，目前主要的糧食安全衡量指標多數是在衡量糧食的足夠性以及可獲取性。但是，對於主要依賴糧食進口的台灣而言，衡量大陸國家的糧食安全指標可能不能夠完全的體現出島嶼國家面臨的糧食安全問題。儘管聯合國近年來有針對糧食供給穩定度這方面做出指標，但仍舊無法區分國內國外的來源。而詹凱傑（2011）的研究能夠將國內外來源風險進行區分，不過此指標（FSRI）並不具有預測未來及分析風險來源的能力，故本文以其為基礎進行延伸。本研究接續詹凱傑的論文，以投資組合理論為核心模型，將國際主要糧食作物分為國內生產、國外進口、國內庫存三種供給來源，並且對其進行預測，編織出一項能夠預測風險的糧食安全指標，並且將各種風險來源進行分析拆解。實證結果顯示本文所做出的預測糧食安全指標能夠有效的改進FSRI的不足之處，也能夠有效的對未來的風險做出預測，是能夠改進並補足現有糧食安全指標的指標。另外本研究也針對各個供給來源的風險進行分析。

關鍵字

投資組合理論；馬克維茲；糧食安全；預測波動；移動平均

並列摘要

Since human beings began, food security has been a topic of concern. It was only by the 1970s that it was formally defined. At present, the indicators used by the FAO and governments for food security are not the same. After all, each country has different situations. Therefore, the food security issues to be focused on are also different. At present, most of the major food security measures are in the Measuring food adequacy and accessibility. However, for Taiwan, which relies mainly on food imports, measuring the food security targets of mainland countries may not fully reflect the food security issues facing island nations. Although the United Nations has made targets in this area regarding the stability of food supplies in recent years, it still can not distinguish the sources both domestically and abroad. While Kai-Chieh Chan (2011) can distinguish between domestic and international sources of risk, this indicator (FSRI) does not have the ability to predict the future and analyze sources of risk, so the article based on it. This research follows Kai-Chieh Chan 's dissertation, takes the portfolio theory as the core model, and divides the main international food crops into three sources of domestic production, foreign imports and domestic stocks, predicts them and weaves a food that can predict the risk Safety indicators, and various sources of risk for analysis dismantling. Empirical results show that the prediction of food safety indicators can effectively improve the deficiencies of FSRI, and can effectively predict the future risk, which is an indicator that can improve and complement existing food safety indicators. In addition, this study also analyzes the risk of each supply source.

並列關鍵字

Portfolio Theory ； Markowitz ； Food Security ； Forecast Volatility ； Moving Average

參考文獻

 詹凱傑.（2011）。臺灣及日本主要糧食作物糧食安全風險指標之建構。國立臺灣大學，臺北市。

 賴朝煌（2010）。糧食安全指標之研發與其在糧食安全政策上應用之研究。行政院農業委員會補助計畫。

 莊益源。張鐘霖，王祝三(2003)。波動率模型預測能力的比較—以臺指選擇權為例。台灣金融財務季刊第四輯，第二期，41~ 63。

 Food and Agriculture Organization, 1996. Declaration on World Food Security. Rome：Food and Agriculture Organization.

 Markowitz, Harry, 1952. “Portfolio Selection,” Journal of Finance. 7（1）：77-91.

國際替代計量

台灣主要糧食供給風險之研究

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