農產價格之系統動態模型及風險分析:以番石榴為例

System dynamics and risk analysis of agricultural commodity price: A case study of guava

何伯峻(Po-Chun Ho)

指導教授 ： 胡明哲

國立臺灣大學/共同教育中心/統計碩士學位學程/碩士(2021年)

https://doi.org/10.6342/NTU202103417

摘要

氣候變遷與地球暖化是目前國際最關注的議題之一，劇烈變化的天氣導致農業生產的風險高升，如何持續農產品供給及穩定農產業經濟成為重要議題。在這篇文章中我們嘗試利用動態系統模型與幾何布朗運動模型模擬台灣主要果菜市場的番石榴品項交易價格及交易量，並以此估計番石榴的每單位面積產值，利用估計的每單位面積產值計算往後數年的淨現值，以收入保障型與天氣參數型保險評估相關的避險效果。
研究發現農業保險可以有效的避免高額損失發生的風險，藉由淨現值方法發現採取保險手段後每單位面積番石榴產量有顯著的提升，然而動態模型推估的產值其值與分散度等不確定性仍存在討論與改進的空間。

關鍵字

系統動態 ； 番石榴 ； 農業保險 ； 幾何布朗運動 ； 淨現值

並列摘要

Climate change and global warming are urgent international issues. Severe changing weather made agricultural production risk increasing these days. It is critical to manage how we could stable the agricultural commodity supply chain and agricultural economy system. In this article, we try to simulate guava volume and price in Taiwan by using system dynamic and geometric Brownian motion methods. We use net present value method to evaluate the effect of adopting various agricultural insurance strategies according to the simulated per acre revenue of guava. After study, we found that agricultural insurance strategies do lower the risk of losing in a high amount, yet the efficacy of simulating data still can be improved.

並列關鍵字

System dynamics ； Guava ； Crop insurance ； Geometric Brownian motion

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