I 摘要 我国是农业大国，因此农业对我国综合国力的提升具有关键性作用。一直 以来，如何提高农牧民收入是国家在建设发展中遇到的关键和挑战。自马铃薯 主粮化战略提出以来，国家从三大主粮扩展到了包括马铃薯的四大主粮。云南 省是我国马铃薯种植大省，也是我国马铃薯的主要产区之一。由于马铃薯产量 高，适应性强，在云南省的覆盖面积非常大，已经成为云南省最重要的农作物 之一，同时成为云南省农民收入的主要来源，是农村经济的增长点，在推动云 南农业经济发展和农民增收方面具有重要作用。但由于云南马铃薯缺乏深加工， 消费历来以鲜食为主，再加上受到自然环境的影响，马铃薯年产量波动很大， 市场价格具有不确定性，薯农面临着巨大的市场风险。近年来，中央一号文件 不断提及农业保险的发展问题，2016 年，文件明确提出要不断探索农产品目标 价格保险，提升农民收入的保障程度，稳步扩大“保险＋期货”试点，推动农 业保险的进一步发展。因此研究并推广云南马铃薯期货价格保险，正是响应中 央一号文件的号召，通过购买期权，让农产品的市场风险由单一的政府承担分 散了部分给期货公司，同时保险公司也到期货市场将自己承担的价格下跌风险 部分对冲掉，这样就间接地缓解了财政压力。 基于此，本文通过翻阅历年年鉴和历史资料对云南马铃薯种植的现状及其 风险进行深入分析，同时就昆明、曲靖、昭通三地开展马铃薯期货价格保险的 实地调研进行需求性分析，在借鉴美国收入保险借助期货市场进行风险管控的 基础上，结合当前我国大连开展的玉米期货价格保险试点研究，通过借鉴国内 外成功经验得出对云南开展马铃薯期货价格保险的相关启示。针对云南历年的 马铃薯价格波动情况，综合运用保险经济学、统计学以及计量经济学等学科理 论进行问题理论研究，并利用 EVIEWS 和 EXCEL 等软件对相关数据做计量分 析。通过研究分析，尽管在开展马铃薯期货价格保险上存在一些困难，但这个 创新性是好的。在马铃薯主粮化的战略背景下，马铃薯成为期货产品指日可待； 而且在国家政策、财政支持下，随着大数据时代的来临，相信这款险种的试点 落地不成问题。最后得出开展云南马铃薯期货价格保险试点是有可行性的。摘要 II 关键词，期货价格保险；马铃薯；薯贱伤农；可行性Abstract III Abstract Agriculture is the pillar industry of China. In order to develop and glow, agriculture must also be strengthened. Raising the income of farmers and herdsmen is always the key and difficult point of the state. With the implementation of the strategy of staple potato, potato will become the fourth staple after rice, wheat and corn. Yunnan province is one of the main potato planting area of China as well as the main potato producing area. Potato now has become one of the most important crops of Yunnan Province for its high production and strong adaptability. For having a great potential in development, competition and value-added processing, the potato has become a major source of income of farmers in Yunnan Province, which plays an important role in promoting the development of agricultural economy of Yunnan Province and increasing farmers' income. However, the consumption of potato in Yunnan has always been dominated by fresh food. Affected by the fluctuation of annual output , the fresh potato price fluctuates violently, which brings a large market risk to potato farmers. In recent years, the Central Document No. 1 has mentioned the development of agricultural insurance in 2016, put forward to actively To carry out an important exploration target price of agricultural insurance and expanding insurance + futures pilot and so on. So the research and promotion of Yunnan potato futures price insurance, it is to respond to a central file call option through the purchase of agricultural products, will the government monopoly of the market risk to stakeholders sharing Futures Company, insurance the company will bear the risk transfer price fell to the futures market to hedge, indirect greatly ease the financial pressure. Based on this, through the yearbook and historical data, the author analyzes the present situation and risk of potato planting in Yunnan, and carries out the demand analysis of the potato futures price insurance in Kunming, Qujing and Zhaotong. On account of US income insurance and the risk control of futures market, combinedAbstract IV with the current pilot study of corn futures price insurance in Dalian, the author draws relevant enlightenment of potato futures price insurance in Yunnan through the successful experience of domestic and foreign countries. In view of the volatility of potato prices in Yunnan Province, this paper makes a theoretical study by insurance economics, statistics and econometrics, also uses software, such as EVIEWS and EXCEL, to analyze the relevant data. Although there are some difficulties in carrying out potato futures price insurance, but this innovation shows unlimited prospects. In the background of potato grain staple food strategy, potatoes become futures products just around the corner,in addition, with the advent of large data age, we believe that this insurance model landing is not a probleming under the national policy, financial support. Finally, the author concludes that the Yunnan potato futures price insurance pilot is feasible. Key words: futures price insurance; potato; Low-priced potato is harmful to the farming; feasibility目录 V 目录 第一章 绪论............................................................................................1 第一节 研究背景和研究意义...............................................................................1 一、 研究背景.......................................................................................................................1 二、 研究意义.......................................................................................................................3 三、 研究目的.......................................................................................................................5 第二节 文献综述...................................................................................................5 一、 农产品价格保险...........................................................................................................5 二、 农产品期货价格保险...................................................................................................7 第三节 基础理论...................................................................................................9 一、 马铃薯期货价格保险资源配置中政府与市场的关系..............................................9 二、 保险的福利经济学分析.............................................................................................11 三、 “薯贱伤农”模型分析.............................................................................................15 四、 蛛网理论.....................................................................................................................16 第四节 研究方法和研究思路.............................................................................17 一、 研究方法.....................................................................................................................17 二、 研究思路.....................................................................................................................17 第二章 云南马铃薯种植及保险需求状况..........................................19 第一节 云南马铃薯种植的基本情况.................................................................19 一、 云南马铃薯主要生产州(市).....................................................................................20 二、 云南马铃薯的周年生产划分.....................................................................................22 第二节 云南马铃薯面临的风险.........................................................................23 一、 云南马铃薯生产面临的风险.....................................................................................23 二、 云南马铃薯销售面临的风险.....................................................................................25 第三节 基于“蛛网模型”的云南马铃薯供求分析.........................................26 一、 指标选取及基础数据.................................................................................................26 二、 模拟估计.....................................................................................................................26 三、 结果分析.....................................................................................................................28 第四节 云南马铃薯价格波动分析.....................................................................29目录 VI 一、 研究方法及数据来源.................................................................................................30 二、 云南马铃薯价格波动规律.........................................................................................31 三、 小结.............................................................................................................................36 第五节 云南马铃薯期货价格保险需求调查分析.............................................36 一、 基本情况.....................................................................................................................37 二、 风险状况分析.............................................................................................................41 三、 对农业保险的认知与接受程度................................................................................ 44 四、 对马铃薯期货价格保险产品及服务的需求............................................................47 五、 小结.............................................................................................................................48 第三章 国内外其它农产品价格保险经验借鉴..................................50 第一节 国外经验借鉴.........................................................................................50 一、 国外经验.....................................................................................................................50 二、 美国“期货＋保险”类产品的经验总结................................................................56 第二节 国内经验借鉴.........................................................................................58 一、 国内经验.....................................................................................................................59 二、 大连试点经验启示.....................................................................................................61 第三节 国内外经验启示.....................................................................................62 一、 逐渐增加农产品期货品种，完善期货市场监管，提高期货市场有效性............62 二、 扩大产品保障水平的可选范围，满足不同类型农户的收入保障需要................63 三、 在产品经营过程中逐步建立农户数据库，提高数据的完备性............................64 四、 积极争取中央补贴，增加期货价格保险的潜在参保主体的积极性....................65 五、 逐步试点推广深化，从点到面实现全覆盖............................................................65 第四章 云南马铃薯期货价格保险试点可行性分析..........................67 第一节 实施云南马铃薯期货价格保险的政策依据及有利条件.....................67 一、 国家政策支持.............................................................................................................67 二、 云南省政策依据与财政资金配套情况.................................................................... 67 第二节 马铃薯成为期货品种的可行性分析.....................................................68 一、 开展马铃薯期货交易各路观点................................................................................ 68 二、 马铃薯期货上市条件分析.........................................................................................69 三、 小结.............................................................................................................................71目录 VII 第三节 保险公司开展农产品期货价格保险的优势.........................................71 一、 与传统的农业保险产品相比在保险定价上具有优势............................................71 二、 与期货公司相比在农户认可度上具有优势............................................................72 三、 小结.............................................................................................................................72 第四节 云南马铃薯期货价格保险制度方案.....................................................73 一、 总体思路.....................................................................................................................73 二、 基本原则.....................................................................................................................73 三、 工作重点.....................................................................................................................75 四、 云南马铃薯期货价格保险制度设计........................................................................ 76 第五节 云南马铃薯期货价格保险产品设计.....................................................77 一、 云南马铃薯期货价格保险模式定位分析................................................................77 二、 云南马铃薯期货价格保险定价定位分析................................................................78 三、 云南马铃薯期货价格保险运行原理........................................................................ 80 第五章 结论..........................................................................................82 第一节 主要结论.................................................................................................82 第二节 创新点与不足.........................................................................................83 第三节 展望.........................................................................................................83