マルチスケールリスク・スピールエヴァーバーと外部要因: グローバル・フューチャー・スポット・マーケットからの証拠

Yun-Shi Dai^1,2,3, Peng-Fei Dai^4,5, Stéphane Goutte^2,6

¹School of Business, East China University of Science and Technology, Shanghai, China.

Risk analysis : an official publication of the Society for Risk Analysis

|September 4, 2025

まとめ

世界的な主食市場ではリスクが高まっていますこの研究はリスク伝播の主要なパターンと要因を明らかにし市場を安定させ食料安全保障を強化するための洞察を提供します

科学分野:

農業経済学
金融リスク管理
世界食糧安全保障分析

背景:

国際的な主食市場は世界の食糧安全保障にとって不可欠ですが,感染や外部からの不確実性などのリスクが増加しています.
リスクの転移効果を理解することは,市場の安定と効果的なリスク管理戦略にとって極めて重要です.

研究の目的:

世界的な主食市場におけるリスクの転移を体系的に調査する.
これらのリスクの転移効果の主要な決定因子と伝播パターンを特定する.
政策立案者や市場参加者に根拠に基づいたガイドラインを提供すること.

主な方法:

リスク分析のために分解再構築技術を活用した.
転移ネットワークをマッピングするためにリスク接続性の分析を適用しました.
重要な影響要因を特定するためにランダムな森林モデルを使用した.

主要な成果:

短期および期貨のコンポーネントは,現金コンポーネントに比べて高いボラティリティを示す.
主要な2つのリスク伝達パターンを特定しました.クロス・グランとクロス・タイムスケールです.
価格の原動力,外部の不確実性,需要と供給の指標は,転移効果に大きく影響する.

結論:

この研究では,リスク伝達における市場要素の役割が明確に示されています.
食品市場におけるリスク警告と緩和の改善に役立つ洞察を提示しています.
国際食糧市場の安定化と世界の食糧安全保障に貢献する.

キーワード:

ICEEMDAN についてマルチスケールリスクの転移ランダムな森林モデル主要食品

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