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摘要翻译：
本文建立了国际小麦现货价格形成的计算模型，分析了国际小麦现货价格形成的动态性和国际交换量的动态性。利用FAOSTAT数据对该模型进行了校正，以评估其在样本中的预测能力。该模型能够计算出12个国际市场的小麦价格和24个地区的小麦使用量。考虑的时间跨度从1992年到2013年。在我们的研究中，特别关注俄罗斯联邦2010年谷物出口禁令对小麦价格和国际交易量的影响。此外，我们还发现，如果俄罗斯联邦不在2010年实施出口禁令，2013年世界小麦平均加权价格将比观察到的价格低3.55%。
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英文标题：
《Investigating Wheat Price with a Multi-Agent Model》
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作者：
Gianfranco Giulioni, Edmondo Di Giuseppe, Massimiliano Pasqui, Piero
Toscano, Francesco Miglietta
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最新提交年份：
2018
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分类信息：
一级分类：Economics 经济学
二级分类：Theoretical Economics 理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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英文摘要：
In this paper, we build a computational model for the analysis of international wheat spot price formation, its dynamics and the dynamics of internationally exchanged quantities. The model has been calibrated using FAOSTAT data to evaluate its in-sample predictive power. The model is able to generate wheat prices in twelve international markets and wheat used quantities in twenty-four world regions. The time span considered goes from 1992 to 2013. In our study, a particular attention was paid to the impact of Russian Federation's 2010 grain export ban on wheat price and internationally traded quantities. Among other results, we find that wheat average weighted world price in 2013 would have been 3.55\% lower than the observed one if the Russian Federation would not have imposed the export ban in 2010.
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PDF链接：
https://arxiv.org/pdf/1807.10537
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