Abstract: Firstly, This paper introduces the methods to measure the international
main grain prices based on international grain trade, then data separation
of international main grain prices was made using EVIEW software. It applies
mathematical statistics approach and spectral analysis approach to analyze
temporal characters of the international main grain prices from 1961 to
2009, and concludes the trend the periodicity and the volatility of international
main grain prices. Results show that: on the time perspective, the
trend of international main grain prices increase obviously; with the influence
of a variety of factors, multi-cycle phenomena exists; With the trend of
global integration and financialization in grain market, the prices become
more and more unstable. The results of this article can be valuable references
to further analysis of the mechanism of international grain prices.

Key words: international main grain price, price spectral analysis, trend analysis, periodicity analysis, volatility analysis

摘要： 本文首先介绍了基于国际粮食贸易的国际主要粮食价格测定方法，并用EVIEW 软件对国际主要粮食价格数据进行数据分离，在此基础上，采用谱分析法和数理统计方法分析了1961-2009 国际主要粮食价格的时间特征，总结和分析了国际主要粮食价格变化的趋势性、周期性和波动性特征。结果表明：①国际主要粮食价格趋势性明显，随时间呈现上涨趋势；②在多种因素的影响下，国际主要粮食价格存在着多周期性。③随着全球一体化和粮食金融化趋势的不断加强，国际主要粮食
价格不稳定性也越来越强。本文研究结果对于进一步分析国际粮食价格机制有一定的参考价值。

关键词: 国际主要粮食价格, 价格谱分析, 趋势性分析, 周期性分析, 波动性分析