اندازه‌گیری ریسک آتی عملکرد محصولات زراعی با استفاده از روش CVaR در شبکه‌های کشاورزی زاینده‌رود

مجله اقتصاد و توسعه کشاورزی

مقاله 4، دوره 31، شماره 3 - شماره پیاپی 37، مهر 1396، صفحه 252-266   

نوع مقاله: مقالات پژوهشی

شناسه دیجیتال (DOI): 10.22067/jead2.v31i3.65125

نویسندگان

رضا حیدری کمال آبادی¹؛ سید علی حسینی یکانی^{* 1}؛ سید مجتبی مجاوریان¹؛ علیرضا نیکویی²

¹دانشگاه علوم کشاورزی و منابع طبیعی ساری

²استادیار پژوهش تحقیقات اقتصاد کشاورزی، دفتر امور اقتصادی سازمان تحقیقات، آموزش و ترویج کشاورزی، تهران، ایران.

چکیده

مدیریت ریسک نوین به دنبال انتخاب بهترین تکنیک‌ها برای حداقل کردن خطرات و پیامدهای ناشی از فرآیند تصمیم‌گیری است. همچنین تعیین ماهیت ریسک عملکرد محصولات زراعی نیز می‌تواند اطلاعات مفیدی در زمینه چگونگی مدیریت ریسک بخش کشاورزی فراهم نماید. لذا این مطالعه تلاش می‌کند تا روش جدیدی برای محاسبه ریسک عملکرد محصولات زراعی ناشی از تغییرات اقلیم را با استفاده از معیار CVaR در شبکه‌های کشاورزی زاینده‌رود ارائه نماید. روش مطالعه شامل سه مرحله است: 1) تولید سناریوهای محتمل دما و بارش با استفاده از مدل‌های AOGCM؛ 2) تولید سناریوهای عملکرد محصولات زراعی منتخب؛ و 3) اندازه‌گیری ریسک عملکرد محصولات کشاورزی با استفاده از دو معیار VaR و CVaR. نتایج این مطالعه نشان داد که مدل لارس می‌تواند به خوبی تغییرات پارمترهای اقلیمی را شبیه‌سازی کند و الگوی ترکیبی ANN-PSO نیز دارای توانایی بالایی در پیش‌بینی عملکرد محصولات زراعی منتخب شبکه‌های کشاورزی زاینده‌رود است. علاوه بر این، نتایج محاسبه دو معیار VaR و CvaR در سطح اطمینان 95 درصد و در دوره آتی (1426-1396) نشان داد که مقادیر این دو معیار برای محصولات گندم، جو، ذرت علوفه‌ای و یونجه به ترتیب برابر (4240،4205)، (4062،4057)، (49061،48480) و (10875،10743) کیلوگرم در هکتار است. همچنین مقایسه مقادیر این دو معیار با دوره گذشته (94-1362) نیز نشان داد که برای تمام محصولات منتخب، معیارهای VaR و CVaR در دوره آتی بزرگتر از دوره گذشته است. در نهایت استفاده از روش جدید برای محاسبه ریسک ناشی از تغییرات اقلیم در بخش کشاورزی توصیه می‌گردد.

کلیدواژه‌ها

ارزش در معرض خطر؛ الگوی؛ مدیریت ریسک؛ مدل‌های AOGCM

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