摘要
基于结构性断点检验和常收益事件分析模型,分析了伊朗革命、海湾战争和伊拉克战争三次重大突发事件对原油价格的影响.结果表明:三次事件均对原油价格走势产生了显著影响,其中伊朗革命和伊拉克战争导致了油价结构性断点的产生.三次战争对油价的影响模式均满足危机模型.
Based on structure breakpoint test and standard event analysis model,this paper analyzes the effects of Iran revolution with following Iraq-Iran war,Gulf war and Iraq war to crude oil price.It proves that all the three wars made significant impacts on crude oil price and their effects are consistent with the crisis model.The Iran revolution with Iraq-Iran war and the Iraq war cause structure breakpoints in crude oil price.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2009年第3期10-15,共6页
Systems Engineering-Theory & Practice
基金
国家自然科学基金(70601029,70221001)
关键词
原油价格
突发事件
事件分析
预测
crude oil price
extreme events
event study
forecasting
