摘要
针对我国石油能源对外依存度急剧上升,国际油价波动风险对我国经济影响不断提高的实际情况,以2000年1月-2007年8月间国际原油价格与国内原油价格为基础数据库,采用因果检验、协整检验、向量误差修正模型和方差分解等方法,对国内外原油价格的相互作用机制做了深入研究,并对油价波动风险防范措施做了初步探讨。研究表明,国际和国内油价之间具有较为明显的协整关系;国际原油价格是国内原油价格长、短期变化的原因,但这种影响随着时间的推移而逐渐减弱。我国应通过建立完善的国内油品市场机制和风险防范机制,提高在国际油价的话语权,降低油价波动对我国经济的影响。
In this paper, Granger causality tests, cointegrating test, vector autoregression model and variance decomposition are used to analyze the interaction mechanism of international crude oil price and domestic crude oil price empirically. The results are as follows： Firstly, there is obvious cointegration relationship between the two variables. Secondly, international crude oil price is the reason for domestic oil price change; however, with the time change, the impact weakens gradually. Also, international crude oil price is one of the important causes for disturbance of domestic crude oil price. When the international crude oil price changes, the domestic crude oil in price will also change.
出处
《中国人口·资源与环境》
CSSCI
北大核心
2009年第2期18-23,共6页
China Population,Resources and Environment
关键词
原油价格
作用机制
向量误差修正模型
对策
crud oil price
interaction mechanism
vector autoregression model
strategy
