期刊文献+

基于协整理论的电力投资分析与研究 被引量:5

Investment Analysis of Electricity Industry Based on Cointegration Model
下载PDF
导出
摘要 以我国为例,基于1978~2008年的相关数据,采用EVIEWS软件分析了电力投资与电力消费、经济增长之间关系,并应用单位根检验、Granger因果分析和Johansen检验等协整分析方法实证研究了这三者之间关系,建立了误差修正模型寻求长期均衡与短期波动关系。结果表明,该方法有效,电力消费为电力投资的单向Granger原因,电力投资、电力消费与经济增长之间存在长期均衡关系,电力消费和经济增长将引起投资的同方向变动。 Based on the related data from 1978 to 2008, the software EVIEWS is used to analyze the relationship among power investment, electricity consumption and economic growth in China, which is verified by the unit root test, Granger causality test and Johansen test. And then the error correction model is established to seek the relationship between long-term equilibrium and short-term fluctuation. The results show that the method is effective; power consumption is the unidirectional Granger causality of power investment; there exists a long-term equilibrium relationship among power investment, electricity consumption and economic growth; electricity consumption and economic growth will lead to the same direction changes for investment.
作者 何晓颖 周晖
出处 《水电能源科学》 北大核心 2011年第6期180-182,133,共4页 Water Resources and Power
关键词 电力投资 电力消费 经济增长 GRANGER因果检验 协整分析 误差修正模型 power investment electricity consumption economic growth Granger causality test cointegration analysis error correction model
  • 相关文献

参考文献7

  • 1吴明,张昕.从电力市场发展看电力投资策略[J].陕西电力,2007,35(6):63-65. 被引量:3
  • 2王信茂.我国电力投资体制改革30年回顾[J].电力技术经济,2008,20(6):1-8. 被引量:11
  • 3马歆.对中国电力投资中存在问题的思考[J].特区经济,2006(7):35-36. 被引量:7
  • 4Engle R F, Granger C W J. Co-Integration and Error Correction: Representation, Estimation, and Testing[J], Eeonimetriea, 1987,55 (2) : 251-276.
  • 5Dicky D A,Fuller W A F. Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root[J]. Econometrics, 1981,49(4) : 1 057-1 072.
  • 6Johansen S, Juselius K. Maximum Likehood Estimation and Inference on Cointegration with Applications to the Demand for Money[J]. Oxford Bulletion of Ecomomise and Statistics, 1990,52(2): 169-210.
  • 7中华人民共和国国家统计局能源统计司.中国能源统计年鉴[M].北京:中国统计出版社,2010.

共引文献18

同被引文献37

引证文献5

二级引证文献9

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部