中国煤炭需求波动规律研究

Patterns of Coal Demand Fluctuation in China

把握煤炭需求波动规律对于预测煤炭需求趋势和保障煤炭应急供应至关重要。本文运用小波分析等方法对我国煤炭需求波动状况进行了测度。针对年度尺度的数据,小波分析得出煤炭需求波动的主周期为6年,HP滤波方法得出波动周期平均为5.9年,BP滤波法得出的主周期为4.8年。综合比较可看出,煤炭需求波动主周期为5～6年,并且比经济波动滞后1～2年,且存在时隔30多年的大突变点。月度尺度的数据研究显示煤炭需求存在3～6个月的季节波动。基于上述分析,认为煤炭需求波动由周期长度为30～40年的长波、5～6年的中波、3～6个月的短波组合而成,其中最主要的是中波。通过进一步分析,指出导致煤炭需求波动长波、中波、短波产生的主要原因分别为国家的重大经济转折、正常的经济周期性波动、电力需求季节性波动。

Understanding fluctuations in coal demand is essential to forecast coal demand trends and secure emergency supplies of coal. In this paper,we use wavelet analysis methods to measure the volatility of Chinese coal demand,and analyze influencing factors for different waves. We found the main fluctuation cycle of coal demand to be 6 years,5.9 years,4.8 years depending on the method used. Overall,the main cycle of coal demand fluctuation is 5～6 years with an economic fluctuation lag of 1～2 years,and mutations exist after a lapse of 30 years. Monthly data showed a seasonal coal demand cycle of 3～6 months,a peak in summer （June） and winter （December） and valley in spring （February） and autumn. The gap between the large peak and valley is gradually increasing,while the gap between the large and small peak is gradually narrowing. The cyclical fluctuations of coal demand follow a long wave of 30～40 years,medium wave of 5～6 years,and short wave of 3～6 months. Uncertainty fluctuations in coal demand are caused by natural factors, political events,military cases and other emergencies.