山西省煤炭价格与煤炭企业成本的协整关系研究

Study on co-integration relationship between Shanxi coal prices and coal enterprise's cost

运用协整检验的方法,分别对2006—2016年山西省产地煤炭价格、消费地煤炭市场价格与山西省煤炭企业吨煤成本之间的长期关系进行了实证检验。结果表明,山西省产地煤炭价格与山西省煤炭企业吨煤成本、消费地煤炭市场价格与山西省煤炭企业吨煤成本之间的协整关系均存在,且山西省企业吨煤成本对山西省产地煤炭价格的影响和对消费地煤炭市场价格的影响相比,影响程度明显较强。

A co-integration inspection method was applied to verify and inspect the long term relationship between the coal prices in Shanxi Provincial coal producing area,coal market prices in the coal consumption area and the coal cost per ton in Shanxi coal enterprises from 2006-2016. The results showed that there was a co-integration relationship existed between the coal prices in Shanxi Provincial coal producing area and the coal cost per ton of Shanxi coal enterprises and between the coal market prices at the coal consumption area and the coal cost per ton of Shanxi coal enterprises individually. The coal cost per ton of Shanxi coal enterprises would be affected to the coal prices at the Shanxi coal producing area. And in comparison with the coal market prices at the coal consumption area,the influence degree would be obviously higher.