我国煤炭价格与煤矿安全事故实证分析:基于向量自回归模型(VAR)

Empirical analysis of the relation between coal price and coal mine safety accidents in China based on VAR model

为了研究煤炭价格与煤矿安全事故之间的内在关系,本文选取煤炭开采和洗选业出厂价格指数作为煤炭价格指标,选取煤矿百万吨死亡人数作为煤矿安全事故指标,通过向量自回归模型、脉冲响应函数及方差分解方法,对2005~2016年煤炭价格与煤矿安全事故数据关联性进行分析。结果显示:煤炭价格与煤矿安全事故存在协整关系,煤炭价格对煤矿安全事故的影响是长期且稳定的;从脉冲响应函数结果可知,煤炭价格波动对于煤矿安全事故的正向冲击作用较为明显,煤炭价格的增长有利于煤矿安全事故的减少;从方差分解角度分析,煤炭价格在一定程度上对煤矿安全事故产生影响,但不是主要影响,而煤矿安全事故受自身影响因素影响较高。

In order to study the internal relationship between coal price and coal mine safety accidents,this paper selects factory price of coal mining and coal washing industry index as coal price index,selects the millions tons of coal mine deaths as the index of coal mine safety accidents.Vector auto regression model,impulse response function and variance decomposition method are applied to analyze the correlation between coal price and coal mine safety accidents in 2005-2016.The results show that the co-integration relationship between the coal price and coal accidents,and it is long-term and stable of the effect of coal price on coal mine safety accidents;according to the results of impulse response function,the positive impact of coal price fluctuation on coal mine safety accidents is obvious,the increase of coal price can reduce the coal mine safety accidents;according to the analysis of variance decomposition,coal price have the impact on coal mine safety accidents,but not the major,and coal mine safety accidents are affected by their own influence factors.