动态视角下煤炭影响因素及预测方程的研究

Study on influencing factors and prediction equations of coal from dynamic perspective

煤炭在我国能源结构中的占比超过70%,其价格变化对能源行业及宏观经济调控具有现实意义;对研究、分析经济波动,指导工业生产也有一定借鉴作用。基于VAR模型和SPSS分析,根据秦皇岛地区动力煤2019年5月—2020年4月的价格数据变动,分析相关变量对煤炭价格的影响程度。研究发现,煤炭产量与价格呈负相关,大宗商品价格指数对价格变动的冲击最大。探寻两者的线性关系,参考模糊集合论,通过灰色预测,求解煤炭价格的时间序列方程、预测方程系数,得出短期内煤炭价格的预测方程。基于以上研究,对煤炭价格进行调控,从政府层面提出相关建议。

Coal accounts for more than 70% of China’s energy structure, and its price change is of practical significance to the energy industry and macroeconomic control, it can be used for reference to study and analyze economic fluctuation and guide industrial production. Based on the VAR model and SPSS analysis, according to the price data changes of steam coal in Qinhuangdao from May 2019 to April 2020, the impact of relevant variables on coal price is analyzed. It is found that coal output is negatively correlated with price, and commodity price index has the greatest impact on price change. The linear relationship between the two is explored, the fuzzy set theory is referred to, the time series equation and the coefficient of the prediction equation of the coal price are solved through the grey prediction, and the prediction equation of the coal price in the short term is obtained. Based on the above research, relevant suggestions are put forward from the government level on the regulation of coal price.