摘要
在描述1992—2021年世界三大区域天然气价格波动趋势的基础上,采用可视图网络算法,构建了三个区域天然气价格和综合气价序列的可视图网络.研究结果显示:三大区域天然气可视图网络的度分布均服从幂律分布,其中北美亨利中心网络的幂律指数最高,其次是亚洲,最后是欧洲;基于网络的Jaccard相似系数,三大区域天然气价格网络两两之间的相似性系数都较低,而与综合气价网络的相似性系数稍高,其中北美亨利中心与综合气价的相似性系数最高;基于R/S方法,三大区域天然气价格均具有趋势性记忆,其中欧洲天然气价格的趋势记忆性最强,而北美亨利中心的天然气价格的趋势性记忆最小.这些实证结果对我国天然气市场机制改革具有一定的参考价值.
Based on the description of the fluctuation trend of natural gas prices in the three major regions of the world from 1992 to 2021,the visibility graph algorithm is used to construct the visibility graph networks of the natural gas prices and the integrated gas price sequence in these regions.The results show that the degree distributions of visibility graph networks in the three regions all obey the power law distribution,and that the Henry Hub in North America has the highest power law index,followed by Asia,and finally by Europe.Based on the Jaccard similarity coefficient of network,the similarity coefficient between the three regional natural gas price networks is low,while the similarity coefficient with the comprehensive gas price network is improved,among which the similarity coefficient between Henry Hub and the integrated gas price is the highest.Based on the R/S method,the natural gas prices in the three regions all have trend memory,of which the European natural gas price has the strongest trend memory and the Henry Hub natural gas price has the lowest trend memory.Therefore,these empirical results have a certain reference value for the reform of China’s natural gas market mechanism.
作者
李秀明
LI Xiuming(School of Mathematics and Statistics,Changshu Institute of Technology,Changshu 215500,China)
出处
《常熟理工学院学报》
2022年第2期104-109,共6页
Journal of Changshu Institute of Technology
基金
江苏省高校哲学社会科学研究项目“中国低碳经济下能源价格波动与溢出机制研究”(2020SJA1421)。
