国际原油价格对国内原油价格的非线性冲击及其政策启示——基于STR模型的实证研究

发布时间：2018-04-24 03:03

本文选题：国内原油价格 + 国际原油价格　；参考：《税务与经济》2017年04期

【摘要】：基于2000年1月至2016年5月国内外原油价格数据,运用非线性平滑转换回归(STR)模型实证研究国际油价对国内油价冲击的非线性特征。结论表明:国际油价对国内油价的冲击因国际油价增长率的差异而显著不同,二者的关系呈现分段特征,并在线性与非线性关系间转换;国内原油价格对国际原油价格变化的调整较快;国际油价冲击是国内油价波动的关键诱因,国内原油价格具有一定的惯性,由于政策调控的及时性,有效缓和了国内原油价格的上涨趋势。因此,政策制定者应关注国际原油价格对国内原油价格冲击效应的门槛值,把握主动权;国内原油价格水平与国际原油价格水平已实现充分接轨,当前石油定价机制调整的方向是使油价充分反映国内石油市场的供需变化;应尽快理顺我国原油价格与成品油价格的关系。
[Abstract]:Based on the domestic and foreign crude oil price data from January 2000 to May 2016, the nonlinear characteristics of the impact of international oil price on domestic oil price are studied empirically by using nonlinear smooth transformation regression (STR) model. The conclusion shows that the impact of international oil price on domestic oil price is significantly different from the difference of international oil price growth rate, and the relationship between them is piecewise characterized and transformed between linear and nonlinear relations. Domestic crude oil prices adjust rapidly to the changes in international crude oil prices; the impact of international oil prices is the key cause of domestic oil price fluctuations; domestic crude oil prices have a certain degree of inertia, due to the timeliness of policy control. Effectively moderated the domestic crude oil price rising trend. Therefore, policy makers should pay attention to the threshold value of the impact effect of international crude oil price on domestic crude oil price and grasp the initiative; the domestic crude oil price level has fully integrated with the international crude oil price level. The direction of the adjustment of oil pricing mechanism is to make oil price reflect the change of supply and demand in domestic oil market, and the relationship between crude oil price and refined oil price should be straightened out as soon as possible.
【作者单位】：厦门理工学院经济与管理学院;
【基金】：教育部人文社会科学研究青年基金项目(项目编号:15YJC790045) 福建省自然科学基金项目(项目编号:2016J01342) 福建省社会科学规划项目(项目编号:2014C043) 福建省中青年教师教育科研资助项目(项目编号:JAS150413) 福建省高校杰出青年科研人才培育计划资助福建省高校新世纪优秀人才支持计划资助
【分类号】：F416.22;F764.1

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