国际油价突变识别及分析

发布时间：2018-01-04 08:20

本文关键词：国际油价突变识别及分析　出处：《中国人口.资源与环境》2014年01期 　论文类型：期刊论文

【摘要】：随着国际油价对各种事件反应灵敏度的增加及中国成品油价格改革的市场化方向,油价频繁的突变将对我国宏观经济的平稳发展产生巨大冲击,但是经济环境的变化、油价核心影响因素的变迁使得不同时间下油价发生突变的引致因素及突发事件均有所不同,识别并分析油价突变的时间及形成原因具有重要的现实意义。基于此,作者首先给出了商品价格变动容忍阈值及商品价格突变的定义,利用PPM模型,对国际历史油价及相关影响变量的突变进行识别和分析,结果共显示出8次显著的油价突变。1999年2季度油价突变发生的直接原因是亚洲金融危机的冲击,实际原因是石油供需结构的失衡,具体来说,石油供应方对市场石油需求变动的估计不足及中国净进口的增加,导致了油价的快速回落和短期剧烈反弹;此后的7次油价突变,美元指数一直是最主要的直接影响因素之一,而地缘政治事件及经济情况带动的需求变化或预期变化成为油价突变的基础,新兴经济体的需求增长成为促使油价突变的新生因素。
[Abstract]:With the increase of the international oil price sensitivity reaction to events and Chinese oil price reform direction of the market prices, frequent mutations will have a huge impact on the smooth development of China's economy, but the change of the economic environment, changes in oil prices affect the core factors and emergencies caused by factors of mutation in the different time oil prices are different, has important practical significance to identify and analyze the time and causes of oil price. Based on this, the author firstly gives the definition of tolerance threshold changes in commodity prices and commodity price change, using the PPM model, the international oil prices and the related history variables of the mutations were identified and analyzed. Results a total of 8 shows a significant price mutation.1999 in the 2 quarter prices is the direct cause of mutation of the Asian financial crisis, the real reason is that oil supply and demand structure Specifically, imbalance, lack of oil supply to the market estimates of oil demand changes and increasing the China net imports, caused oil prices quickly fell short and sharp rebound in oil prices since 7; mutation, the dollar index has been one of the most important factors directly affect the demand changes or changes in expectations driven by geopolitical and economic events the oil prices become the basis of mutation, the needs of emerging economies has become a new growth factor pushing the price of the mutation.

【作者单位】：陕西师范大学国际商学院;中国科学院数学与系统科学研究院;
【基金】：国家自然科学基金项目“国际油价波动对我国节能减排的时变时滞影响效应研究”(编号:71103115) 中国博士后科学基金项目“能源价格及其结构变动的动态影响效应分析”(编号:2012M510580) 陕西省软科学研究计划项目“陕西省节能减排的政策效应分析及实现途径研究”(编号:2012KRM95)
【分类号】：F764.1
【正文快照】： 曾在壳牌原油公司工作过的美国地质学家Hubbert[1]早在1956年的论文中就提出了“原油峰值”理论,对原油危机的发生给出了警告。BP公司在2009年世界能源统计评论中指出,由于俄罗斯、挪威和中国原油储量的下降,2008年全球探明原油储量出现了自1998年以来的首次下降,世界剩余原油

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