国际原油价格波动对我国价格指数影响的研究
发布时间：2018-10-25 07:55
【摘要】：石油作为全球工业经济中的重要能源和原材料,在世界能源结构中占据重要位置,其价格的波动对全球经济有着举足轻重的影响。国内原油价格随国际原油价格上行波动而波动,国际原油价格对中国国民经济、价格水平产生了重大影响。因此研究国际原油价格波动对中国价格指数是否有影响及影响的深远程度对于促进我国市场经济快速发展、政府宏观经济政策的实施以及减小价格水平不断浮动对我国经济发展的阻碍作用具有重要的现实意义。 本文在对大量文献综述梳理分析的基础上,对相关数据进行统计分析并由此探究国际原油价格与我国价格指数两者之间的互动关系,从而提出文章的研究重点：国际原油价格对我国价格水平产生影响的传导机制是什么,以及所造成的影响究竟有多大；然后利用相关理论寻求将原油价格与我国价格指数之间相互作用的传导途径；最后,通过建立向量自回归VAR模型、脉冲响应分析和方差分解,分析国际原油价格与我国价格指数之间的长期均衡和短期波动关系。根据上述分析和论证,并结合我国市场的实际发展情况,对于国际原油价格产生的冲击提出具有实际意义的政策建议。首先,国家应扩大石油供应渠道,勘探开采新的石油资源；其次,加大建设战略石油储备力度,运行国家战略储备体系；第三,节约能源消费,加快推进开采新型能源；第四,完善市场化原油价格定价机制,建立合理有效的石油进口价格管理机制；第五,有针对性采取财政政策、货币政策等措施；第六,减少政府对石油市场价格的干预,提高市场竞争程度等。
[Abstract]:Oil, as an important energy and raw material in the global industrial economy, occupies an important position in the world energy structure. The fluctuation of its price plays an important role in the global economy. The domestic crude oil price fluctuates with the international crude oil price, and the international crude oil price has a great influence on the national economy and the price level of China. Therefore, to study whether the international crude oil price fluctuation has an impact on China's price index and whether it has a far-reaching impact on promoting the rapid development of China's market economy, The implementation of the government's macroeconomic policy and the reduction of the fluctuating price level are of great practical significance to the hindrance of our country's economic development. On the basis of a lot of literature review and analysis, this paper makes a statistical analysis on the relevant data and explores the interaction between international crude oil price and China's price index. The main points of this paper are as follows: what is the conduction mechanism of the influence of international crude oil price on the price level of our country, and how great is the influence caused by it; Finally, by establishing vector autoregressive VAR model, impulse response analysis and variance decomposition, This paper analyzes the long-term equilibrium and short-term fluctuation relationship between international crude oil price and Chinese price index. According to the above analysis and demonstration, combined with the actual development of China's market, the paper puts forward some practical policy suggestions for the impact of the international crude oil price. First, the state should expand oil supply channels to explore and exploit new oil resources; secondly, it should increase the construction of strategic oil reserves and run the national strategic reserve system; third, it should economize on energy consumption and speed up the development of new types of energy; fourth, To improve the pricing mechanism of market-oriented crude oil prices and to establish a reasonable and effective oil import price management mechanism; fifthly, to adopt fiscal and monetary policies and other measures; sixthly, to reduce government intervention in oil market prices. Raise the level of market competition, etc.
【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F726;F714.1;F764.1
本文编号：2293094
[Abstract]:Oil, as an important energy and raw material in the global industrial economy, occupies an important position in the world energy structure. The fluctuation of its price plays an important role in the global economy. The domestic crude oil price fluctuates with the international crude oil price, and the international crude oil price has a great influence on the national economy and the price level of China. Therefore, to study whether the international crude oil price fluctuation has an impact on China's price index and whether it has a far-reaching impact on promoting the rapid development of China's market economy, The implementation of the government's macroeconomic policy and the reduction of the fluctuating price level are of great practical significance to the hindrance of our country's economic development. On the basis of a lot of literature review and analysis, this paper makes a statistical analysis on the relevant data and explores the interaction between international crude oil price and China's price index. The main points of this paper are as follows: what is the conduction mechanism of the influence of international crude oil price on the price level of our country, and how great is the influence caused by it; Finally, by establishing vector autoregressive VAR model, impulse response analysis and variance decomposition, This paper analyzes the long-term equilibrium and short-term fluctuation relationship between international crude oil price and Chinese price index. According to the above analysis and demonstration, combined with the actual development of China's market, the paper puts forward some practical policy suggestions for the impact of the international crude oil price. First, the state should expand oil supply channels to explore and exploit new oil resources; secondly, it should increase the construction of strategic oil reserves and run the national strategic reserve system; third, it should economize on energy consumption and speed up the development of new types of energy; fourth, To improve the pricing mechanism of market-oriented crude oil prices and to establish a reasonable and effective oil import price management mechanism; fifthly, to adopt fiscal and monetary policies and other measures; sixthly, to reduce government intervention in oil market prices. Raise the level of market competition, etc.
【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F726;F714.1;F764.1
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