我国煤炭价格演变规律的研究

发布时间：2018-01-05 07:28

本文关键词：我国煤炭价格演变规律的研究　出处：《西安科技大学》2014年硕士论文　论文类型：学位论文

【摘要】：煤炭是我国重要的能源资源，在未来的30年内，煤炭在我国能源生产和消费结构中仍将占据主导地位。煤炭价格的波动对我国实体经济具有重要影响，因此深入研究我国煤炭价格的演变规律对于把握煤炭市场走势，提早制定和调整煤炭生产以及消费策略具有重要理论与现实意义。本文在对国内外研究现状进行详细综述的基础上，基于秦皇岛大同优混煤的历史价格数据，对我国煤炭价格的演变规律进行分析。主要的研究工作和结论如下：（1）分析了我国煤炭市场近30年的演变历史和所呈现出的特点：2002年后，我国煤炭市场开始真正实行市场化改革，煤价波动明显，并具有结构性断点的特征。因此选择结构性断点理论对煤价演变进行研究更能增强对煤炭价格的变动解释能力。（2）通过Rec-MOSUM检验发现我国煤价走势存在明显的结构断点；而后运用BP结构性断点的均值理论发现03年至今我国煤炭价格走势共存在5个断点，并对其进行划分，分阶段阐述了煤价的波动趋势；最后运用ME动态移动估计理论对断点进行监控，检验结果良好，从而为及时预测煤价提供了依据。（3）运用事件研究法对已知的断点进行验证分析，采用更低频的数据，观察在事件窗范围内煤价的异常收益统计量，研究证明不同事件交替作用构成了2003年后煤炭价格新的演变过程，类似事件的发生会对煤价产生相似的影响程度、影响模式以及持续时间等。本文的研究成果对政府及能源生产者和消费者把握煤炭市场变动规律，，预测煤炭价格，预先制定和调整生产和消费策略具有较重要的参考价值。
[Abstract]:Coal is an important energy resource in our country. In the next 30 years, coal will still occupy a dominant position in the energy production and consumption structure of our country. The fluctuation of coal price has an important impact on the real economy of our country. Therefore, it is of great theoretical and practical significance to study the evolution law of coal price in China for grasping the trend of coal market and making and adjusting coal production and consumption strategy in advance. On the basis of a detailed review of domestic and foreign research status, this paper based on the Qinhuangdao Datong excellent blending coal historical price data. The evolution law of coal price in China is analyzed. The main research work and conclusions are as follows: This paper analyzes the evolution history and characteristics of China's coal market in the past 30 years: after 2002, China's coal market began to implement market-oriented reform, and the coal price fluctuated obviously. Therefore, choosing structural breakpoint theory to study the evolution of coal price can enhance the ability of explaining the change of coal price. 2) the obvious structural breakpoints of coal price trend in China are found by Rec-MOSUM test. Then, using the mean value theory of BP structural breakpoints, it is found that there are five breakpoints in China's coal price trend from 2003 to now, and the coal price fluctuation trend is expounded in stages. Finally, the breakpoint is monitored by ME dynamic motion estimation theory, and the test results are good, which provides the basis for the timely prediction of coal price. 3) using the method of event research to verify and analyze the known breakpoints and using the lower frequency data to observe the abnormal profit statistics of coal price in the range of event window. It is proved that the alternation of different events constitutes the new evolution process of coal price after 2003, and that the occurrence of similar events will have similar influence on coal price, influence mode and duration, and so on. The research results of this paper have important reference value for the government, energy producers and consumers to grasp the changing law of coal market, predict the coal price, and make and adjust the production and consumption strategy in advance.
【学位授予单位】：西安科技大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F426.21;F764.1

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