国际原油价格对我国股票市场的影响研究——以布伦特原油市场为例
发布时间:2018-08-18 19:55
【摘要】:本文利用股改前后我国股票市场的有关数据,实证考察了国际原油价格波动对我国股票市场的影响。研究结果发现:股改前后原油价格对股票市场的影响显著不同,股改后油价上涨对股市有负向冲击作用。政策上需要进一步完善成品油定价机制和提高我国股票市场的有效性等。
[Abstract]:Based on the relevant data of China's stock market before and after the stock reform, this paper empirically investigates the impact of international crude oil price fluctuation on China's stock market. The results show that the impact of crude oil price on the stock market is significantly different before and after the stock reform, and the rise of oil price has a negative impact on the stock market after the stock reform. Policy needs to further improve the pricing mechanism of refined oil products and improve the effectiveness of China's stock market.
【作者单位】: 东北石油大学石油经济与管理研究所;四川大学经济学院;
【基金】:2010年国家自然科学基金项目:国际石油市场复杂系统投机泡沫机制及其实证研究,课题号:71001008的成果
【分类号】:F764.1;F832.51
[Abstract]:Based on the relevant data of China's stock market before and after the stock reform, this paper empirically investigates the impact of international crude oil price fluctuation on China's stock market. The results show that the impact of crude oil price on the stock market is significantly different before and after the stock reform, and the rise of oil price has a negative impact on the stock market after the stock reform. Policy needs to further improve the pricing mechanism of refined oil products and improve the effectiveness of China's stock market.
【作者单位】: 东北石油大学石油经济与管理研究所;四川大学经济学院;
【基金】:2010年国家自然科学基金项目:国际石油市场复杂系统投机泡沫机制及其实证研究,课题号:71001008的成果
【分类号】:F764.1;F832.51
【参考文献】
相关期刊论文 前3条
1 魏巍贤;林伯强;;国内外石油价格波动性及其互动关系[J];经济研究;2007年12期
2 金洪飞;金荦;;国际石油价格对中国股票市场的影响——基于行业数据的经验分析[J];金融研究;2010年02期
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