国内石油价格的波动及对经济影响的统计分析

发布时间：2018-05-21 08:43

本文选题：国内石油价格波动 + 经济影响　；参考：《福建师范大学》2016年硕士论文

【摘要】：当前我国的经济仍处于快速发展阶段,对能源的需求急剧膨胀,受国内众多因素的影响,石油价格的波动也随之剧烈,因此石油价格的波动对我国经济运行干扰逐渐加深.本文试图通过对国内石油现货价格波动加以研究,从侧面探讨其对我国经济指标的影响,对正确认识我国市场经济快速发展具有重要现实意义.基于对大量文献综述梳理分析,本文从理论分析和实证分析相结合的角度,对有关数据进行统计分析.首先,对国内石油现货价格的波动进行基本统计分析,之后进一步采用ARMA模型和非参数自回归模型对比拟合了国内石油价格的波动；随后选取2000年至2015年的月度数据,从实证角度,对我国经济指标进行波动分析,采用相关分析和Granger因果检验研究了国内石油价格对我国经济的影响；最后,总结了本文的研究结论,并从石油波动角度,结合我国市场的实际情况,提出具有实际意义的政策建议.
[Abstract]:At present , our country ' s economy is still in the rapid development stage , the demand for energy is expanding rapidly , the fluctuation of the oil price is gradually deepened by many factors of the country , so the fluctuation of oil price is very important to the economic operation of China . Based on the analysis of the large number of literatures , this paper analyzes the fluctuation of domestic oil spot price , and then makes a basic statistical analysis on the fluctuation of domestic oil spot price .
Then select the monthly data from 2000 to 2015 , and analyze the fluctuation of China ' s economic indicators from the empirical point of view . The influence of domestic oil price on our economy is studied by means of correlation analysis and causality test .
Finally , the conclusion of this paper is summarized , and the practical policy suggestions are put forward from the angle of oil fluctuation and the actual situation of China ' s market .
【学位授予单位】：福建师范大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F426.22;F764.1;F124

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