中国石油价格风险评价与价格预测研究

发布时间：2018-03-06 12:11

本文选题：石油价格　切入点：风险评价　出处：《江苏大学》2017年硕士论文　论文类型：学位论文

【摘要】：石油贸易是世界经济不可或缺的部分,它占国际贸易总量的10%,全球GDP的4%。石油作为一次性资源主导着当今世界能源格局的变化,石油价格波动不仅直接影响我国经济和世界经济的正常运行,更上升到了政治和战略的层面。作为经济发展的物质基础,石油在资本市场的运作下,已成为一种具有商品属性的物品,进而导致了油价的频繁波动,使影响油价的因素不断复杂化。在这一背景下,深入研究油价的影响因素,探讨如何有效提高石油价格风险抵抗能力以确保石油价格稳定从而实现能源供给安全,已成为我国能源可持续发展的当务之急。本文旨在通过剖析我国石油价格影响因子,建立一套较全面的风险评价体系,分析我国石油价格风险状态。首先,根据风险理论规范定义了石油价格风险,探讨了石油价格的风险特征,阐述了主要因素对石油价格影响的范围,并对比分析了常用风险评价方法的适用性。其次,从油价的国内外形势分析了我国石油价格的风险现状,从石油资源形势方面研究了我国油价面临的问题。再次,基于现状分析和构建原则,从6个方面选择25个指标,建立了较为全面的中国石油价格风险评价体系;基于1990-2015年指标数据,通过层次分析法和熵值法对指标权重综合赋值,计算了各年度中国石油价格风险值,确定了风险等级;选取2000-2017年大庆油价月度数据拟合分析了我国油价变化趋势,并进行了预测。研究结果表明:从石油价格波动状态而言,我国石油价格主要受自然、政治、经济、市场、技术和运输六大方面影响;虽然我国石油进口需求量庞大,但是在国际石油定价机制体系中的话语权很弱,而较高的石油进口依赖度又使得我国石油价格波动受国际石油市场冲击明显。从石油价格风险趋势而言,我国石油价格风险从较低等级逐步变成较高等级,并有缓慢上升的趋势。前十年,市场因素是我国石油价格风险的主导因素,后十年,政治因素在各风险因素中起主要影响力;近五年来技术和运输因素带来的石油价格风险程度有明显上升。总体而言,在国际和国内复杂的石油市场环境双重夹击下,预计未来四年内我国石油价格仍处于低迷状态,并伴随着小幅波动。
[Abstract]:The oil trade is an indispensable part of the world economy. It accounts for 10 percent of the total international trade and 4 percent of the global GDP. Oil, as a one-time resource, dominates the changes in the world energy pattern today. Oil price fluctuations not only directly affect the normal operation of China's economy and the world economy, but also rise to the level of politics and strategy. As the material basis of economic development, oil operates in the capital market. Has become a commodity, which leads to frequent fluctuations in oil prices and complicates the factors that affect oil prices. In this context, the factors affecting oil prices are studied in depth. How to effectively improve the oil price risk resistance ability to ensure the oil price stability and realize the energy supply security has become the top priority of our country's energy sustainable development. This paper aims to analyze the influence factors of our country's oil price. A set of comprehensive risk assessment system is established to analyze the state of oil price risk in China. Firstly, the oil price risk is defined according to the risk theory, and the risk characteristics of oil price are discussed. This paper expounds the scope of the influence of the main factors on the oil price, and compares and analyzes the applicability of the common risk assessment methods. Secondly, from the domestic and international situation of the oil price, the paper analyzes the present situation of the oil price risk in our country. Thirdly, based on the current situation analysis and construction principle, 25 indexes are selected from 6 aspects to establish a more comprehensive oil price risk assessment system in China. Based on the index data from 1990 to 2015, the risk value of Chinese petroleum price is calculated and the risk grade is determined by AHP and entropy method. According to the monthly oil price data of Daqing from 2000 to 2017, the change trend of oil price in China is analyzed and forecasted. The results show that the oil price in China is mainly affected by nature, politics, economy and market from the point of view of oil price fluctuation. Although China has a huge demand for oil imports, it has a weak voice in the system of international oil pricing mechanisms. However, the high dependence on oil imports makes the fluctuation of China's oil price obviously subject to the impact of the international oil market. In terms of the trend of oil price risk, the oil price risk in China has gradually changed from a lower grade to a higher grade. In the first decade, market factor is the leading factor of oil price risk in China, and in the latter ten years, political factor plays a major role in all risk factors. In the past five years, the degree of oil price risk caused by technology and transportation factors has increased significantly. Overall, under the dual impact of the complex international and domestic oil market environment, it is expected that China's oil prices will remain in a depressed state in the next four years. And accompanied by small fluctuations.
【学位授予单位】：江苏大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F426.22;F764.1

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