进口铁矿石价格影响因素及对策研究

发布时间：2018-03-10 16:10

本文选题：铁矿石　切入点：协整分析　出处：《武汉理工大学》2015年硕士论文　论文类型：学位论文

【摘要】：中国投资拉动型经济模式和基础设施的兴建,拉动了对钢铁的巨大需求。而视为钢铁冶炼重要的原材料之一的铁矿石跟着水涨船高,需求量节节飙升。虽然中国铁矿石储量可观,但是因为开采成本高、品质、品位较低,因此澳大利亚、巴西成为我国主要的进口来源国。2013年中国进口量占世界进口总量的65.5%,对外依存度达72.5%。作为世界最大的铁矿石进口国,“中国需求”成为世界铁矿石贸易市场的晴雨表,推动了铁矿石价格的逐年增加。但是自从2003年中国第一次加入国际铁矿石长协议价格谈判以来,仅有2007年取得了首发定价权,其他年份都沦为谈判的看客,被迫接受节节攀升的高价带给中国钢铁行业的沉重负担。长协议价格的产生顺应了当时贸易双方的长期利益,但随着中国的超额需求和以此引发现货市场的繁荣,使得长协议定价机制再不能满足三大矿山的最大化利益的需求。在三大矿山强势的推动下,旧定价机制走向尽头,取而代之的指数化定价,定价周期更短,铁矿石的进口价格波动更加激烈,对现货市场的反映更加及时,现行价格的波动更能反映供需关系的变化。本文分为六章,第一章绪论介绍了本文研究背景和意义以及国内外研究现状。第二章分别介绍了世界铁矿石进出口贸易和中国进口贸易现状。第三章梳理了铁矿石定价机制的历史演变。第四章采用了实行新定价机制后的2012年至2014年的月度数据,选取可能影响价格的因素进行实证分析。利用Eviews8.0经过协整检验、格兰杰因果检验得出美元指数、进口总量和粗钢产量对铁矿石进口价格有着重要影响。第五章以影响因素分析的结果向政府和钢铁企业提出稳定市场价格、争夺铁矿石价格话语权的相关建议。本文从供需关系影响价格变动为视角,对进口铁矿石的价格影响因素进行研究,并结合“新丝绸之路”等最新实时新闻提出建议,具有积极和现实意义。
[Abstract]:Chinese investment driven economic model and infrastructure construction, boosting the huge demand for steel. And as one of the important raw materials of iron and steel smelting iron ore continued to rise, the demand is soaring. Although China iron ore reserves, but because of the high cost of mining quality, low grade, Australia, Brazil to become China's main source of imports of.2013 China imports accounted for 65.5% of the world's total imports, the foreign dependency rate reached 72.5%. as the world's largest importer of iron ore, "Chinese demand" has become a barometer of the world iron ore trade market, to promote the iron ore prices increased year by year. But since 2003, the first time to join China the international iron ore price negotiations long protocol, only in 2007 made the first pricing, other years into negotiations spectators, was forced to accept the rising price Give a heavy burden China of iron and steel industry. The price agreement with long time trade on both sides of the long-term interests, but with excess demand China and thus lead to the stock market boom, the long agreement pricing mechanism and can not meet the demand to maximize the benefits of the three mines. In three mines under the strong push. The old pricing mechanism towards the end, price indexation instead, pricing is shorter, imports of iron ore price volatility is more intense, reflect on the stock market more timely, fluctuations in current prices can reflect changes in supply and demand. This paper is divided into six chapters, the first chapter introduces the background and significance of this study at home and abroad study on the present situation. The second chapter introduces the world iron ore import and export trade and import trade China status. The third chapter reviews the evolution of the iron ore pricing mechanism of fourth Zhang Cai history. Using the monthly data of the implementation of the new pricing mechanism after 2012 to 2014, the empirical analysis of the impact of price factors. By using Eviews8.0 cointegration test, Grainger causality has an important impact on the dollar index, total imports and crude steel production of iron ore import prices. In the fifth chapter, the analysis of factors influencing the results of to stabilize the market price to the government and the iron and steel enterprises, relevant suggestions for iron ore prices right. This paper from the relationship between supply and demand price changes from the perspective of the factors affecting the price of imported iron ore, combined with the "New Silk Road" of the latest real-time news suggested that has a positive and practical significance.

【学位授予单位】：武汉理工大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F426.1;F752.61

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