石油供需与价格的耦合关系研究

发布时间：2018-04-28 06:46

本文选题：石油价格 + 供需关系　；参考：《江苏大学》2017年硕士论文

【摘要】：随着经济全球化程度的日益加深,国际石油需求量不断增大,石油市场中供给与需求之间的矛盾日益突出,进而导致石油价格发生剧烈波动。从2007年1月到2008年6月,国际石油市场处于供不应求的状态,导致国际油价迅速增长,增幅达到146.5%。从2014年6月到2016年1月,国际石油市场处于供过于求的状态,致使国际油价暴跌,下降幅度高达264.2%。另外,石油价格的波动情况可以有效地调节石油市场中的供应和需求行为,从而对供需状况产生深远的影响,进而波及到国家能源策略、经济、政治等方面。因此探究石油的供需和价格之间的耦合关系有非常重要的意义,它有利于我们更直接、更深入地分析石油供给、需求和价格之间相互影响、相互作用的机理。本文首先从石油供给、需求和价格的实际状况出发,综合分析了国际石油市场中供给、需求和价格的演化特征,从定性的角度揭示了三者之间的复杂关系,并据此描绘了国际石油市场中各因素之间的因果关系图;其次,建立了石油供给、需求和价格的三维非线性动力学系统,探究了该系统的动力学特征,通过数值模拟发现在不同的参数值或初始值条件下系统呈现出稳定状态、周期变化状态以及混沌状态,从而表明该系统具有参数值敏感性和初值敏感性;再次,根据原油价格波动幅度出现频率的演化情况对其进行阶段划分,并分阶段进行了参数识别,在此基础上,给出了各阶段供给-需求-价格的演化结果,揭示了各阶段参数值具有的特征,并将相应阶段的参数进行了对比分析,探究各阶段中对供给、需求和价格的变化起到关键性作用的变量及其在各阶段间影响力的变化情况;最后,利用差分方程对整个阶段的石油供给、需求和价格进行了仿真,将仿真结果和实际数据对比发现两者吻合度极高,说明本文中建立的系统真实有效地反映了国际石油市场中供给、需求和价格之间的复杂关系。
[Abstract]:With the deepening of economic globalization, the international oil demand is increasing, and the contradiction between supply and demand in oil market is becoming more and more prominent, which leads to the sharp fluctuation of oil price. From January 2007 to June 2008, the international oil market was in short supply, leading to a rapid increase in international oil prices, with an increase of 146.5. From June 2014 to January 2016, the international oil market was in a state of oversupply, causing international oil prices to plummet, falling by 264.2. In addition, the fluctuation of oil price can effectively regulate the behavior of supply and demand in the oil market, which has a profound impact on the supply and demand situation, and then affects the national energy strategy, economy, politics and so on. Therefore, it is of great significance to explore the coupling relationship between supply and demand and price of oil. It is helpful for us to analyze the mechanism of interaction between supply, demand and price of oil more directly and deeply. Starting from the actual situation of oil supply, demand and price, this paper analyzes the evolution characteristics of supply, demand and price in the international oil market, and reveals the complex relationship between them from the qualitative point of view. Based on this, the causality diagram of various factors in the international oil market is described. Secondly, a three-dimensional nonlinear dynamic system of oil supply, demand and price is established, and the dynamic characteristics of the system are explored. Through numerical simulation, it is found that the system presents stable state, periodic variation state and chaotic state under different parameters or initial values, which shows that the system has parameter sensitivity and initial value sensitivity. According to the evolution of the frequency of oil price fluctuation, the stage is divided and the parameters are identified in stages. On this basis, the evolution results of supply-demand-price in each stage are given. This paper reveals the characteristics of the parameter values of each stage, and makes a comparative analysis of the parameters of the corresponding stages, and probes into the variables that play a key role in the change of supply, demand and price in each stage and the change of their influence among the stages. Finally, the oil supply, demand and price in the whole stage are simulated by using the difference equation, and the simulation results are compared with the actual data. It shows that the system established in this paper reflects the complex relationship among supply, demand and price in the international oil market.
【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】：F416.22;F764.1

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