电煤价格波动特性对火力发电行业影响研究——基于多重分形消除趋势分析法的实证研究

发布时间：2017-12-31 18:14

本文关键词：电煤价格波动特性对火力发电行业影响研究——基于多重分形消除趋势分析法的实证研究　出处：《价格理论与实践》2017年04期 　论文类型：期刊论文

【摘要】：利用2006年1月至2016年10月煤炭价格周数据,基于多重分形消除趋势法建立电煤价格波动特性分析模型,分析不同周期划分情况下电煤价格的波动规律。研究结果表明:我国电煤价格自身波动特性明显,局部波动特性同长周期电煤价格波动特性相似。同时,基于敏感性分析法对多重分形波动因子对电煤价格预测的修正效果进行了检验,证明因子可有效判断价格的剧烈波动趋势,预测误差比传统方法明显降低,可为政府制定相关煤电行业政策提供参考。
[Abstract]:Based on the weekly data of coal price from January 2006 to October 2016, an analytical model of coal price fluctuation characteristics is established based on multifractal elimination trend method. This paper analyzes the fluctuation law of coal price under different periods. The results show that the fluctuation characteristic of coal price in China is obvious, and the local fluctuation characteristic is similar to that of long-period coal price. At the same time, the local fluctuation characteristic is similar to that of long-period coal price. Based on the sensitivity analysis method, the correction effect of multifractal fluctuation factor on coal price prediction is tested. It is proved that the factor can effectively judge the sharp fluctuation trend of the price, and the prediction error is obviously lower than that of the traditional method. It can provide reference for the government to formulate relevant coal and power industry policies.
【作者单位】：国网新疆电力公司经济技术研究院;华北电力大学;
【分类号】：F426.21;F426.61;F764.1
【正文快照】： 2016年以来,随着我国煤炭行业化解过剩产能工作的开展,电煤产量大幅下降,市场供需失衡,导致电煤价格一路飙升。2016年11月全国电煤价格指数创近三年新高,半年内累计增涨量超300元/吨,火力发电企业面临生产成本提升的巨大挑战。从2013年我国电煤价格市场化改革以来,电煤供需矛

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