基于动静态视角的煤炭价格波动机理及我国煤炭企业应对策略研究

发布时间：2018-04-27 10:00

本文选题：波动特征 + 影响因素　；参考：《中国矿业大学》2017年硕士论文

【摘要】：众所周知,中国已成为世界第一大能源生产国和消费国。然而,以煤为主的能源结构和粗放的能源发展方式,带来的雾霾和能源资源浪费等问题不断冲击环境警戒线,供给侧结构性改革刻不容缓。第一是能源消费革命,要逐步由粗放、低效走向节约、高效;第二是能源生产革命,逐步由黑色、高碳,走向绿色、低碳。能源生产既要优存量,把推动煤炭清洁高效开发利用作为能源转型发展的立足点和首要任务。能源消费要抓好总量和强度双控制,综合运用经济、法律和必要的行政手段,聚焦工业、建筑、交通等重点领域切实推进节能减排,通过淘汰落后产能、加快传统产业升级改造和培育新动能,提高能源效率,推动形成注重节能的生活方式和社会风尚。综合以上,在能源转型背景下,结合我国国情和发展现状,深入研究煤炭价格波动机理问题,就显得十分紧迫。因此,本文以煤炭价格为中心,从煤炭价格的波动特征和影响因素分析入手,深入了解煤炭价格波动的机理,并据此为我国煤炭企业制定相应的应对措施。首先对煤炭价格的波动特征进行了探讨,对煤炭价格波动的季节性、随机性、趋势性以及周期性特征进行了探讨与分析。结果表明,我国煤炭价格波动存在明显的季节性特征。季节性因素呈W型走势,具有明显的“双峰单谷”的特点。我国煤炭价格波动具有周期性。煤炭价格的波动划分成四个周期,其中包括3个完整的周期和1个不完整周期。煤炭价格波动率序列存在不对称性,说明与“坏消息”相比,“好消息”对煤炭价格波动率序列的影响更大。其次对煤炭价格的影响因素进行结构分析。选取出煤炭价格波动的影响因素,并建立影响煤炭价格波动因素的解释结构模型(ISM模型)。结果表明,全面成本、煤炭供给、煤炭需求,煤炭供给与需求的长期均衡关系是影响煤炭价格波动最为主要的原因。再次对煤炭价格的影响进行通径分析。运用多元回归分析与通径分析方法研究了对煤炭价格影响显著的因素以及这些因素对煤炭价格的相关性以及直接效应、间接效应。结果表明,国际煤炭价格、煤炭进口量、石油价格、国民经济发展、煤炭生产量、煤炭库存量、煤炭消费量,这七个因素是对煤炭价格影响较为显著的因素。煤炭价格与各影响因素的简单相关系数绝对值大小排序为:煤炭生产量石油价格国民经济发展煤炭消费量国际煤炭价格煤炭库存量煤炭进口量。然后对煤炭价格影响因素进行了动态分析。运用系统动力学的理论研究方法,建立了煤炭价格波动的系统动力学模型,在对影响煤炭价格波动因素进行因果关系分析的基础上,构建了各影响因素间的函数关系系统动力学模型,通过运行Vensim PLE对其现行政策下的发展趋势进行仿真。结果表明,通过仿真发现未来我国煤炭价格呈现出先下降再增加的趋势,我国煤炭供给量与消费量的变化趋势较相似,均呈现出上涨趋势,供需差距较小,基本处于平衡状态。并通过改变模型参数对煤炭价格进行研究分析,通过对模型结果在不同的参数值下呈现不同的趋势和特点。最后探讨了煤炭企业的应对策略。根据前面的实证分析归纳总结煤炭价格波动机理,了解煤炭价格的影响因素之间的关系,探讨影响因素是如何影响煤炭价格波动的,并预测煤炭价格波动趋势的变化。煤炭企业据此做出不同的应对策略,分别从煤炭企业制定合理的生产计划、促进煤炭企业提升工业技术水平、煤炭企业营销创新、加强煤炭企业内部管理、加快煤炭企业的结构调整进而逐步转型这五个方面探讨煤炭企业具体的应对措施,使煤炭企业在不同时期能够产生一定的经济效益。
[Abstract]:As we all know, China has become the world's largest energy producer and consumer country. However, coal based energy structure and extensive energy development, haze and waste of energy resources are constantly impacting the environmental vigilance line, and the structural reform of the supply side is urgent. First, the energy consumption revolution should be gradually from extensive and inefficient. The second is the energy production revolution, the energy production revolution, gradually from black, high carbon, to green, low carbon. Energy production not only the excellent stock, the promotion of coal clean and efficient development and utilization of energy transformation and development of the foothold and the primary task. Energy consumption should grasp the total and intensity double control, the comprehensive use of the economy, the law and necessary administration. Means, focusing on industrial, construction, transportation and other key areas to effectively promote energy conservation and emission reduction, by eliminating backward production capacity, accelerating the upgrading of traditional industries and cultivating new kinetic energy, improving energy efficiency, and promoting the formation of energy saving lifestyles and social customs. Comprehensive above, in the context of energy transformation, combined with the national conditions and development status of our country, in depth It is very urgent to study the mechanism of coal price fluctuation. Therefore, taking coal price as the center, this paper, starting with the analysis of the fluctuation characteristics of coal price and the influencing factors, deeply understands the mechanism of coal price fluctuation, and establishes corresponding measures for coal enterprises in China. First, the fluctuation characteristics of coal price are carried out. The seasonal, random, trend and periodic characteristics of coal price fluctuation are discussed and analyzed. The results show that there is a clear seasonal characteristic of the fluctuation of coal price in China. The seasonal factor is W type and has the characteristic of "Shuangfeng Single Valley". The coal price fluctuation is periodic. The volatility is divided into four cycles, including 3 complete cycles and 1 incomplete cycles. The coal price volatility sequence is asymmetrical. Compared with "bad news", the "good news" has a greater impact on the coal price volatility sequence. Secondly, the influence factors of coal price are analyzed. The coal price is selected to remove the coal price. The influencing factors of volatility and the establishment of an explanatory structure model (ISM model) affecting the fluctuation of coal price. The results show that the overall cost, coal supply, coal demand, and the long-term equilibrium relationship between coal supply and demand are the most important factors affecting the coal price fluctuation. The regression analysis and path analysis methods are used to study the factors that have significant influence on the coal price and the correlation between the coal prices and the direct and indirect effects. The results show that the seven factors are the international coal price, the coal import, the oil price, the national economic development, the coal production, the coal stock, the coal consumption. It is a significant factor affecting the coal price. The simple correlation coefficient of the coal price and the influencing factors is the order of the absolute value of the absolute value of the coal production, the national economy of coal production, the development of coal consumption in the national economy, the import of coal stock in the international coal price, and the dynamic analysis of the influencing factors of the coal price. The dynamic model of the coal price fluctuation is established by the theoretical research method of dynamics. On the basis of causality analysis of the factors affecting the fluctuation of coal price, the dynamic model of the function relation system between various factors is constructed. The development trend of the current policy is simulated by the operation of Vensim PLE. It shows that the coal price in our country shows a trend of decreasing and then increasing in the future. The trend of coal supply and consumption in China is similar, and the trend is rising. The gap between supply and demand is small and basically in a balanced state. The coal price is studied and analyzed by changing the model parameters. There are different trends and characteristics under different parameters. Finally, it discusses the coping strategies of coal enterprises. According to the previous empirical analysis, the mechanism of coal price fluctuation is summarized, the relationship between the influence factors of coal price is understood, and how the influence factors affect the fluctuation of coal price and predict the fluctuation trend of coal price are also discussed. According to this, coal enterprises make different coping strategies, respectively from coal enterprises to formulate reasonable production plans, promote coal enterprises to improve the level of industrial technology, coal enterprise marketing innovation, strengthen the internal management of coal enterprises, speed up the structural adjustment of coal enterprises and then step by step transformation of the five aspects of coal enterprises to discuss specific needs of coal enterprises. Measures should be taken to make coal enterprises produce certain economic benefits in different periods.

【学位授予单位】：中国矿业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F426.21;F764.1

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