国际油价、经济增长与原油消费变动对国内油价影响的协整分析

资源与产业 ›› 2012, Vol. 14 ›› Issue (3): 16-23.

国际油价、经济增长与原油消费变动对国内油价影响的协整分析

芦琳娜^1，2，3，雷涯邻¹，车纲⁴

（1.中国地质大学人文经管学院，北京 100083；2.中国地质大学资源环境管理实验室，北京 100083；3.深圳市盐田区委党校，广东深圳 518081；4.审计署驻深圳特派员办事处，广东深圳 518034）

收稿日期:2011-02-17 修回日期:2012-03-16 出版日期:2012-05-31 发布日期:2012-05-31
作者简介:芦琳娜(1978— ), 女, 博士生、副教授，主要从事资源经济与管理的教学、研究。E-mail: lulinna0602@gmailcom
基金资助:
国家自然科学基金项目（71173200）

COINTEGRATION OF GLOBAL OIL PRICE, ECONOMIC GROWTH AND CRUDE OIL CONSUMPTION CHANGE TO DOMESTIC OIL PRICE

LU Lin-na^{1, 2, 3}, LEI Ya-lin¹, CHE Gang⁴

(1. School of Humanities and Economic Management, China University of Geosciences, Beijing 100083, China; 2. Lab of Resources and Environmental Management, China University and Geosciences, Beijing 100083, China; 3. Shenzhen Yantian Party School, Shenzhen 518081 China; 4. Shenzhen Sesident Office of CNAO, Shenzhen 518034 China)

Received:2011-02-17 Revised:2012-03-16 Online:2012-05-31 Published:2012-05-31

摘要/Abstract

摘要：

作为仅次于美国的世界第二大石油消费国，中国对石油的需求量正随着中国经济的快速增长而不断上升，国内原油价格的波动及其影响因素日益成为研究热点。从国内原油的供给、需求角度出发，运用单位根检验、协整检验和误差修正模型对国内原油价格波动的影响因素进行研究，结果显示，国内原油价格增长率与国际原油价格增长率、国内生产总值增长率和国内原油消费量增长率之间存在协整关系，国际原油价格增长率、国内生产总值增长率、国内原油消费增长率对国内原油价格增长率的长期影响均比短期影响更为显著，同时上期的国内原油价格增长率对当期国内原油价格增长率的长期影响比短期影响更为显著。国内原油价格波动主要受国际原油价格、国内生产总值、国内原油消费量的增长率影响而呈现长期稳定性特征。

关键词: 原油价格, 经济增长, 原油消费量, 误差修正模型

Abstract:

China, as the second largest nation in oil consumption after the U.S., has a surging demand of oil as its economy goes fast. It becomes a hot point to study the domestic oil price fluctuation and its influencing factors. This paper, from domestic crude oil supply and demand, applies unit root test, cointegration test and error correction models to study the influence on domestic crude oil price fluctuation, with results showing a cointegration between domestic oil price rising rate and global oil price rising rate, GDP rising rate, domestic crude oil consumption rate, with the later casting a stronger influence in long term than in short term, and the last domestic crude oil price rising rate casting a stronger influence in long term than in short term. The domestic crude oil price fluctuation is jointly limited by global crude oil price, GDP, domestic crude oil consumption and shows a longterm stability.

Key words: crude oil price, economic growth, crude oil consumption, error correction mode

中图分类号:

F206
F407.2

芦琳娜，雷涯邻，车纲. 国际油价、经济增长与原油消费变动对国内油价影响的协整分析[J]. 资源与产业, 2012, 14(3): 16-23.

LU Lin-na, LEI Ya-lin, CHE Gang. COINTEGRATION OF GLOBAL OIL PRICE, ECONOMIC GROWTH AND CRUDE OIL CONSUMPTION CHANGE TO DOMESTIC OIL PRICE[J]. Resources & Industries, 2012, 14(3): 16-23.

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