石油市场供需关系与战略石油储备策略的相互影响——基于VEC模型的研究
详细信息    查看全文 | 推荐本文 |
  • 英文篇名:The Mutual Influence of Oil Market Supply and Demand and Strategic Oil Reserve Strategy:Based on VEC Model
  • 作者:谢楠 ; 颜志军 ; 薛倩倩
  • 英文作者:XIE Nan;YAN Zhi-jun;XUE Qian-qian;Zhenhua Petroleum Holdings Limited;Beijing Institute of Technology;
  • 关键词:市场供需关系 ; 国际原油价格 ; 战略石油储备 ; VEC模型
  • 英文关键词:market supply and demand;;international crude oil price;;strategic oil reserve;;VEC model
  • 中文刊名:JZGC
  • 英文刊名:Value Engineering
  • 机构:振华石油控股有限公司;北京理工大学;
  • 出版日期:2017-12-11
  • 出版单位:价值工程
  • 年:2018
  • 期:v.37;No.477
  • 语种:中文;
  • 页:JZGC201801101
  • 页数:3
  • CN:01
  • ISSN:13-1085/N
  • 分类号:248-250
摘要
为保障石油供应安全,我国自2003经中央正式批准开始战略石油储备工作。本文使用美国原油市场1998年1月至2017年3月的相关数据构建VEC模型,分析讨论供需关系、价格和战略石油储备策略的相互影响,为政府决策提供支持。
        In order to ensure the safety of oil supply, China has been approved by the central government since 2003 to start the strategic oil reserve work. This paper uses the relevant data of the US crude oil market from January 1998 to March 2017 to construct the VEC model to analyze the inter influence of supply and demand, price and strategic oil reserve strategy, and provides support for government decision-making.
引文
[1]高新伟,张伟伟.不同石油储备与油价关系分析及管理研究[J].财贸经济,2009(11):120-126.
    [2]高建,杨丹,董秀成.美国石油库存对国际石油价格的影响分析[J].统计与决策,2010(4):82-84.
    [3]Wang S P,Hu A M,Wu Z X.The Impact of Oil Price Volatility on China’s Economy:An Empirical Investigation Based on VAR Model[J].Advanced Materials Research,2012,524-527:3211-3215.
    [4]范秋芳,杜秀娥.基于VEC模型的国际油价波动与中国经济增长关系的实证研究[J].中外能源,2012,17(9):15-19.
    [5]Hou K,Mountain D,Wu T.Oil Price Shocks and Their Transmission Mechanism in an Oil-Exporting Economy:a VAR Analysis Informed by a DSGE Model[J].Journal of International Money&Finance,2016,68:21-49.
    [6]Zhang J,Xie M.China's oil product pricing mechanism:What role does it play in Ch ina's macroeconomy?[J].China Economic Review,2016.
    [7]Jadidzadeh A,Serletis A.How does the U.S.natural gas market react to demand and supply shocks in the crude oil market?[J].Energy Economics,2017,63:66-74.
    [8]Kang W,Gracia F P D,Ratti R A.Oil price shocks,policy uncertainty,and stock returns of oil and gas corporations[J].Journal of International Money&Finance,2017,70:344-359.
    [9]郇志坚,徐晓莉,王玉.国内外原油价格的波动溢出效应与动态相关性研究——基于四元非对称VAR-MGARCH-BEKK和DCC模型[J].金融发展评论,2017(01):87-104.
    [10]张晓峒.EViews使用指南与案例[M].机械工业出版社,2007.
    [11]Nbs.Significant Progress has been Made in the Construction of Natioanl Petroleum Reservation.http://www.stats.gov.cn/tjsj/zxfb/201609/t20160902_1396131.html:National Bureau of Statistics of China,2016.
    [12]薛力,肖欢容.中国战略石油储备规模:缺陷与应对[J].当代亚太,2009(02):74-92,73.
NGLC 2004-2010.National Geological Library of China All Rights Reserved.
Add:29 Xueyuan Rd,Haidian District,Beijing,PRC. Mail Add: 8324 mailbox 100083
For exchange or info please contact us via email.