中国省际煤炭价格是否存在趋同性?——基于非线性单位根检验的实证分析
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摘要
运用非线性单位根检验对中国31个省份煤炭价格是否存在趋同性进行了实证研究。首先,应用Wald检验来检测各省份煤炭价格与全国煤炭价格的平均数构建过渡函数是否为零来确定各省份煤炭价格是否存在非线性关系,结果表明7个省份存在非线性关系,24个省份存在线性关系;然后,应用非线性单位根检验和常规的线性ADF单位根检验进行检测,结果发现9个省份的煤炭价格存在趋同性,22个省份的煤炭价格不存在趋同性,即没有充足的证据表明中国省际煤炭价格具有趋同性,意味着全国未形成统一的煤炭市场;最后,结合实证分析提出煤炭市场化改革、平衡区域经济发展和优化能源运输体系等政策建议。
This article uses non-linear unit root test to take an empirical study on the convergence of the coal price of 31 provinces in China.First,it uses Wald test to measure whether the transition function constructed by coal price in each province and average domestic coal price is zero or not to determine the non-linear correlation between the provincial coal price,and the result shows that there exists non-linear correlation in 7 provinces while the linear correlation exists in the other24 provinces;Then,it uses non-linear unit root test and regular linear ADF unit root test for determination,and the result shows that the coal price in 9 provinces has convergence while the coal price in the other 22 provinces does not have convergence,namely that there is no sufficient evidence to prove that the provincial coal price in China has convergence,which indicate that the uniform coal market has not formed yet.At last,this article puts forward the policy suggestion to reform the coal marketization,balance regional economic development and optimize energy transportation system by combining the empirical analysis.
This article uses non-linear unit root test to take an empirical study on the convergence of the coal price of 31 provinces in China.First,it uses Wald test to measure whether the transition function constructed by coal price in each province and average domestic coal price is zero or not to determine the non-linear correlation between the provincial coal price,and the result shows that there exists non-linear correlation in 7 provinces while the linear correlation exists in the other24 provinces;Then,it uses non-linear unit root test and regular linear ADF unit root test for determination,and the result shows that the coal price in 9 provinces has convergence while the coal price in the other 22 provinces does not have convergence,namely that there is no sufficient evidence to prove that the provincial coal price in China has convergence,which indicate that the uniform coal market has not formed yet.At last,this article puts forward the policy suggestion to reform the coal marketization,balance regional economic development and optimize energy transportation system by combining the empirical analysis.
引文
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[3]Engel,C.,Rogers,J.H..How wide is the border?[J].Ameri can Economic Review,1996(87):354-358.
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[5]Maasoumi,E.,Wang,L..Economic reform,growth and convergence in China[J].Econometrics Journal,2008(11):1-27.
[6]Ma,H.,Les,O..The emergence and evolution of regiona convergence clusters in China's energy markets[J].Energy Eco nomics,2012(34):82-94.
[7]Cerrato,M.,De Peretti,C.,Sarantis,N.A nonlinear pan el unit root test under cross section dependence[M].Workin paper,Department of Economics,University of Glasgow,200(51):4028-4037.
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[10]杜洋,段玉玲.供应链环境下煤炭企业物流配送模式决策研究[D].洛阳:河南理工大学硕士学位论文,2010.
[11]荣朝和.煤炭物流对我国铁路运输的影响与挑战[J].中国铁路,2007(12):31-35.
[12]林伯强,姚昕.电力布局优化与能源综合运输体系[J].经济研究,2009(6):105-115.
[13]季玉华.南方电网区域内输煤输电经济性比较研究[J].企业技术开发,2011(11):184-185.
[14]李立浧,饶宏,张东辉等.输煤输电的技术经济比较研究及其重要战略意义[J].中国工程科学,2015(9):63-68.
[2]Gibson,A.,Smout,T.C..Prices,Food and Wages in Scot land[M].Cambridge:Cambridge University Press,1995(1):1550-1780.
[3]Engel,C.,Rogers,J.H..How wide is the border?[J].Ameri can Economic Review,1996(87):354-358.
[4]Alisher A.,Keung Lau C..Do energy prices converg across Russian regions?[J].Economic Modelling,2012(29):1623-1631.
[5]Maasoumi,E.,Wang,L..Economic reform,growth and convergence in China[J].Econometrics Journal,2008(11):1-27.
[6]Ma,H.,Les,O..The emergence and evolution of regiona convergence clusters in China's energy markets[J].Energy Eco nomics,2012(34):82-94.
[7]Cerrato,M.,De Peretti,C.,Sarantis,N.A nonlinear pan el unit root test under cross section dependence[M].Workin paper,Department of Economics,University of Glasgow,200(51):4028-4037.
[8]Kruse,R.Anew unit root test against ESTAR based on class of modified statistics[J].Stat.Pap,2011(52):71-85.
[9]Kapetanios,G.,Shin,Y.,Snell,A..Testing for a unit roo in the nonlinear STAR framework[J].Journal of Econometrics2003(112):359-379.
[10]杜洋,段玉玲.供应链环境下煤炭企业物流配送模式决策研究[D].洛阳:河南理工大学硕士学位论文,2010.
[11]荣朝和.煤炭物流对我国铁路运输的影响与挑战[J].中国铁路,2007(12):31-35.
[12]林伯强,姚昕.电力布局优化与能源综合运输体系[J].经济研究,2009(6):105-115.
[13]季玉华.南方电网区域内输煤输电经济性比较研究[J].企业技术开发,2011(11):184-185.
[14]李立浧,饶宏,张东辉等.输煤输电的技术经济比较研究及其重要战略意义[J].中国工程科学,2015(9):63-68.