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伴随着我国经济的高速发展,其能源需求不断增加,能源市场化程度越来越高,所面临的风险也越来越大。而我国目前的能源价格风险预警主要针对单个价格,对能源比价预警的研究很少。首先基于时差相关分析法、Granger因果关系检验法及协整关系检验法,建立了原油、煤炭、天然气、成品油、电力这五种能源的价格风险指标体系;其次从能源价格比价结构的角度,通过计算能源比价的变异系数及波动系数遴选了做预警的时间序列;然后基于CGE模型及能源比价的风险分布得出了能源比价的合理范围,并划分了相应的警度区间,提出了能源比价预警响应机制;最后分析了2012年我国能源比价的警度,得出汽油与原油比价、居民天然气与原油比价、工业用电与原油比价、居民用电与原油比价、天然气与煤比价、电与煤比价不合理情况严重;同时,柴油与原油比价存在较大的风险,需要重点关注。
With the rapid economic development of our country, its energy demand is constantly increasing, the degree of marketization of energy is getting higher and higher, and the risks it faces are also getting bigger and bigger. However, the current warning of energy price risk in our country mainly focuses on a single price, and there is little research on early warning of energy ratio. Firstly, based on the time difference correlation analysis, the Granger causality test and the cointegration test, the price risk index system of the five kinds of energy sources of crude oil, coal, natural gas, refined oil and electricity is established. Secondly, from the perspective of the energy price parity structure, The time series of early warning is selected by calculating the coefficient of variation of the energy price and the volatility coefficient. Then based on the CGE model and the risk distribution of energy parity, a reasonable range of energy parity is obtained, and the corresponding warning interval is divided, and the energy parity Warning and response mechanism. Finally, the author analyzes the alertness of China's energy parity in 2012, and draws a conclusion that the ratio of gasoline to crude oil, the ratio of natural gas to crude oil, the ratio of industrial electricity to crude oil, the ratio of electricity to crude oil, the ratio of natural gas to coal, Coal price unreasonable situation is serious; the same time, diesel and crude oil prices there is a big risk, you need to focus on.