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本文采用阶跃突变模型、Markov机制转换模型和傅里叶三角函数近似平滑模型实证研究2003年2月至2015年6月我国煤炭(动力煤)价格的非线性演化过程和特征,并从煤炭供给和需求角度,分析了造成煤炭价格非线性变化的成因。研究结果表明:我国动力煤价格的演化过程呈非线性特征,既有结构性突变也有平滑转换;煤炭需求的急剧变化是动力煤价格发生结构性突变的重要原因,而煤炭供给与需求共同作用引起动力煤价格平滑变化。最后,本文根据实证结论,针对政府部门和煤炭企业提出改变当前国内煤炭市场颓势的政策建议。
In this paper, the nonlinear evolution process and characteristics of China’s coal (thermal coal) price from February 2003 to June 2015 were empirically studied using step-change model, Markov mechanism conversion model and Fourier trigonometric function approximation and smoothing model. From the perspective of coal supply And demand perspective, analyzes the causes of non-linear changes in coal prices. The results show that the evolution of the thermal coal price in our country shows a nonlinear characteristic with both structural and smooth transitions. The drastic change of the coal demand is an important reason for the structural mutation of the thermal coal price, which is caused by the coal supply and demand Thermal coal price changes smoothly. Finally, based on the empirical conclusions, this paper proposes policy suggestions for government departments and coal enterprises to change the current domestic coal market decline.