本文關(guān)鍵詞：我國煤炭價格演變規(guī)律的研究　出處：《西安科技大學》2014年碩士論文　論文類型：學位論文

  更多相關(guān)文章： 煤炭價格 演變規(guī)律 結(jié)構(gòu)性斷點

【摘要】：煤炭是我國重要的能源資源，在未來的30年內(nèi)，煤炭在我國能源生產(chǎn)和消費結(jié)構(gòu)中仍將占據(jù)主導地位。煤炭價格的波動對我國實體經(jīng)濟具有重要影響，因此深入研究我國煤炭價格的演變規(guī)律對于把握煤炭市場走勢，提早制定和調(diào)整煤炭生產(chǎn)以及消費策略具有重要理論與現(xiàn)實意義。 本文在對國內(nèi)外研究現(xiàn)狀進行詳細綜述的基礎(chǔ)上，基于秦皇島大同優(yōu)混煤的歷史價格數(shù)據(jù)，對我國煤炭價格的演變規(guī)律進行分析。主要的研究工作和結(jié)論如下： （1）分析了我國煤炭市場近30年的演變歷史和所呈現(xiàn)出的特點：2002年后，我國煤炭市場開始真正實行市場化改革，煤價波動明顯，并具有結(jié)構(gòu)性斷點的特征。因此選擇結(jié)構(gòu)性斷點理論對煤價演變進行研究更能增強對煤炭價格的變動解釋能力。 （2）通過Rec-MOSUM檢驗發(fā)現(xiàn)我國煤價走勢存在明顯的結(jié)構(gòu)斷點；而后運用BP結(jié)構(gòu)性斷點的均值理論發(fā)現(xiàn)03年至今我國煤炭價格走勢共存在5個斷點，并對其進行劃分，分階段闡述了煤價的波動趨勢；最后運用ME動態(tài)移動估計理論對斷點進行監(jiān)控，檢驗結(jié)果良好，從而為及時預測煤價提供了依據(jù)。 （3）運用事件研究法對已知的斷點進行驗證分析，采用更低頻的數(shù)據(jù)，觀察在事件窗范圍內(nèi)煤價的異常收益統(tǒng)計量，研究證明不同事件交替作用構(gòu)成了2003年后煤炭價格新的演變過程，類似事件的發(fā)生會對煤價產(chǎn)生相似的影響程度、影響模式以及持續(xù)時間等。 本文的研究成果對政府及能源生產(chǎn)者和消費者把握煤炭市場變動規(guī)律，，預測煤炭價格，預先制定和調(diào)整生產(chǎn)和消費策略具有較重要的參考價值。
[Abstract]:Coal is an important energy resource in our country. In the next 30 years, coal will still occupy a dominant position in the energy production and consumption structure of our country. The fluctuation of coal price has an important impact on the real economy of our country. Therefore, it is of great theoretical and practical significance to study the evolution law of coal price in China for grasping the trend of coal market and making and adjusting coal production and consumption strategy in advance. On the basis of a detailed review of domestic and foreign research status, this paper based on the Qinhuangdao Datong excellent blending coal historical price data. The evolution law of coal price in China is analyzed. The main research work and conclusions are as follows: This paper analyzes the evolution history and characteristics of China's coal market in the past 30 years: after 2002, China's coal market began to implement market-oriented reform, and the coal price fluctuated obviously. Therefore, choosing structural breakpoint theory to study the evolution of coal price can enhance the ability of explaining the change of coal price. 2) the obvious structural breakpoints of coal price trend in China are found by Rec-MOSUM test. Then, using the mean value theory of BP structural breakpoints, it is found that there are five breakpoints in China's coal price trend from 2003 to now, and the coal price fluctuation trend is expounded in stages. Finally, the breakpoint is monitored by ME dynamic motion estimation theory, and the test results are good, which provides the basis for the timely prediction of coal price. 3) using the method of event research to verify and analyze the known breakpoints and using the lower frequency data to observe the abnormal profit statistics of coal price in the range of event window. It is proved that the alternation of different events constitutes the new evolution process of coal price after 2003, and that the occurrence of similar events will have similar influence on coal price, influence mode and duration, and so on. The research results of this paper have important reference value for the government, energy producers and consumers to grasp the changing law of coal market, predict the coal price, and make and adjust the production and consumption strategy in advance.
【學位授予單位】：西安科技大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F426.21;F764.1

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