本文選題：價格波動　切入點：結(jié)構(gòu)性因素　出處：《合肥工業(yè)大學(xué)學(xué)報(自然科學(xué)版)》2015年03期

【摘要】：文章將石油供給性沖擊、需求性沖擊和投機(jī)行為沖擊3方面結(jié)構(gòu)性因素細(xì)分為5個內(nèi)生變量,構(gòu)建反映油價波動的結(jié)構(gòu)向量自回歸(SVAR)模型,并運用模型對1999—2012年期間油價波動的原因進(jìn)行了實證分析。結(jié)果表明:需求性沖擊無論是長期還是短期都是油價波動的最主要因素;其次,投機(jī)性沖擊對油價波動的影響也較大,不容忽視;短期突發(fā)事件和供給沖擊短期對油價有些影響,長期影響基本消失。
[Abstract]:In this paper, the structural factors of oil supply shock, demand impact and speculative behavior shock are subdivided into five endogenous variables, and a structural vector autoregressive SVARmodel is constructed to reflect oil price fluctuation. The results show that the demand shock is the main factor of oil price fluctuation in the long run and the short term. Secondly, the speculative shock has great influence on the oil price fluctuation, and the model is used to analyze the reason of the oil price fluctuation in 1999-2012, and the results show that the demand shock is the main factor of the oil price fluctuation in the long run or in the short term. It can not be ignored; short-term emergencies and supply shocks have some impact on oil prices, and long-term effects disappear.
【作者單位】： 合肥工業(yè)大學(xué)管理學(xué)院;
【基金】：國家自然科學(xué)基金資助項目(71271074)
【分類號】：F416.22;F764.1

【參考文獻(xiàn)】

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本文編號：1697813