【摘要】：隨著我國經(jīng)濟全球化進程的加快，外部因素對國內(nèi)物價水平的影響愈加明顯，其中，國際原油價格的影響尤為突出。原油作為一種產(chǎn)業(yè)鏈較長且復(fù)雜的重要能源，其價格波動與一國的物價水平高低有著密切關(guān)系。我國正處于經(jīng)濟快速發(fā)展的階段，對石油的大量需求主要通過進口來滿足，導(dǎo)致我國原油對外依存度持續(xù)上升。而我國對進口原油的依賴，使國際原油價格波動對我國物價水平的影響成為日益重要的課題之一。因此，深入研究國際原油價格波動向國內(nèi)物價水平傳導(dǎo)的路徑，并從定量角度把握這一傳導(dǎo)路徑對成品油定價機制的依賴關(guān)系，將為決策者制定相關(guān)政策提供重要的參考價值。 本文首先論述了國際原油價格波動對我國物價水平的價格傳導(dǎo)理論和實現(xiàn)途徑，并梳理了國內(nèi)油價形成機制的改革歷程。為了驗證理論分析中政策性因素的影響，本文利用協(xié)整分析方法考察國際原油價格與國內(nèi)油價之間的長期穩(wěn)定關(guān)系，以及國內(nèi)油價定價機制的改革對這種穩(wěn)定關(guān)系的影響作用。通過確定理論分析中的傳導(dǎo)路徑是可行的，本文進一步建立結(jié)構(gòu)向量自回歸（SVAR）模型，運用脈沖響應(yīng)函數(shù)和方差分解統(tǒng)計技術(shù)對不同傳導(dǎo)路徑的影響進行了實證對比分析。研究結(jié)果表明：國際原油價格與國內(nèi)原油價格、國際原油價格與國內(nèi)成品油價格之間均存在穩(wěn)定的長期關(guān)系；成品油定價機制的改革，使國際原油價格波動對我國成品油價格的影響更加顯著；自2009年我國新成品油定價機制實施后，國際原油價格的波動可以經(jīng)由國內(nèi)成品油價格變動傳導(dǎo)至CPI；在不同的傳導(dǎo)路徑中，，國際原油價格波動對CPI產(chǎn)生的影響程度在統(tǒng)計意義上存在顯著性差異，基于油氣產(chǎn)品的傳導(dǎo)機制比基于有機化工產(chǎn)品的傳導(dǎo)機制更加有效。
[Abstract]:With the acceleration of the process of economic globalization in China, the influence of external factors on domestic price level is becoming more and more obvious, among which, the impact of international crude oil price is particularly prominent. Crude oil is an important energy with a long and complex industrial chain. Its price fluctuation is closely related to the price level of a country. Our country is in the stage of rapid economic development, a large amount of oil demand is mainly met by imports, which leads to a continuous increase in the external dependence of crude oil in China. The dependence of our country on imported crude oil makes the impact of international crude oil price fluctuation on China's price level becoming one of the increasingly important topics. Therefore, a deep study on the path of international crude oil price fluctuation to domestic price level conduction, and a quantitative analysis of the dependence of the transmission path on the pricing mechanism of refined oil will provide important reference value for policy makers to formulate relevant policies. This paper first discusses the price conduction theory of international crude oil price fluctuation to China's price level and the way to realize it, and combs the reform course of the formation mechanism of domestic oil price. In order to verify the influence of policy factors in theoretical analysis, this paper uses cointegration analysis method to investigate the long-term stable relationship between international crude oil price and domestic oil price, as well as the influence of the reform of domestic oil price pricing mechanism on this stable relationship. It is feasible to determine the conduction path in the theoretical analysis. In this paper, the structure vector autoregressive (SVAR) model is further established, and the effects of different conduction paths are analyzed by using impulse response function and variance decomposition statistical technique. The results show that there is a stable long-term relationship between the international crude oil price and the domestic crude oil price, the international crude oil price and the domestic refined oil price. The fluctuation of international crude oil price has a more significant impact on the price of refined oil products in China, since the implementation of the pricing mechanism of new refined oil products in China in 2009, the fluctuation of international crude oil price can be transmitted to CPI through the price changes of domestic refined oil products. In different conduction paths, the influence of international crude oil price fluctuation on CPI is statistically significant difference. The conduction mechanism based on oil and gas products is more effective than that based on organic chemical products.
【學(xué)位授予單位】：北京工業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F416.22;F764.1;F726

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