我國煤炭價格形成機制及其實證研究
發(fā)布時間：2019-03-27 07:13
【摘要】：本文從供給、需求、運輸、庫存、國際替代能源等角度出發(fā)梳理了國內(nèi)煤炭價格的形成機制,并且提出了區(qū)域性煤炭市場及其價格機制的存在,并運用VAR模型對上述因素對于消費地、中轉(zhuǎn)地、產(chǎn)地煤炭價格的影響分別進行了脈沖響應和方差分解分析并進行比較。通過對各影響因素對秦皇島煤炭價格沖擊的的實證結(jié)果表明：(1)經(jīng)濟增長帶動的需求因素對國內(nèi)煤炭價格波動的貢獻率是絕對的,中長期穩(wěn)定在59%的貢獻率；同時煤炭生產(chǎn)成本、煤炭產(chǎn)量、國際煤價、廠商庫存對煤價的影響較為次要,分別在短中長期內(nèi)達到了6%-7%的煤價波動貢獻,而煤炭海運價格和電廠煤炭庫存的影響則較小,一直在2%以下。同時實證結(jié)果也驗證了區(qū)域性煤炭市場的存在：1)在供給和需求端對煤價的沖擊和貢獻率上,秦皇島煤炭價格(中轉(zhuǎn)地)廣州港(消費地)大同煤價(產(chǎn)地)；2)國際煤價的沖擊與貢獻率上,秦皇島、廣州港大同；3)煤炭開采成本的沖擊：大同秦皇島、廣州；4)電廠庫存的沖擊：短期內(nèi)秦皇島廣州最后,本文結(jié)合實證的結(jié)果對我國煤炭行業(yè)運行提出了一些政策建議,把包括加大資源稅和環(huán)境稅的征收力度、采取合適的需求端措施來調(diào)整國內(nèi)能源結(jié)構(gòu)、企業(yè)應加大走出去步伐及提升內(nèi)部經(jīng)營管理效益。
[Abstract]:This paper combs the formation mechanism of domestic coal price from the angles of supply, demand, transportation, inventory and international alternative energy, and puts forward the existence of regional coal market and its price mechanism. VAR model is used to analyze the impulse response and variance decomposition of the influence of the above factors on the price of coal in consumer, transit and producing areas, and the results are compared with each other. The empirical results of the impact of various factors on Qinhuangdao coal price show that: (1) the contribution rate of demand factors driven by economic growth to domestic coal price fluctuation is absolute, and the contribution rate is stable at 59% in the medium and long term; At the same time, coal production costs, coal production, international coal prices, and manufacturers' inventories have a minor impact on coal prices, and they have contributed 6% to 7% of coal price fluctuations in the short and medium term, respectively. And coal seaborne price and power plant coal inventory impact is relatively small, has been less than 2%. At the same time, the empirical results also verify the existence of regional coal market: 1) in terms of the impact and contribution rate of the supply and demand end to coal price, Qinhuangdao coal price (transit place) Guangzhou Port (consumption place) Datong coal price (origin); 2) the impact and contribution rate of international coal prices, Qinhuangdao, Guangzhou Port Datong, 3) the impact of coal mining costs: Datong Qinhuangdao, Guangzhou; 4) impact of power plant inventory: in the short term, Qinhuangdao Guangzhou finally, combined with the empirical results, this paper puts forward some policy suggestions for the operation of China's coal industry, including increasing the collection of resource tax and environmental tax. Taking appropriate demand-side measures to adjust the domestic energy structure, enterprises should step up the pace of going out and improve the efficiency of internal operation and management.
【學位授予單位】：復旦大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F426.21
本文編號：2447977
[Abstract]:This paper combs the formation mechanism of domestic coal price from the angles of supply, demand, transportation, inventory and international alternative energy, and puts forward the existence of regional coal market and its price mechanism. VAR model is used to analyze the impulse response and variance decomposition of the influence of the above factors on the price of coal in consumer, transit and producing areas, and the results are compared with each other. The empirical results of the impact of various factors on Qinhuangdao coal price show that: (1) the contribution rate of demand factors driven by economic growth to domestic coal price fluctuation is absolute, and the contribution rate is stable at 59% in the medium and long term; At the same time, coal production costs, coal production, international coal prices, and manufacturers' inventories have a minor impact on coal prices, and they have contributed 6% to 7% of coal price fluctuations in the short and medium term, respectively. And coal seaborne price and power plant coal inventory impact is relatively small, has been less than 2%. At the same time, the empirical results also verify the existence of regional coal market: 1) in terms of the impact and contribution rate of the supply and demand end to coal price, Qinhuangdao coal price (transit place) Guangzhou Port (consumption place) Datong coal price (origin); 2) the impact and contribution rate of international coal prices, Qinhuangdao, Guangzhou Port Datong, 3) the impact of coal mining costs: Datong Qinhuangdao, Guangzhou; 4) impact of power plant inventory: in the short term, Qinhuangdao Guangzhou finally, combined with the empirical results, this paper puts forward some policy suggestions for the operation of China's coal industry, including increasing the collection of resource tax and environmental tax. Taking appropriate demand-side measures to adjust the domestic energy structure, enterprises should step up the pace of going out and improve the efficiency of internal operation and management.
【學位授予單位】：復旦大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F426.21
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相關期刊論文 前2條
1 張克慧;牟博佼;;港口動力煤價格模型[J];工礦自動化;2013年07期
2 連悄;;我國煤炭價格與原油價格關系的協(xié)整研究[J];經(jīng)濟與社會發(fā)展;2011年09期
，本文編號：2447977
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