本文選題：國際油價 + 宏觀經(jīng)濟(jì)��； 參考：《暨南大學(xué)》2013年碩士論文

【摘要】：近年來，國際石油市場局勢波譎云詭，石油價格變幻莫測，且一直處于高位震蕩，這無疑加重了各國能源安全的隱患，尤其是增加了石油進(jìn)口國的負(fù)擔(dān)。隨著我國國民經(jīng)濟(jì)的高速發(fā)展和工業(yè)化程度的提高，我國的石油消費(fèi)量迅速增長，進(jìn)口依存度逼近60%。因此，做為重要戰(zhàn)略能源的石油對我國的國防安全和國計(jì)民生都有著舉足輕重的作用。自1998年我國建立了與國際接軌的石油定價機(jī)制后，國際油價的沖擊也隨之傳導(dǎo)到我國生產(chǎn)生活的方方面面，，對我國的經(jīng)濟(jì)發(fā)展產(chǎn)生重要影響。本文從理論上研究了國際油價的定價機(jī)制及對我國宏觀經(jīng)濟(jì)各方面的影響，實(shí)證分析了國際油價與國內(nèi)油價的相關(guān)關(guān)系，建立了國際油價、國內(nèi)油價對經(jīng)濟(jì)增長、物價水平、進(jìn)出口及金融市場影響的計(jì)量經(jīng)濟(jì)模型，并輔之以協(xié)整檢驗(yàn)、格蘭杰因果檢驗(yàn)方法，進(jìn)行了脈沖響應(yīng)和方差分解的研究，從而理清油價沖擊的影響機(jī)制，有助于我國應(yīng)對高油價風(fēng)險(xiǎn)作出正確的決策。
[Abstract]:In recent years, the international oil market situation is turbulent, the oil price is unpredictable, and has always been in high volatility, which undoubtedly aggravated the hidden dangers of energy security of various countries, especially increased the burden of oil importing countries. With the rapid development of our national economy and the improvement of industrialization, China's oil consumption is increasing rapidly, and the import dependence is approaching 60%. Therefore, as an important strategic energy, oil plays an important role in national defense security and national economy and people's livelihood. Since 1998, when China established the petroleum pricing mechanism in line with international standards, the impact of international oil prices has also been transmitted to all aspects of China's production and life, which has had an important impact on the economic development of our country. This paper theoretically studies the pricing mechanism of international oil price and its influence on China's macro-economy, analyzes the correlation between international oil price and domestic oil price, and establishes international oil price, domestic oil price to economic growth and price level. The econometric model of the influence of import and export and financial market, supplemented by cointegration test and Granger causality test, studied the impulse response and variance decomposition to clarify the influence mechanism of oil price shock. It is helpful for our country to make the right decision on the risk of high oil price.
【學(xué)位授予單位】：暨南大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F764.1;F124

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