本文選題：石油價格 + 波動��； 參考：《吉林大學(xué)》2013年博士論文

【摘要】：南亞這個大陸的人口數(shù)目幾乎占世界人口的25%,而且40%的居民生活在貧困線以下。這個大陸的土地和人口數(shù)目的比例不成正比,所以該地區(qū)仍有很長的路要走,以實現(xiàn)高標(biāo)準(zhǔn)的生活,發(fā)展和社會經(jīng)濟的穩(wěn)定。最近,該地區(qū)增長速度很快,并成功將自身與世界經(jīng)濟融合在一起。然而,其主要產(chǎn)品,石油的進口量不穩(wěn)定,供應(yīng)價格的不確定性給經(jīng)濟發(fā)展帶來壓力也導(dǎo)致了其他宏觀經(jīng)濟變量的惡化,其中包括通貨膨脹和國際收支。這帶來了生產(chǎn)焦慮和造成社會經(jīng)濟水平的下降,但是,目前還沒有東西可以替代石油。在南亞,石油占能源消費總量近60%,其中很大一部分,將近70%是依賴進口,而其余的是在南亞不同的國家和地區(qū)開采的。例如,印度本土只生產(chǎn)30%的石油,而石油在斯里蘭卡和尼泊爾的國內(nèi)生產(chǎn)量少到幾乎可以忽略不計。 原油價格波動的影響(增加和減少),實際產(chǎn)出增長,包括油價和其輸出的影響的不對稱性,持續(xù)了相當(dāng)長的一段時間。自1990年以來,人們普遍認(rèn)為,石油價格上漲或下降時,它所產(chǎn)生的影響并不是線性的,一般來說,油價上漲帶來的不利影響要大于石油價格下降所產(chǎn)生的好處。石油價格的上漲不僅直接影響生產(chǎn)成本,生產(chǎn)力和經(jīng)濟增長,對通貨膨脹和貿(mào)易平衡也有負(fù)面的影響。因此,在這項研究中,我們選擇南亞國家在二十一世紀(jì)的第一個十年的經(jīng)濟發(fā)展?fàn)顩r為藍(lán)本,試圖去分析石油價格波動的影響,比如對國際收支,通貨膨脹和經(jīng)濟增長的影響。我們將在回歸分析和統(tǒng)計技術(shù)的基礎(chǔ)上,分析石油價格的波動給該地區(qū)帶來的總體影響。 目前,亟待解決諸如減少貧困、增加生產(chǎn)與消費和全球總產(chǎn)量等世界經(jīng)濟問題,而這依賴于南亞的發(fā)展。盡管該地區(qū)在2002年網(wǎng)絡(luò)泡沫和2008年的金融危機中做得很好,在過去十年在該地區(qū)的國家有將近5%的增長率。但在南亞及世界其他地方的經(jīng)濟,很容易受到石油價格波動的影響,油價的波動嚴(yán)重影響了該地區(qū)的宏觀經(jīng)濟運行。很多研究者試圖去了解高油價給地區(qū)宏觀經(jīng)濟帶來的影響,但幾乎沒有任何研究完全研究出石油價格的變化對該地區(qū)的影響。 通過格蘭杰和多元Granger因果關(guān)系研究中觀察到在該地區(qū)選定的國家受到高油價的影響,但選定的國家不論是個體還是整體都缺乏能力去影響國際石油價格。例如,印度正在迅速增長,印度的石油消費量在世界上的份額是在上升。然而,印度的總產(chǎn)量不足全球總產(chǎn)量的1%,因此,印度缺乏影響世界石油價格的能力。其他國家情況類似。這項研究還證實,石油價格的上漲,換句話說,特別是價格水平上升,國際油價的波動會影響國內(nèi)生產(chǎn)的商品和服務(wù),在南亞,石油價格下跌,不會給經(jīng)濟增長帶來任何明顯的積極變化. 這項研究還表明,石油價格與國內(nèi)生產(chǎn)總值的關(guān)系似乎成為不同國家明顯的經(jīng)濟特征。在南亞,基于其經(jīng)濟規(guī)模與經(jīng)濟結(jié)構(gòu),石油價格的影響在去年持續(xù)了4至8個季度。這表明一個短期的石油價格沖擊對印度的國內(nèi)生產(chǎn)總值所造成的負(fù)面影響已顯現(xiàn),而該地區(qū)的其他國家。這項研究還表明,在南亞的因果關(guān)系仍然是一種方式,從石油價格的波動(尤其是石油價格的上漲),其他宏觀經(jīng)濟變量的運行。這加強了現(xiàn)有的研究視角,一致的石油價格在大多數(shù)經(jīng)濟穩(wěn)健的宏觀經(jīng)濟績效中起到關(guān)鍵作用關(guān)鍵。 有趣的是,所有觀察下的經(jīng)濟體都表明受石油價格波動影響的經(jīng)濟活動,在經(jīng)歷由于石油價格的上漲對GDP造成的短期不利影響后,都要經(jīng)過長期的復(fù)蘇。我們發(fā)現(xiàn),由于石油價格波動而引起的增長變化持續(xù)兩到四年以上,而且根據(jù)統(tǒng)計,明顯影響未來產(chǎn)量的增長,然而,非持續(xù)性變化即持續(xù)了一年多,不到4年對該地區(qū)的產(chǎn)量增長沒有明確影響。與此相反,油價暫時波動,持續(xù)一年或更少不影響南亞國家經(jīng)濟的增長。為了描述石油價格對所選定經(jīng)濟體系的影響,本研究應(yīng)用了一些基本技術(shù)包括：ARDL、響應(yīng)函數(shù)、索洛增強模型和簡單的OLS技術(shù)。 研究分析,油價上漲不僅增加了生產(chǎn)成本,而且在減少來自該地區(qū)的總出口量的同時,增加進口賬單,對被選定國家的外部收支平衡施加了巨大的壓力。石油消耗龐大的外匯儲備是該地區(qū)長期存在的貿(mào)易赤字的主要原因,因此石油價格的上漲對貿(mào)易赤字有雙重影響,一方面,由于出口成本的提高,它降低了競爭力,而另一方面它增加了進口量。 同樣地,石油是工業(yè)生產(chǎn)中的基本生產(chǎn)資源而且被廣泛用于貨物運輸。石油價格的上升增加了成本的投入,推動工資上漲。因此,石油價格導(dǎo)致價格水平普遍上漲。另一方面,石油價格的下降,要保持在向下價格剛性,而不是要壓低的價格水平。在這樣的大背景下,長期石油價格的上漲有利于消費者并符合生產(chǎn)者價格水平要求。 全球石油價格變動引起的風(fēng)波及石油價格導(dǎo)致的貿(mào)易失衡給世界各國的政策制定者提出了嚴(yán)重的警示,因為它會嚴(yán)重影響凈石油進口國的經(jīng)濟。這也表明,小規(guī)模地依賴石油作為其能量來源,對一個龐大的且不斷增長的經(jīng)濟體來說,使其對石油價格波動免疫,而對于那些過分依賴石油并以此為基礎(chǔ)的工業(yè)生產(chǎn)和出口的經(jīng)濟體來說,它們很容易受到石油價格沖擊和波動的影響。印度屬于第一種情況,而第二種情況,巴基斯坦就是最好的例子。
[Abstract]:The continent ' s population is almost 25 per cent of the world ' s population , and 40 per cent of the population lives below the poverty line . The continent still has a long way to go to achieve high standards of living , development and social and economic stability .

The impact of oil price fluctuations ( increase and decrease ) , actual output growth , including the asymmetry of the effects of oil prices and its output , has continued for a rather long period of time . In this study , it is generally believed that the adverse effects of rising oil prices are not linear . In general , the adverse effects of rising oil prices have a negative impact on inflation and trade balances . Therefore , in this study , we chose South Asian countries to analyze the effects of oil price fluctuations , such as the effects of international payments , inflation and economic growth . We will analyze the overall impact of oil price fluctuations on the region on the basis of regression analysis and statistical techniques .

At present , there is an urgent need to address the world ' s economic problems , such as poverty reduction , increased production and consumption and global production , which depend on the development of South Asia . Although the region has been doing well in the 2002 dotcom bubble and the 2008 financial crisis , there has been a nearly 5 per cent growth rate in countries in the region over the past decade . However , in South Asia and elsewhere in the world , the volatility of oil prices has severely affected the macro - economic operation of the region . Many researchers try to understand the impact of high oil prices on the region ' s macro - economy , but few studies have completely studied the impact of changes in oil prices on the region .

India ' s capacity to influence the world ' s oil prices is , for example , that India is growing rapidly and India ' s share of oil consumption is rising . Yet India ' s lack of capacity to influence the world ' s oil prices is similar to that of other countries . The study also confirms that rising oil prices , in other words , rising in price levels , and fluctuations in international oil prices will affect goods and services produced domestically , and in South Asia , oil prices fall , without any significant positive change in economic growth .

The study also shows that the relationship between oil prices and gross domestic product ( GDP ) appears to be a distinct economic feature of different countries . In South Asia , the impact of oil prices on the basis of its economic size and economic structure last year lasted four to eight quarters . This has also shown that a short - term oil price impact has emerged in India ' s gross domestic product , and other countries in the region . The study also shows that the causal relationship in South Asia is still a way to play a key role in most of the sound macroeconomic performance of most economies .

Interestingly , all the observed economies demonstrate a long - term recovery following the short - term adverse impact of oil prices on GDP , which has been through a long - term recovery following a short - term adverse impact on GDP as a result of rising oil prices . In contrast , volatility in oil prices continues for a year or less without a clear impact on the growth of the economies of South Asia . In order to describe the impact of oil prices on selected economic systems , the study has applied some basic technologies including ARDL , response functions , Solow - enhanced models , and simple OLS techniques .

The rise in oil prices is a major cause of the long - standing trade deficit in the region , and the increase in oil prices has a double impact on the trade deficit , on the one hand , as export costs increase , and on the other hand it increases imports .

Similarly , oil is the basic production resource in industrial production and is widely used for the transport of goods . The rise in oil prices has increased costs and pushed wages to rise . As a result , oil prices have led to a general increase in prices . On the other hand , oil prices have caused a general rise in price levels . On the other hand , oil prices are falling and are to be maintained at a downward price rigidity , rather than a low price level . In such a large background , the increase in long - term oil prices is beneficial to consumers and meets the producer price level requirements .

Trade imbalances caused by changes in global oil prices have made serious warnings to policymakers in the world because it could seriously affect the economies of net oil importers , which also suggests that small - scale dependence on oil as its source of energy makes it vulnerable to oil price shocks and fluctuations in a large and growing economy . India is the first , and in the second case , Pakistan is the best example .
【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2013
【分類號】：F135;F714.1

【共引文獻】

相關(guān)期刊論文 前10條

1 白萬平;楊廣仁;張學(xué)敏;;碳排放增加與氣溫變化統(tǒng)計因果關(guān)系的多重檢驗[J];貴州財經(jīng)大學(xué)學(xué)報;2013年05期

2 吳恒煜;朱福敏;胡根華;馬晶;田海山;;基于自舉粒子濾波的滬深300指數(shù)跳躍性形態(tài)[J];系統(tǒng)工程;2013年09期

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4 楊波;;國際原油價格波動對我國宏觀經(jīng)濟增長的影響[J];商業(yè)研究;2014年01期

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本文編號：2020598