本文選題：波動特征 + 影響因素��； 參考：《中國礦業(yè)大學(xué)》2017年碩士論文

【摘要】：眾所周知,中國已成為世界第一大能源生產(chǎn)國和消費(fèi)國。然而,以煤為主的能源結(jié)構(gòu)和粗放的能源發(fā)展方式,帶來的霧霾和能源資源浪費(fèi)等問題不斷沖擊環(huán)境警戒線,供給側(cè)結(jié)構(gòu)性改革刻不容緩。第一是能源消費(fèi)革命,要逐步由粗放、低效走向節(jié)約、高效;第二是能源生產(chǎn)革命,逐步由黑色、高碳,走向綠色、低碳。能源生產(chǎn)既要優(yōu)存量,把推動煤炭清潔高效開發(fā)利用作為能源轉(zhuǎn)型發(fā)展的立足點(diǎn)和首要任務(wù)。能源消費(fèi)要抓好總量和強(qiáng)度雙控制,綜合運(yùn)用經(jīng)濟(jì)、法律和必要的行政手段,聚焦工業(yè)、建筑、交通等重點(diǎn)領(lǐng)域切實(shí)推進(jìn)節(jié)能減排,通過淘汰落后產(chǎn)能、加快傳統(tǒng)產(chǎn)業(yè)升級改造和培育新動能,提高能源效率,推動形成注重節(jié)能的生活方式和社會風(fēng)尚。綜合以上,在能源轉(zhuǎn)型背景下,結(jié)合我國國情和發(fā)展現(xiàn)狀,深入研究煤炭價(jià)格波動機(jī)理問題,就顯得十分緊迫。因此,本文以煤炭價(jià)格為中心,從煤炭價(jià)格的波動特征和影響因素分析入手,深入了解煤炭價(jià)格波動的機(jī)理,并據(jù)此為我國煤炭企業(yè)制定相應(yīng)的應(yīng)對措施。首先對煤炭價(jià)格的波動特征進(jìn)行了探討,對煤炭價(jià)格波動的季節(jié)性、隨機(jī)性、趨勢性以及周期性特征進(jìn)行了探討與分析。結(jié)果表明,我國煤炭價(jià)格波動存在明顯的季節(jié)性特征。季節(jié)性因素呈W型走勢,具有明顯的“雙峰單谷”的特點(diǎn)。我國煤炭價(jià)格波動具有周期性。煤炭價(jià)格的波動劃分成四個周期,其中包括3個完整的周期和1個不完整周期。煤炭價(jià)格波動率序列存在不對稱性,說明與“壞消息”相比,“好消息”對煤炭價(jià)格波動率序列的影響更大。其次對煤炭價(jià)格的影響因素進(jìn)行結(jié)構(gòu)分析。選取出煤炭價(jià)格波動的影響因素,并建立影響煤炭價(jià)格波動因素的解釋結(jié)構(gòu)模型(ISM模型)。結(jié)果表明,全面成本、煤炭供給、煤炭需求,煤炭供給與需求的長期均衡關(guān)系是影響煤炭價(jià)格波動最為主要的原因。再次對煤炭價(jià)格的影響進(jìn)行通徑分析。運(yùn)用多元回歸分析與通徑分析方法研究了對煤炭價(jià)格影響顯著的因素以及這些因素對煤炭價(jià)格的相關(guān)性以及直接效應(yīng)、間接效應(yīng)。結(jié)果表明,國際煤炭價(jià)格、煤炭進(jìn)口量、石油價(jià)格、國民經(jīng)濟(jì)發(fā)展、煤炭生產(chǎn)量、煤炭庫存量、煤炭消費(fèi)量,這七個因素是對煤炭價(jià)格影響較為顯著的因素。煤炭價(jià)格與各影響因素的簡單相關(guān)系數(shù)絕對值大小排序?yàn)?煤炭生產(chǎn)量石油價(jià)格國民經(jīng)濟(jì)發(fā)展煤炭消費(fèi)量國際煤炭價(jià)格煤炭庫存量煤炭進(jìn)口量。然后對煤炭價(jià)格影響因素進(jìn)行了動態(tài)分析。運(yùn)用系統(tǒng)動力學(xué)的理論研究方法,建立了煤炭價(jià)格波動的系統(tǒng)動力學(xué)模型,在對影響煤炭價(jià)格波動因素進(jìn)行因果關(guān)系分析的基礎(chǔ)上,構(gòu)建了各影響因素間的函數(shù)關(guān)系系統(tǒng)動力學(xué)模型,通過運(yùn)行Vensim PLE對其現(xiàn)行政策下的發(fā)展趨勢進(jìn)行仿真。結(jié)果表明,通過仿真發(fā)現(xiàn)未來我國煤炭價(jià)格呈現(xiàn)出先下降再增加的趨勢,我國煤炭供給量與消費(fèi)量的變化趨勢較相似,均呈現(xiàn)出上漲趨勢,供需差距較小,基本處于平衡狀態(tài)。并通過改變模型參數(shù)對煤炭價(jià)格進(jìn)行研究分析,通過對模型結(jié)果在不同的參數(shù)值下呈現(xiàn)不同的趨勢和特點(diǎn)。最后探討了煤炭企業(yè)的應(yīng)對策略。根據(jù)前面的實(shí)證分析歸納總結(jié)煤炭價(jià)格波動機(jī)理,了解煤炭價(jià)格的影響因素之間的關(guān)系,探討影響因素是如何影響煤炭價(jià)格波動的,并預(yù)測煤炭價(jià)格波動趨勢的變化。煤炭企業(yè)據(jù)此做出不同的應(yīng)對策略,分別從煤炭企業(yè)制定合理的生產(chǎn)計(jì)劃、促進(jìn)煤炭企業(yè)提升工業(yè)技術(shù)水平、煤炭企業(yè)營銷創(chuàng)新、加強(qiáng)煤炭企業(yè)內(nèi)部管理、加快煤炭企業(yè)的結(jié)構(gòu)調(diào)整進(jìn)而逐步轉(zhuǎn)型這五個方面探討煤炭企業(yè)具體的應(yīng)對措施,使煤炭企業(yè)在不同時(shí)期能夠產(chǎn)生一定的經(jīng)濟(jì)效益。
[Abstract]:As we all know, China has become the world's largest energy producer and consumer country. However, coal based energy structure and extensive energy development, haze and waste of energy resources are constantly impacting the environmental vigilance line, and the structural reform of the supply side is urgent. First, the energy consumption revolution should be gradually from extensive and inefficient. The second is the energy production revolution, the energy production revolution, gradually from black, high carbon, to green, low carbon. Energy production not only the excellent stock, the promotion of coal clean and efficient development and utilization of energy transformation and development of the foothold and the primary task. Energy consumption should grasp the total and intensity double control, the comprehensive use of the economy, the law and necessary administration. Means, focusing on industrial, construction, transportation and other key areas to effectively promote energy conservation and emission reduction, by eliminating backward production capacity, accelerating the upgrading of traditional industries and cultivating new kinetic energy, improving energy efficiency, and promoting the formation of energy saving lifestyles and social customs. Comprehensive above, in the context of energy transformation, combined with the national conditions and development status of our country, in depth It is very urgent to study the mechanism of coal price fluctuation. Therefore, taking coal price as the center, this paper, starting with the analysis of the fluctuation characteristics of coal price and the influencing factors, deeply understands the mechanism of coal price fluctuation, and establishes corresponding measures for coal enterprises in China. First, the fluctuation characteristics of coal price are carried out. The seasonal, random, trend and periodic characteristics of coal price fluctuation are discussed and analyzed. The results show that there is a clear seasonal characteristic of the fluctuation of coal price in China. The seasonal factor is W type and has the characteristic of "Shuangfeng Single Valley". The coal price fluctuation is periodic. The volatility is divided into four cycles, including 3 complete cycles and 1 incomplete cycles. The coal price volatility sequence is asymmetrical. Compared with "bad news", the "good news" has a greater impact on the coal price volatility sequence. Secondly, the influence factors of coal price are analyzed. The coal price is selected to remove the coal price. The influencing factors of volatility and the establishment of an explanatory structure model (ISM model) affecting the fluctuation of coal price. The results show that the overall cost, coal supply, coal demand, and the long-term equilibrium relationship between coal supply and demand are the most important factors affecting the coal price fluctuation. The regression analysis and path analysis methods are used to study the factors that have significant influence on the coal price and the correlation between the coal prices and the direct and indirect effects. The results show that the seven factors are the international coal price, the coal import, the oil price, the national economic development, the coal production, the coal stock, the coal consumption. It is a significant factor affecting the coal price. The simple correlation coefficient of the coal price and the influencing factors is the order of the absolute value of the absolute value of the coal production, the national economy of coal production, the development of coal consumption in the national economy, the import of coal stock in the international coal price, and the dynamic analysis of the influencing factors of the coal price. The dynamic model of the coal price fluctuation is established by the theoretical research method of dynamics. On the basis of causality analysis of the factors affecting the fluctuation of coal price, the dynamic model of the function relation system between various factors is constructed. The development trend of the current policy is simulated by the operation of Vensim PLE. It shows that the coal price in our country shows a trend of decreasing and then increasing in the future. The trend of coal supply and consumption in China is similar, and the trend is rising. The gap between supply and demand is small and basically in a balanced state. The coal price is studied and analyzed by changing the model parameters. There are different trends and characteristics under different parameters. Finally, it discusses the coping strategies of coal enterprises. According to the previous empirical analysis, the mechanism of coal price fluctuation is summarized, the relationship between the influence factors of coal price is understood, and how the influence factors affect the fluctuation of coal price and predict the fluctuation trend of coal price are also discussed. According to this, coal enterprises make different coping strategies, respectively from coal enterprises to formulate reasonable production plans, promote coal enterprises to improve the level of industrial technology, coal enterprise marketing innovation, strengthen the internal management of coal enterprises, speed up the structural adjustment of coal enterprises and then step by step transformation of the five aspects of coal enterprises to discuss specific needs of coal enterprises. Measures should be taken to make coal enterprises produce certain economic benefits in different periods.

【學(xué)位授予單位】：中國礦業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F426.21;F764.1

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