油价时间序列往往受众多因素的影响,从而可以分解成各种成分.运用X-12-AR IM A方法分析迪拜原油价格的季节性波动,探讨油价运动规律,结果表明季节调整的整体效果较好,季节因素对中质高硫原油价格具有显著影响,夏、秋季推动油价上升,而春、冬季节使油价下跌,同时发现原油价格的短期变化主要由不规则事件和季节因素决定,而长期变化由趋势因素决定.
【英文摘要】
Oil price series are influenced constantly by numerous factors,so they can be decomposed into all sorts of components.Using X-12-ARIMA method,the paper analyzes seasonal fluctuation of Bubai crude oil price and its movement discipline.Empirical results show that the effect of seasonal adjustment is satisfactory,and seasonal factors have a significant impact on mid Intermediate high-sulfur crude oil price,both summer and autumn promote oil prices,while the spring and winter cause oil prices falling.Moreover,...
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