【作者】 夏飞；

【导师】 刘志忠；

【作者基本信息】 湖南大学 ， 西方经济学， 2006， 硕士

【摘要】 本文在新古典主义的分析框架中,采用完全竞争市场和资本调整有成本的假设,以“石油价格—石油使用量—资本利用率”这一渠道为基础,分析石油价格波动如何影响产出,尤其是石油价格波动如何产生负相关性及不对称性的问题,并讨论调整成本如何影响负相关性及不对称性这两个问题,得出油价波动直接效应对产出有负技术冲击的作用,以及调整成本的连续性问题是导致不对称性的关键条件。在分析负相关性和不对称性的同时,针对以石油作为影响产出的唯一能源形态所带来的局限性,本文也考虑石油替代能源对产出等宏观变量的影响力,具体的分析方法是将石油及其替代能源纳入真实经济周期的基本模型中,将油价波动过程视为技术冲击的随机过程,以此分析长期内石油价格的波动以及科学技术的发展对于产出、劳动投入、消费等变量在各时期调整的影响;在模型的均衡条件的基础上,利用模型的特殊解和相位图来分析各生产要素间的相互变化趋势,得出投资以及资本存量的增长将受制于科学技术的发展速度,而石油价格波动对产出的影响会趋于减弱。在理论分析石油价格与产出间关系的基础上,借鉴西方发达国家的成功经验,探讨我国能源安全特别是石油安全问题。更多还原

【Abstract】 Adopting complete competition market and capital adjustment cost,within the analysis framework of New Classical economics,this paper discusses influence which oil price fluctuation impose on output,especially how oil price fluctuation lead to negative correlation and asymmetry correlation between oil price fluctuation and output fluctuation,such analysis is taken out through the channel of oil price-oil usage quantity-capital utilization rate;the conclusion is that oil price’s fluctuation direct effect can serve as negative technical shock,and that whether the capital adjustment cost function performs continuity is the key condition of asymmetry correlation.Meanwhile,considering the shortcoming that only oil serves as energy which influence output, the paper also discusses oil substitution energy’s role in influencing output,the concrete analysis method is taking oil and its substitute energy into the paradigm of Real Business Cycle,regarding oil price fluctuation proceture as a stochastic technical shock processes,so as to analyze influence which oil price fluctuation and development of science imposed on output, labor, consumption and other macroeconomic variable in long run;basing on the model’s equilibrium conditions,this paper analyze interaction between each production element in terms of model’s special solution and the phase diagram,the conclusion is that not only investment but also capital stock’s growth is under limitation of science’s development , at the same time , the influence of oil price fluctuation will decrease.Under these theoretical analysis,referring to western country’s successful experience,this paper discusses energy security especially oil security, some measures of improving these condition and some problems need to solve.更多还原