国际油价波动对我国物价水平的影响研究

【作者】 张元峰；

【导师】 杨伟文；

【作者基本信息】 中南大学 ， 国际贸易学， 2006， 硕士

【摘要】 石油作为重要战略物资和特殊商品，对国民经济发展具有重大影响。随着国民经济的快速发展，国内石油需求强劲，而国内石油增产乏力，供需缺口逐年拉大。我国现行的主要解决办法是通过一般贸易方式进口石油来填补这个缺口。然而，廉价石油的时代已经过去，自2001年起国际油价陡升对我国经济发展产生了重大影响。价格作为最直接的影响途径，对其做出深入分析，提出可能的解决对策，对规避石油进口价格风险和稳定国内物价水平，具有重大的现实意义。本文围绕国际油价与国内物价水平的关系这个核心，描述我国石油供需和贸易现状，立足于我国石油行业的特殊性，通过做详实的统计数据对比，并在相关经济学原理的基础上运用归纳和因果关系方法做定性分析，得出油价从国际到国内再传递到国内主要相关行业的传导机制。国内原油价格紧随国际油价走势涨跌，而国内成品油价格受国家成品油价格体制的影响明显滞后于国际水平。石油石化相关产业所受的影响则随着产业链的延伸逐渐减弱；然后结合实证方法，选取三个有代表性的物价指标，运用计量经济学中扩展的向量自回归模型(LA-VAR)，利用Granger因果关系检验和广义脉冲响应函数，在五组两变量的系统内测度国际油价波动对物价影响的强度和广度。实证显示，国际油价上涨对我国原材料、燃料、动力购进价格有显著影响，进而传导到工业品出产价格，但对居民消费价格的影响却并不显著。文章最后做出结论并针对性地提出了相关政策建议，以期为政府部门制定相关政策提供有效参考。更多还原

【Abstract】 As the major strategic material and special commodity, petroleumplays a key role in national economic development. With the rapidgrowth of the national economy, there is an increasingly strong demandfor petroleum domestically, while domestic petroleum production lags farbehind, thus resulting in a gap between its demand and supply largeyear-by-year increasingly. The present solution is petroleum import bygeneral trade. However, the rapid increases of oil price since 2001 havebeen largely affected China’s economy. It is of vital, actual significanceto work out relative countermeasures, by analyzing the relationshipbetween world oil price and domestic price level, for evading price risk ofpetroleum import and steadying domestic price.This article encircles the core of relation between international oilprice and domestic price and describes actuality of petroleum demand andsupply and trade. Through making the detailed statistical data contrast, itmakes the qualitative analysis in the relate principles of economicsfoundation by using the induction and the causal relation method, thenexploits the conduction channels of the shakes of oil price to price on thebase of China’s particularity in petroleum industry. The domestic crudeoil price follows closely the international oil price trend, but domesticrefined oil price obviously lags in international level because of nationalrefined oil price system. The influence to the relate industries ofpetroleum is weaken gradually along with the industrial chain extending.After that, this article chooses three representative price indexes, andquantitatively analyzes the influences of the shakes of oil price in fivesets of two variables system by utilizing Lag-Augmented VectorAutoregressive, Granger Casualty Test and Generalized ImpulseResponse Function. The rise of international oil price has the remarkableinfluence on our country raw material, fuel, power purchase price, thenconducts to the ex-factory price of industrial products, but the influenceto consumer price is not remarkable. The last chapter makes a conclusionand puts forward relative countermeasures for your information.更多还原