基于谱分析的国内外能源价格周期关系研究  

Relationship between Domestic and Overseas Energy Prices Based on Spectral Analysis

作　　者：葛新丽[1] 熊威[1] 朱梦舟[1] 张一星[2] 何永秀[1] 

机构地区：[1]华北电力大学经济与管理学院,北京102206 [2]中央财经大学会计学院,北京100004

出　　处：《水电能源科学》2013年第1期226-230,共5页Water Resources and Power

基　　金：国家自然科学基金资助项目(71273089);北京市自然科学基金资助项目(9122022)

摘　　要：为了更好地应对经济全球化背景下的能源价格问题,基于谱分析方法对国内外典型市场的石油、煤炭、电力、天然气四种主要能源价格的周期互动关系进行了初步研究与探讨,考虑到我国天然气与电力市场的发展现状,借鉴发展相对成熟的美国市场进行分析。结果表明,煤炭、电力、天然气三种能源市场价格均滞后于国际原油价格波动,其中煤炭价格波动略滞后于石油,而根据美国市场经验,天然气和电力价格波动周期均滞后于煤炭和石油市场价格。In the background of economic globalization, in order to make better energy price countermeasures, the cy- cle interaction relationship of four typical energy market prices of oil, coal, electricity and natural gas is preliminarily studied and discussed with spectral analysis method. Taking the current developing situation of natural gas and electric market of China into consideration, this paper takes reference of more mature American market. The results show that the market prices of coal, natural gas and electricity lag behind the fluctuations of international crude oil prices; among these, the fluctuation of coal price slightly lags behind the oil price; according to the market experience of America, fluc- tuation cycle of natural gas and electricity prices lag behind the prices of coal and oil market.

关 键 词：能源价格 GRANGER因果 谱分析 周期互动 

分 类 号：F206[经济管理—国民经济]