基于VAR模型实证分析的我国煤炭价格波动研究  

Study on Price Fluctuation of China Coal Based on Demo Analysis on VAR Model

作　　者：王曦[1] 

机构地区：[1]中国矿业大学(北京),北京100083

出　　处：《煤炭经济研究》2014年第4期45-48,共4页Coal Economic Research

基　　金：中央高校基本科研业务费专项资金资助项目(2010YG02)

摘　　要：煤炭作为我国最重要的能源,其价格波动受多方面的影响。从供给、需求、进口3方面入手,运用VAR计量模型对煤炭价格进行研究,得出煤炭供给量、煤炭需求量、煤炭进口量3个因素对煤炭价格影响的程度和时滞,并针对当前我国煤炭价格下滑的情况,提出相关建议。Coal is an important energy of China and the price fluctuation was affected by many aspects. From the supply, demands and import aspects, the VAR measuring model was applied to the study on the coal prices. The study showed that the three factors of the coal supply quantity, coal demand quantity and the coal imported quantity would be affected to the degree and time delay of the coal prices. And according to the sliding down of the present China coal price, the related proposals were provided.

关 键 词：煤炭价格 VAR模型 脉冲响应 

分 类 号：F224[经济管理—国民经济]