天然气价格变动影响效应研究——基于VAR模型和脉冲响应函数的分析  

Research on the Transmission Effect of Natural Gas Price Variation——Analysis based on VAR Model and impulse response function

作　　者：薛凤[1] 黄圣明 

机构地区：[1]电子科技大学成都学院

出　　处：《价格理论与实践》2018年第11期46-49,共4页Price:Theory & Practice

基　　金：四川石油天然气发展研究中心项目(川油气科SKB17-02);四川省教育厅科研项目(18ZB0249)

摘　　要：天然气价格改革是我国能源体制改革的重要领域,天然气价格的变动会对我国经济及相关行业产生重要的影响。本文利用VAR模型和脉冲响应函数研究了我国天然气价格波动与原油价格、国家经济水平、居民消费水平、工业产品相关价格、天然气发电消耗相关(电价)等相关指标之间的影响。结果表明:天然气价格与国内生产总值、电价、工业产品相关价格有着交互的正向影响,原油对天然气价格产生正向影响等结论。本文从定量的角度为天然气价格改革相关政策的制定提供了一定的理论依据。Natural gas has an important position in the energy structure of our country.The change of natural gas price will have an important influence on the economy and related industries of our country. In this paper, the effects of natural gas price fluctuation on crude oil price, national economic level, resident consumption level, industrial product related price, natural gas consumption related(electricity price) and other economic related indexes are studied with the VAR model. The result of the model analysis shows that Natural gas prices have a positive interaction with GDP, electricity prices, and prices related to industrial products. Crude oil will have a positive impact on natural gas prices and so on.The paper studies the interaction between natural gas price reform and related industries from a quantitative perspective, and analyzes the relationship between variables, which provides a theoretical basis for the country to formulate natural gas price reform.

关 键 词：天然气价格 天然气价格改革 天然气定价机制 

分 类 号：F426.22[经济管理—产业经济]