价格视角下煤炭空间区域市场关联分析  

Correlation Analysis of Coal Spatial Market on Perspective of Price

作　　者：刘先彬[1] 

机构地区：[1]河南大学,河南开封475000

出　　处：《北方经贸》2015年第4期97-99,共3页Northern Economy and Trade

摘　　要：针对煤质和区域的不同,选取了8种动力煤煤炭价格2009-2013年的周数据,运用相关系数、格兰杰非因果性检验等方法分析煤价之间的关系,运用协整回归模型对煤价间的关系进行描述。结果表明:同一空间区域内不同煤质煤价间关联度较高,中等发热量煤炭居于主导地位;空间区域关联紧密的煤炭价格关联度较高;我国煤价与国际煤价间的关联度相对较低;秦皇岛和大同煤价是全国煤价波动的"风向标"。Based on various regions and differences in coal quality, this paper selected weekly data from eight different steam coal prices from 2009 to 2013. Correlation coefficient and Granger non-causality test are used to analyze the relationship between the coal prices and cointegration regression model was applied to describe the relationship between coal prices. The results show that： high correlation exists between coal prices of different quality in the same spatial region,where medium calorific coal dominates; the higher correlation degree of coal prices exists between spatial regions associated closely; the degree is relatively low between China and foreign countries; Qinhuangdao and Datong coal are the＂ benchmarks＂ of China＇s coal volatility.

关 键 词：煤炭价格 空间区域 格兰杰检验 协整分析 

分 类 号：F407.21[经济管理—产业经济]