中国区域煤炭市场一体化研究  

Research on integration of China geographic coal market

作　　者：毕军贤[1] 毛振福[1] 范进[2] 魏玖长[2] 刘先彬[3] 

机构地区：[1]河南城建学院工商学院,河南平顶山467036 [2]中国科学技术大学管理学院,安徽合肥230026 [3]河南大学经济学院,河南开封475004

出　　处：《河南城建学院学报》2015年第6期70-77,84,共9页Journal of Henan University of Urban Construction

摘　　要：基于2011—2014年19个煤炭区域市场的周价格协整性和因果关系检验,提出区域市场中分散交易点的价格影响指数的概念,构建区域市场网络结构模型,分析了煤炭价格形成与传导机制。研究认为:青海、四川、贵州、新疆存在区域性市场,中东部的煤炭生产与消费、中转交易点已经形成了一个竞争性的区域市场;交易点价格间的格兰杰因果关系具有单向性。环渤海、南通、广州、包头等中转地是竞争性价格发现者,大同、神木、靖远、平顶山和宿州等生产基地是竞争性价格的传递者,其他消费者与生产者是价格接受者。Based on the cointergration tests and Granger test of the week prices time series from 2011 to 2014 of 19 geographic coal markets,the concept of the trade place＇s price influence index has been put forward for a scattered trading point,the model of regional network market has been established,and the coal market price mechanism including price formation and conduction have been analyzed in this paper. The results shows that Qinhai,Sichuan,Guizhou and Xinjian are respectively relatively closed coal market,while lots of small geographic coal markets in the east-central China have been integrated into one large regional comparative market which consists of many producers,consumers and some trade points in the east-central China coal market network should play different roles including price detector,price transfer and price taker.

关 键 词：煤炭价格机制 市场一体化 协整检验 因果关系 价格影响指数 

分 类 号：F42[经济管理—产业经济] O212[理学—概率论与数理统计]