油价波动与煤炭行业发展关系实证研究——以安徽省为例  

An Empirical Study on the Relationship between the Fluctuations of Oil Price and the Development of Coal Industry— Evidence from Anhui Province

作　　者：薛金奇 朱延福[1] 

机构地区：[1]中南财经政法大学经济学院,湖北武汉430073

出　　处：《华东经济管理》2016年第5期20-25,共6页East China Economic Management

基　　金：国家社会科学基金项目(10BGL075)

摘　　要：随着全球经济的逐步复苏,世界对各类资源性商品的需求正在逐步递增。单个能源的价格变动极易引起整体能源价格的急剧变化以及能源供应链的连锁反应,并进一步给经济发展带来极为严峻的挑战。根据近年来国家统计数据,油价的每次波动都会引起煤炭行业的整体变化。文章基于安徽省2010年2月至2014年12月煤炭行业的统计数据,运用Jonhanson协整检验、VEC向量误差修正模型、Granger检验等工具,实证分析原油价格变动与该省煤炭行业发展之间的关系。结果表明:油价影响煤炭行业的总产值变化,且存在着长期均衡关系。With the gradual recovery of the global eeonomy, the demand for all kinds of resources is gradually increasing. The fluctuations of a single energy price could easily lead to the sharp changes of the overall energy price and the reaction of the en- ergy supply chain, and will further bring a serious challenge to economic development. According to the national statistical da- ta in recent years,the oil price fluctuations caused the overall changes in coal industry. Based on the statistical da- ta of coal industry in Anhui province from February 2010 to December 2014,this paper empirically analyzes the re- lationship between crude oil price fluctuations and the development of coal industry in Anhui province by using .Ion- hanson cointegration test,VEC vector error correction model and Granger test. The results show that the oil price af- fects the gross value of coal industry,and there exists a long-term equilibrium relationship between them.

关 键 词：油价 煤炭行业 Jonhanson检验 VEC向量误差修正模型 GrangerF-k@ 

分 类 号：F127[经济管理—世界经济] F407.21