能源消费量和能源供应量与其影响因素之间协整关系的实证研究  

A Cointegration Analysis Among Influential Indicators,Energy Consumption and Energy Supply in China

作　　者：李明佳[1] 严俊杰[1] 陶文铨[1] 

机构地区：[1]西安交通大学能源与动力工程学院热流科学与工程教育部重点实验室,西安710049

出　　处：《工程热物理学报》2017年第7期1472-1477,共6页Journal of Engineering Thermophysics

基　　金：国家重点基础研究发展计划(973计划)(No.2013CB228304);中国博士后创新人才支持计划资助

摘　　要：本文采用计量经济学中的协整理论,定量研究能源消费量和能源供应量与能源价格、经济发展、产业结构、人口和城镇化等因素之间的波动影响程度。首先采用Augment Dickey-Fuller模型检验指标变量的时间序列数据的平稳性,其次采用Lagrange乘数模型定量计算全国范围内的能源消费量及能源供应量与相关影响因素之间的协整关系。结果表明能耗指标与人口和城镇化指标均对能源供应量有显著影响;能源消费量主要受产业结构和经济指标影响,而受能源价格波动影响较小。The paper adopted the cointegration theory to quantitatively analyse the volatility relationship among energy consumption,energy supply and their influencing variables including energy price,economic development,industrial structure etc.First,the Augment Dickey-Fuller model was used to examine the stability of times series data.Second,the Lagrange Multiplier model was employed to quantitatively calculate the cointegration relationship between energy consumption and its variables,and the quantitative relationship between energy supply and influencing factors as well.The results indicated that energy supply is significantly affected by energy consumption,population and urbanisation.Energy consumption was mainly affected by industrial structure and economic growth.It was slightly influenced by the effort of energy price fluctuation.

关 键 词：能源供需 协整分析 ADF模型 LM模型 

分 类 号：TK121[动力工程及工程热物理—工程热物理]