国际原油和汽油价格谐整和引导关系研究  

Research on Cointegration and Casual Relationship between International Petroleum and Gasolene Price

作　　者：李懿[1] 韦艳[2] 

机构地区：[1]上海交通大学管理学院,上海200030 [2]大连理工大学管理学院,辽宁大连116023

出　　处：《预测》2002年第5期75-77,共3页Forecasting

摘　　要：自 2 0 0 0年以来国内汽油价格与国际价格接轨 ,国际的价格波动直接影响国内市场的价格。本文对国际原油和国际汽油价格谐整关系和引导关系研究 ,证实了两组价格之间存在谐整关系 ,并且原油价格滞后引导汽油价格。由此 ,汽油经销企业和消费者可以通过国际原油的价格变化 ,预测汽油的价格变化。Since the year of 2000, the price of domestic gasolene kept close relationship with the price of international gasolene. The international price had strong impact on the domestic price. Through the research about cointegration and casual relationship between the price of international petroleum and the price of gasolene, this paper prove the cointegration and casual relationship between the them. The company which sell the gasolene can forcast the changing of diesel by knowing the changing of petroleum.

关 键 词：引导关系 原油价格 汽油价格 国际市场 谐整关系 

分 类 号：F746.41[经济管理—国际贸易]