煤炭产地与港口市场价格差异及影响因素  

Market price difference between coal producing areas and ports and its influencial factors

作　　者：袁显平[1] 潘静 徐兰欣 YUAN Xian-ping;PAN Jing;XU Lan-xin(College of Management,Xi’an University of Science and Technology,Xi’an 710054,China)

机构地区：[1]西安科技大学管理学院,陕西西安710054

出　　处：《西安科技大学学报》2020年第3期525-533,共9页Journal of Xi’an University of Science and Technology

基　　金：陕西省教育厅人文社科重点科学研究计划(16JZ041)。

摘　　要：中国煤炭产地与港口市场价格走势曾多次背离,呈现差异化现象。为追根求源,基于供求理论,应用协整检验、Granger因果检验以及VAR模型等计量方法,从供给、需求、运输和库存等视角,对煤炭产地与港口市场的价格差异及其影响因素进行了实证研究。研究发现:煤炭产地价格与港口市场价格变化趋势存在显著非一致性。该价格差异与煤炭供给、煤炭需求、港口煤炭库存、铁路运输能力及煤炭运费之间存在长期均衡关系,煤炭运费、港口煤炭库存与煤炭供给是价格差异的Granger原因。其中,煤炭运费与价格差异正相关,其余两因素与价格差异负相关。The price trend of coal producing area and port market has deviated from each other for many times,showing the phenomenon of differentiation.For the purpose of seeking sources,based on the theory of supply and demand,this paper makes an empirical study on the price difference between coal producial area and port market and its influencial factors from the perspectives of supply,demand,transportation and inventory by using the methods of Co-integration test,Granger causality test and VAR model.It is found that there is significant inconsistency between the price of coal producing area and the price of port market.There is a long-term equilibrium relationship between the price difference and coal supply,coal demand,port coal inventory,railway transportation capacity and coal freight.Coal freight,port coal inventory and coal supply are the Granger reasons for the price difference.Among them,coal freight is positively correlated with price difference,and the other two factors are negatively correlated with price difference.

关 键 词：价格差异 协整检验 GRANGER因果检验 VAR模型 

分 类 号：F726[经济管理—产业经济]