油价波动对俄罗斯经济的冲击及对中俄经济合作的启示  

The Impact of Oil Price Fluctuation on Russian Economy and Its Enlightenment to Sino-Russian Economic Cooperation

作　　者：高丽[1] 张馨月 GAO Li;ZHANG Xinyue(Xinjiang University of Finance and Economics,Urumqi 830012,China)

机构地区：[1]新疆财经大学,新疆乌鲁木齐830012

出　　处：《新疆财经大学学报》2021年第3期28-37,共10页Journal of Xinjiang University of Finance & Economics

基　　金：国家自然科学基金地区科学基金项目“能源商品金融化、价格冲击与中国—中亚经济合作研究”(71764028);国家自然科学基金地区科学基金项目“基于潜变量模型的中国与哈萨克斯坦金融安全评价与合作研究”(71663047)。

摘　　要：俄罗斯是资源依赖型大国,其经济发展与国际原油价格变动具有强相关性。本文选取俄罗斯2000年—2018年的月度数据探究油价波动对俄罗斯经济的影响。研究结果表明:国际油价变动将导致俄罗斯物价水平和经济增长波动;同时,卢布汇率与国际油价波动的同步性加剧了卢布的不稳定性且容易导致高通货膨胀率,对物价水平和经济发展造成了不利影响。俄罗斯是中国重要的战略合作伙伴,在今后的经贸合作中,中俄双方可针对油价形成“互惠区间”,打造多边合作平台,转政策性合作为经济性合作,进一步巩固和深化中俄经济合作。As a resource dependent country adjacent to China,Russia's economic fluctuation has a strong correlation with the international crude oil price.In order to further explore the economic cooperation between China and Russia,this paper se‐lects the monthly data of Russia from 2000 to 2018,first establishes DCC-GARCH model to prove the dynamic correlation be‐tween international oil price and ruble exchange rate,and then constructs State Space model to deeply study the direct impact of international oil price fluctuation on Russian economy and the indirect impact transmitted through ruble exchange rate.The re‐sults show that the fluctuation of international oil price will lead to the fluctuation of Russian price level and economic growth.At the same time,the synchronization of ruble exchange rate and international oil price will aggravate the instability of ruble and easily leads to high inflation rate,which will bring negative impact on price level and economic development.Finally,based on all the conclusions,this paper puts forward some thoughts on Sino-Russian economic cooperation.

关 键 词：原油价格 卢布汇率 俄罗斯经济 中俄经济合作 

分 类 号：F416.22[经济管理—产业经济]