国内外煤炭市场对中国沿海电煤市场的时变效应分析  

Analysis of time-varying effects of foreignand domestic and coal markets on China's coastal thermal coal market

作　　者：赵星星 郭转 Zhao Xingxing;Guo Zhuan(School 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：《煤炭经济研究》2023年第4期38-45,共8页Coal Economic Research

基　　金：国家社会科学基金项目(19BGL183);陕西省教育厅科研计划项目(20JT050)。

摘　　要：电煤采购价格稳定性是影响电力供应安全的重要因素。沿海地区作为我国进口煤主要使用地,其电煤市场受国内外煤炭市场影响。基于VAR和TVP-VAR联合模型,分析了国际煤炭市场、国内煤炭市场对沿海地区电煤采购价格的时变影响。实证结果表明:沿海电煤采购价格对国际煤炭市场价格变动更为敏感,国际煤炭市场价格的短期冲击对沿海电煤采购价格影响较强,中长期冲击影响微弱,冲击未呈现明显突变性,且冲击方向在短期和长期内都为正;随着国际煤炭市场波动增强,沿海电煤采购价格响应值未发生变化;国内煤炭市场价格与沿海电煤采购价格之间存在格兰杰因果关系;国内煤炭市场价格对沿海电煤采购价格具有正向促进影响,且作用效应在短期内较强,中长期较弱;沿海电煤采购价格对国内煤炭市场价格存在正向促进作用。因此,提高中小型电厂长协煤履约率、建立国家煤炭应急管理信息系统、加强沿海地区煤炭应急储备体系建设、提高可再生能源在电力供应中的比例、发展天然气热电联产,以抵抗国际煤炭市场和国内煤炭市场价格波动对沿海电煤采购价格的影响,对于保障沿海地区电力供应安全十分重要。The stability of thermal coal purchase price is an important factor affecting the security of power supply.The coastal area is the main use of imported coal,its electricity coal market is affected by domestic and foreign coal market.Based on VAR and TVP-VAR combined model,this paper analyzes the time-varying effects of the international coal market and the domestic coal market on the purchasing price of thermal coal in coastal areas.The empirical results show that the coastal thermal coal purchase price is more sensitive to the price changes in the international coal market.The short-term impact of the international coal market price has a strong impact on the coastal thermal coal purchase price,while the medium and long-term impact has a weak impact.The impact does not show obvious mutation,and the impact direction is positive in the short and long term.With the increasing fluctuation of international coal market,the response value of coastal thermal coal purchase price has not changed.There is Granger causality between domestic coal market price and coastal thermal coal purchase price.Domestic coal market price has a positive promoting effect on coastal thermal coal purchase price,and the effect is stronger in the short term,but weaker in the medium and long term.The purchase price of coastal thermal coal has a positive effect on the domestic coal market price.Therefore,to resist the influence of price fluctuations in the international coal market and the domestic coal market on the purchase price of coastal thermal coal,we should raise the coal performance rate of small and medium-sized electric plant directors'association,establish the national coal emergency management information system,strengthen the construction of the coal emergency reserve system in coastal areas,increase the proportion of renewable energy in the electricity supply,and develop cogeneration of natural gas.It is very important to ensure the safety of power supply in coastal areas.

关 键 词：沿海电煤市场 价格稳定性 电力供应 TVP-VAR模型 

分 类 号：F416.21[经济管理—产业经济]