中国矿业
中國礦業
중국광업
CHINA MINING MAGAZINE
2013年
7期
33-36,48
,共5页
经济增长%内部供给%动力煤价格%向量自回归
經濟增長%內部供給%動力煤價格%嚮量自迴歸
경제증장%내부공급%동력매개격%향량자회귀
economic growth%domestic supply%alternative energy%VAR
动力煤是我国煤炭的主体，其价格波动不仅能准确反映煤炭价格变化，而且会冲击经济增长。本文运用 VAR 模型、协整等计量方法研究经济增长、内部供给、对外贸易依存及替代能源价格与动力煤价格间的动态关系。结果表明四因素与煤价间存在长期协整关系；经济增长、内部供给与国际油价是动力煤价格的强格兰杰原因。短期内，国际油价冲击大于经济增长及内部供给对煤价的影响，而对外贸易依存的冲击最小；长期看，经济增长对动力煤价格的冲击日益增加，国际油价与内部供给的冲击在迅速达到峰值后缓慢下降，对外贸易依存的冲击增长非常缓慢。因此抑制动力煤价格的剧烈波动一方面应该通过转变经济增长方式，淘汰落后产能，转变产业结构，另一方面应加大动力煤进口规模，减缓国内资源消耗速度，利用倒逼机制促进国内动力煤产业健康发展。
動力煤是我國煤炭的主體，其價格波動不僅能準確反映煤炭價格變化，而且會遲擊經濟增長。本文運用 VAR 模型、協整等計量方法研究經濟增長、內部供給、對外貿易依存及替代能源價格與動力煤價格間的動態關繫。結果錶明四因素與煤價間存在長期協整關繫；經濟增長、內部供給與國際油價是動力煤價格的彊格蘭傑原因。短期內，國際油價遲擊大于經濟增長及內部供給對煤價的影響，而對外貿易依存的遲擊最小；長期看，經濟增長對動力煤價格的遲擊日益增加，國際油價與內部供給的遲擊在迅速達到峰值後緩慢下降，對外貿易依存的遲擊增長非常緩慢。因此抑製動力煤價格的劇烈波動一方麵應該通過轉變經濟增長方式，淘汰落後產能，轉變產業結構，另一方麵應加大動力煤進口規模，減緩國內資源消耗速度，利用倒逼機製促進國內動力煤產業健康髮展。
동력매시아국매탄적주체，기개격파동불부능준학반영매탄개격변화，이차회충격경제증장。본문운용 VAR 모형、협정등계량방법연구경제증장、내부공급、대외무역의존급체대능원개격여동력매개격간적동태관계。결과표명사인소여매개간존재장기협정관계；경제증장、내부공급여국제유개시동력매개격적강격란걸원인。단기내，국제유개충격대우경제증장급내부공급대매개적영향，이대외무역의존적충격최소；장기간，경제증장대동력매개격적충격일익증가，국제유개여내부공급적충격재신속체도봉치후완만하강，대외무역의존적충격증장비상완만。인차억제동력매개격적극렬파동일방면응해통과전변경제증장방식，도태락후산능，전변산업결구，령일방면응가대동력매진구규모，감완국내자원소모속도，이용도핍궤제촉진국내동력매산업건강발전。
Thermal coal is the dominant part of coal in China .Thermal coal price not only accurately reflect the change of coal price ,but also has significant impact on economic growth .The paper analyses the dynamic relationship between economic growth ,domesticsupply ,tradedependency ,oil price and thermal coal price ,based on VAR model and Cointegration .The results show that there is an long-term and cointegration relationship between five factors .Economic growth ,domestic supply and oil price are strong Granger cause of thermal coal price ,while trade dependency's effect is not significant .The impact of oil prices is greater than economic growth and domestic supply ,and the impact of trade dependency is minimal in short run .the impact of economic growth is increasing ,oil prices and domestic supply reach peak quickly and then decline slowly ,trade dependency's effect grows slowly in the long term .So we should transform economic grow th mode ,eliminate backward production capacity ,changes the industrial structure ,to inhibit price volatility ,and increase the size of the thermal coal imports in order to slow the consumption of domestic resources and promote the healthy development of domestic thermal coal industry .
