| 摘要: |
| 成品油作为日常生产和生活的必要能源,其价格的波动对国民经济运行有着深刻的影响。以国内成品油价格的影响因素为研究对象,首先从国际原油价格、国内油品的供给形势、国内宏观经济形式、国内物价水平及成品油的税费情况进行理论分析,就其与成品油价格的关系提出了若干假设,使用2007年11月至2017年10月的月度数据构建VAR模型并进行相关实证分析,得出以下结论:(1)国际原油价格是中国成品油价格最主要的影响因素,与成品油价格正相关,但其影响存在着一定的滞后性;(2)中国成品油市场是政府管制下的双寡头垄断市场,行业供给情况难以对其价格造成影响;(3)国家宏观经济形势与成品油价格呈正向关系,但其影响力度远不及国际原油价格;(4)国内物价水平是成品油价格的影响因素,其影响方向随着时间的推移逐渐由负转正;(5)成品油的相关税费作为其价格的组成部分,会引起成品油价格的同方向变动。 |
| 关键词: 成品油 价格 影响因素 VAR模型 |
| DOI：10.13216/j.cnki.upcjess.2018.02.0004 |
| 分类号:F407.22 |
| 基金项目: |
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| Empirical Study on Influencing Factors of Oil Product Price in China Based on VAR Model |
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ZHANG Xinwei1,2, PENG Xinjie2
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(1.Xinjiang Urumqi Petroleum Branch, Sinopec Sales Co., LTD, Urumqi, Xinjiang 830026, China;2.School of Economics and Management, China University of Geoscience, Wuhan, Hubei 430074, China)
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| Abstract: |
| Oil is a necessary energy for daily production and daily life. The fluctuation of oil prices has a profound impact on the operation of the national economy. In this paper, the factors affecting the price of domestic oil products are taken as the research object. First of all, theoretical analysis are carried out from the international crude oil prices, domestic oil supply situation, domestic macroeconomic forms, domestic price level and refined oil taxes and fees. Some hypotheses are put forward on the relationship between oil price and oil price. Then, using the monthly data from August 2007 to July 2017, we construct the VAR model for empirical analysis. The following conclusions are drawn:(1) International crude oil price is the most important factor affecting the price of refined oil products in China, which is positively related to the price of refined oil products, but there is a certain lag time for its influence. (2) China 's oil products market is a duopoly market controlled by the government, and the supply of the industry is difficult to affect the price. (3) The macroeconomic situation of the country is positively related to the price of refined oil products, but its influence is far less powerful than that of the international crude oil price. (4) The domestic price level is the influence factor of the oil price, and its influence direction changes from negative to positive over time. (5) The related taxes and charges of refined oil as part of its price will cause the price of refined oil to change in the same direction in the long run. |
| Key words: refined oil price influence factor VAR model |
