| 摘要: |
| 在研究赫芬达尔指数和相关性系数原理的基础上,建立ρ-H模型评价我国海外原油风险。纵向结果显示,2007—2016年,我国海外原油风险整体稳定,为轻度风险,金融危机(2008年、2012年)对海外原油风险有一定影响;横向结果表明,世界各国海外原油风险差异巨大,体现为四个梯度:美国和加拿大为微风险,中南美洲、中国和欧洲为轻度风险,澳大拉西亚和其他亚太国家为中度风险,印度、新加坡、非洲和日本为重度风险。中国海外原油风险处于居中位置。 |
| 关键词: ρ-H模型 赫芬达尔指数 相关性系数 海外原油 风险评价 |
| DOI：10.13216/j.cnki.upcjess.2018.05.0002 |
| 分类号:F407.22 |
| 基金项目:楚雄师范学院后备人才资助项目(XJRC1604) |
|
| The Study of the Estimation of Chinese Overseas Crude Oil Risk Based on ρ-H Model |
|
ZHU Yong
|
|
(School of Economics & Management, Chuxiong Normal University, Chuxiong, Yunnan 675000, China)
|
| Abstract: |
| Based on the study of the theory of HHi & correlation coefficient, a new model named ρ-H is established to estimate Chinese overseas crude oil risk. The results show that, a) vertically, during the last 10 years, the risk of Chinese overseas crude oil keeps steady mostly, which is slightly risky, and financial crisis (2008 & 2012) has an effect on risk value, and b) horizontally, the risk of all countries differ severely all over the world, and all of them could be divided into 4 parts, that is, US and Canada are micro-risky, S. & Cent. America, China and Europe are slightly risky, Australasia and other pacific countries are moderately risky, while India, Singapore, Africa and Japan are highly risky. It indicates that China lies in the middle position. The new model has both the advantages of HHi and correlation coefficient and is highly applicable to risk evaluation. |
| Key words: ρ-H model HHi correlation coefficient overseas crude oil risk estimation |
