本文關(guān)鍵詞：我國(guó)煤炭?jī)r(jià)格演變規(guī)律的研究　出處：《西安科技大學(xué)》2014年碩士論文　論文類(lèi)型：學(xué)位論文

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【摘要】：煤炭是我國(guó)重要的能源資源，在未來(lái)的30年內(nèi)，煤炭在我國(guó)能源生產(chǎn)和消費(fèi)結(jié)構(gòu)中仍將占據(jù)主導(dǎo)地位。煤炭?jī)r(jià)格的波動(dòng)對(duì)我國(guó)實(shí)體經(jīng)濟(jì)具有重要影響，因此深入研究我國(guó)煤炭?jī)r(jià)格的演變規(guī)律對(duì)于把握煤炭市場(chǎng)走勢(shì)，提早制定和調(diào)整煤炭生產(chǎn)以及消費(fèi)策略具有重要理論與現(xiàn)實(shí)意義。 本文在對(duì)國(guó)內(nèi)外研究現(xiàn)狀進(jìn)行詳細(xì)綜述的基礎(chǔ)上，基于秦皇島大同優(yōu)混煤的歷史價(jià)格數(shù)據(jù)，對(duì)我國(guó)煤炭?jī)r(jià)格的演變規(guī)律進(jìn)行分析。主要的研究工作和結(jié)論如下： （1）分析了我國(guó)煤炭市場(chǎng)近30年的演變歷史和所呈現(xiàn)出的特點(diǎn)：2002年后，我國(guó)煤炭市場(chǎng)開(kāi)始真正實(shí)行市場(chǎng)化改革，煤價(jià)波動(dòng)明顯，并具有結(jié)構(gòu)性斷點(diǎn)的特征。因此選擇結(jié)構(gòu)性斷點(diǎn)理論對(duì)煤價(jià)演變進(jìn)行研究更能增強(qiáng)對(duì)煤炭?jī)r(jià)格的變動(dòng)解釋能力。 （2）通過(guò)Rec-MOSUM檢驗(yàn)發(fā)現(xiàn)我國(guó)煤價(jià)走勢(shì)存在明顯的結(jié)構(gòu)斷點(diǎn)；而后運(yùn)用BP結(jié)構(gòu)性斷點(diǎn)的均值理論發(fā)現(xiàn)03年至今我國(guó)煤炭?jī)r(jià)格走勢(shì)共存在5個(gè)斷點(diǎn)，并對(duì)其進(jìn)行劃分，分階段闡述了煤價(jià)的波動(dòng)趨勢(shì)；最后運(yùn)用ME動(dòng)態(tài)移動(dòng)估計(jì)理論對(duì)斷點(diǎn)進(jìn)行監(jiān)控，檢驗(yàn)結(jié)果良好，從而為及時(shí)預(yù)測(cè)煤價(jià)提供了依據(jù)。 （3）運(yùn)用事件研究法對(duì)已知的斷點(diǎn)進(jìn)行驗(yàn)證分析，采用更低頻的數(shù)據(jù)，觀(guān)察在事件窗范圍內(nèi)煤價(jià)的異常收益統(tǒng)計(jì)量，研究證明不同事件交替作用構(gòu)成了2003年后煤炭?jī)r(jià)格新的演變過(guò)程，類(lèi)似事件的發(fā)生會(huì)對(duì)煤價(jià)產(chǎn)生相似的影響程度、影響模式以及持續(xù)時(shí)間等。 本文的研究成果對(duì)政府及能源生產(chǎn)者和消費(fèi)者把握煤炭市場(chǎng)變動(dòng)規(guī)律，，預(yù)測(cè)煤炭?jī)r(jià)格，預(yù)先制定和調(diào)整生產(chǎn)和消費(fèi)策略具有較重要的參考價(jià)值。
[Abstract]:Coal is an important energy resource in our country. In the next 30 years, coal will still occupy a dominant position in the energy production and consumption structure of our country. The fluctuation of coal price has an important impact on the real economy of our country. Therefore, it is of great theoretical and practical significance to study the evolution law of coal price in China for grasping the trend of coal market and making and adjusting coal production and consumption strategy in advance. On the basis of a detailed review of domestic and foreign research status, this paper based on the Qinhuangdao Datong excellent blending coal historical price data. The evolution law of coal price in China is analyzed. The main research work and conclusions are as follows: This paper analyzes the evolution history and characteristics of China's coal market in the past 30 years: after 2002, China's coal market began to implement market-oriented reform, and the coal price fluctuated obviously. Therefore, choosing structural breakpoint theory to study the evolution of coal price can enhance the ability of explaining the change of coal price. 2) the obvious structural breakpoints of coal price trend in China are found by Rec-MOSUM test. Then, using the mean value theory of BP structural breakpoints, it is found that there are five breakpoints in China's coal price trend from 2003 to now, and the coal price fluctuation trend is expounded in stages. Finally, the breakpoint is monitored by ME dynamic motion estimation theory, and the test results are good, which provides the basis for the timely prediction of coal price. 3) using the method of event research to verify and analyze the known breakpoints and using the lower frequency data to observe the abnormal profit statistics of coal price in the range of event window. It is proved that the alternation of different events constitutes the new evolution process of coal price after 2003, and that the occurrence of similar events will have similar influence on coal price, influence mode and duration, and so on. The research results of this paper have important reference value for the government, energy producers and consumers to grasp the changing law of coal market, predict the coal price, and make and adjust the production and consumption strategy in advance.
【學(xué)位授予單位】：西安科技大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類(lèi)號(hào)】：F426.21;F764.1

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