【摘要】：隨著我國經(jīng)濟(jì)全球化進(jìn)程的加快，外部因素對國內(nèi)物價(jià)水平的影響愈加明顯，其中，國際原油價(jià)格的影響尤為突出。原油作為一種產(chǎn)業(yè)鏈較長且復(fù)雜的重要能源，其價(jià)格波動與一國的物價(jià)水平高低有著密切關(guān)系。我國正處于經(jīng)濟(jì)快速發(fā)展的階段，對石油的大量需求主要通過進(jìn)口來滿足，導(dǎo)致我國原油對外依存度持續(xù)上升。而我國對進(jìn)口原油的依賴，使國際原油價(jià)格波動對我國物價(jià)水平的影響成為日益重要的課題之一。因此，深入研究國際原油價(jià)格波動向國內(nèi)物價(jià)水平傳導(dǎo)的路徑，并從定量角度把握這一傳導(dǎo)路徑對成品油定價(jià)機(jī)制的依賴關(guān)系，將為決策者制定相關(guān)政策提供重要的參考價(jià)值。 本文首先論述了國際原油價(jià)格波動對我國物價(jià)水平的價(jià)格傳導(dǎo)理論和實(shí)現(xiàn)途徑，并梳理了國內(nèi)油價(jià)形成機(jī)制的改革歷程。為了驗(yàn)證理論分析中政策性因素的影響，本文利用協(xié)整分析方法考察國際原油價(jià)格與國內(nèi)油價(jià)之間的長期穩(wěn)定關(guān)系，以及國內(nèi)油價(jià)定價(jià)機(jī)制的改革對這種穩(wěn)定關(guān)系的影響作用。通過確定理論分析中的傳導(dǎo)路徑是可行的，本文進(jìn)一步建立結(jié)構(gòu)向量自回歸（SVAR）模型，運(yùn)用脈沖響應(yīng)函數(shù)和方差分解統(tǒng)計(jì)技術(shù)對不同傳導(dǎo)路徑的影響進(jìn)行了實(shí)證對比分析。研究結(jié)果表明：國際原油價(jià)格與國內(nèi)原油價(jià)格、國際原油價(jià)格與國內(nèi)成品油價(jià)格之間均存在穩(wěn)定的長期關(guān)系；成品油定價(jià)機(jī)制的改革，使國際原油價(jià)格波動對我國成品油價(jià)格的影響更加顯著；自2009年我國新成品油定價(jià)機(jī)制實(shí)施后，國際原油價(jià)格的波動可以經(jīng)由國內(nèi)成品油價(jià)格變動傳導(dǎo)至CPI；在不同的傳導(dǎo)路徑中，，國際原油價(jià)格波動對CPI產(chǎn)生的影響程度在統(tǒng)計(jì)意義上存在顯著性差異，基于油氣產(chǎn)品的傳導(dǎo)機(jī)制比基于有機(jī)化工產(chǎn)品的傳導(dǎo)機(jī)制更加有效。
[Abstract]:With the acceleration of the process of economic globalization in China, the influence of external factors on domestic price level is becoming more and more obvious, among which, the impact of international crude oil price is particularly prominent. Crude oil is an important energy with a long and complex industrial chain. Its price fluctuation is closely related to the price level of a country. Our country is in the stage of rapid economic development, a large amount of oil demand is mainly met by imports, which leads to a continuous increase in the external dependence of crude oil in China. The dependence of our country on imported crude oil makes the impact of international crude oil price fluctuation on China's price level becoming one of the increasingly important topics. Therefore, a deep study on the path of international crude oil price fluctuation to domestic price level conduction, and a quantitative analysis of the dependence of the transmission path on the pricing mechanism of refined oil will provide important reference value for policy makers to formulate relevant policies. This paper first discusses the price conduction theory of international crude oil price fluctuation to China's price level and the way to realize it, and combs the reform course of the formation mechanism of domestic oil price. In order to verify the influence of policy factors in theoretical analysis, this paper uses cointegration analysis method to investigate the long-term stable relationship between international crude oil price and domestic oil price, as well as the influence of the reform of domestic oil price pricing mechanism on this stable relationship. It is feasible to determine the conduction path in the theoretical analysis. In this paper, the structure vector autoregressive (SVAR) model is further established, and the effects of different conduction paths are analyzed by using impulse response function and variance decomposition statistical technique. The results show that there is a stable long-term relationship between the international crude oil price and the domestic crude oil price, the international crude oil price and the domestic refined oil price. The fluctuation of international crude oil price has a more significant impact on the price of refined oil products in China, since the implementation of the pricing mechanism of new refined oil products in China in 2009, the fluctuation of international crude oil price can be transmitted to CPI through the price changes of domestic refined oil products. In different conduction paths, the influence of international crude oil price fluctuation on CPI is statistically significant difference. The conduction mechanism based on oil and gas products is more effective than that based on organic chemical products.
【學(xué)位授予單位】：北京工業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F416.22;F764.1;F726

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 中國人民銀行營業(yè)管理部課題組;楊國中;姜再勇;;外部沖擊與我國物價(jià)水平的決定——基于結(jié)構(gòu)VAR模型的分析[J];財(cái)經(jīng)研究;2009年08期

2 仰炬;耿洪洲;王新奎;張志超;;我國成品油政府管制策略研究——兼論我國成品油定價(jià)機(jī)制改革[J];財(cái)貿(mào)經(jīng)濟(jì);2009年06期

3 劉滿平;;新成品油定價(jià)機(jī)制運(yùn)行情況及相關(guān)建議[J];宏觀經(jīng)濟(jì)管理;2010年03期

4 王雪松;;價(jià)格傳導(dǎo)機(jī)制在中國的實(shí)證分析[J];價(jià)格理論與實(shí)踐;2007年09期

5 李建華;;國際原油價(jià)格波動傳導(dǎo)過程研究——國際原油價(jià)格變動對廣東價(jià)格的傳導(dǎo)[J];價(jià)格理論與實(shí)踐;2009年10期

6 王風(fēng)云;;國際石油價(jià)格波動對我國通貨膨脹影響的實(shí)證分析[J];價(jià)格月刊;2007年07期

7 劉建;蔣殿春;;國際原油價(jià)格沖擊對我國經(jīng)濟(jì)的影響——基于結(jié)構(gòu)VAR模型的經(jīng)驗(yàn)分析[J];世界經(jīng)濟(jì)研究;2009年10期

8 史丹;國際油價(jià)的形成機(jī)制及對我國經(jīng)濟(jì)發(fā)展的影響[J];經(jīng)濟(jì)研究;2000年12期

9 中國經(jīng)濟(jì)增長與宏觀穩(wěn)定課題組;張平;劉霞輝;張曉晶;汪紅駒;;外部沖擊與中國的通貨膨脹[J];經(jīng)濟(jì)研究;2008年05期

10 林伯強(qiáng);牟敦國;;能源價(jià)格對宏觀經(jīng)濟(jì)的影響——基于可計(jì)算一般均衡(CGE)的分析[J];經(jīng)濟(jì)研究;2008年11期

相關(guān)博士學(xué)位論文 前1條

1 潘寧;國際石油價(jià)格形成機(jī)制分析與中國石油定價(jià)模式研究[D];復(fù)旦大學(xué);2011年

本文編號：2149146