【摘要】：本文從供給、需求、運(yùn)輸、庫存、國際替代能源等角度出發(fā)梳理了國內(nèi)煤炭?jī)r(jià)格的形成機(jī)制,并且提出了區(qū)域性煤炭市場(chǎng)及其價(jià)格機(jī)制的存在,并運(yùn)用VAR模型對(duì)上述因素對(duì)于消費(fèi)地、中轉(zhuǎn)地、產(chǎn)地煤炭?jī)r(jià)格的影響分別進(jìn)行了脈沖響應(yīng)和方差分解分析并進(jìn)行比較。通過對(duì)各影響因素對(duì)秦皇島煤炭?jī)r(jià)格沖擊的的實(shí)證結(jié)果表明：(1)經(jīng)濟(jì)增長(zhǎng)帶動(dòng)的需求因素對(duì)國內(nèi)煤炭?jī)r(jià)格波動(dòng)的貢獻(xiàn)率是絕對(duì)的,中長(zhǎng)期穩(wěn)定在59%的貢獻(xiàn)率；同時(shí)煤炭生產(chǎn)成本、煤炭產(chǎn)量、國際煤價(jià)、廠商庫存對(duì)煤價(jià)的影響較為次要,分別在短中長(zhǎng)期內(nèi)達(dá)到了6%-7%的煤價(jià)波動(dòng)貢獻(xiàn),而煤炭海運(yùn)價(jià)格和電廠煤炭庫存的影響則較小,一直在2%以下。同時(shí)實(shí)證結(jié)果也驗(yàn)證了區(qū)域性煤炭市場(chǎng)的存在：1)在供給和需求端對(duì)煤價(jià)的沖擊和貢獻(xiàn)率上,秦皇島煤炭?jī)r(jià)格(中轉(zhuǎn)地)廣州港(消費(fèi)地)大同煤價(jià)(產(chǎn)地)；2)國際煤價(jià)的沖擊與貢獻(xiàn)率上,秦皇島、廣州港大同；3)煤炭開采成本的沖擊：大同秦皇島、廣州；4)電廠庫存的沖擊：短期內(nèi)秦皇島廣州最后,本文結(jié)合實(shí)證的結(jié)果對(duì)我國煤炭行業(yè)運(yùn)行提出了一些政策建議,把包括加大資源稅和環(huán)境稅的征收力度、采取合適的需求端措施來調(diào)整國內(nèi)能源結(jié)構(gòu)、企業(yè)應(yīng)加大走出去步伐及提升內(nèi)部經(jīng)營管理效益。
[Abstract]:This paper combs the formation mechanism of domestic coal price from the angles of supply, demand, transportation, inventory and international alternative energy, and puts forward the existence of regional coal market and its price mechanism. VAR model is used to analyze the impulse response and variance decomposition of the influence of the above factors on the price of coal in consumer, transit and producing areas, and the results are compared with each other. The empirical results of the impact of various factors on Qinhuangdao coal price show that: (1) the contribution rate of demand factors driven by economic growth to domestic coal price fluctuation is absolute, and the contribution rate is stable at 59% in the medium and long term; At the same time, coal production costs, coal production, international coal prices, and manufacturers' inventories have a minor impact on coal prices, and they have contributed 6% to 7% of coal price fluctuations in the short and medium term, respectively. And coal seaborne price and power plant coal inventory impact is relatively small, has been less than 2%. At the same time, the empirical results also verify the existence of regional coal market: 1) in terms of the impact and contribution rate of the supply and demand end to coal price, Qinhuangdao coal price (transit place) Guangzhou Port (consumption place) Datong coal price (origin); 2) the impact and contribution rate of international coal prices, Qinhuangdao, Guangzhou Port Datong, 3) the impact of coal mining costs: Datong Qinhuangdao, Guangzhou; 4) impact of power plant inventory: in the short term, Qinhuangdao Guangzhou finally, combined with the empirical results, this paper puts forward some policy suggestions for the operation of China's coal industry, including increasing the collection of resource tax and environmental tax. Taking appropriate demand-side measures to adjust the domestic energy structure, enterprises should step up the pace of going out and improve the efficiency of internal operation and management.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F426.21

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本文編號(hào)：2447977