本文選題：石油價(jià)格 + 波動(dòng)　； 參考：《吉林大學(xué)》2013年博士論文

【摘要】：南亞這個(gè)大陸的人口數(shù)目幾乎占世界人口的25%,而且40%的居民生活在貧困線以下。這個(gè)大陸的土地和人口數(shù)目的比例不成正比,所以該地區(qū)仍有很長(zhǎng)的路要走,以實(shí)現(xiàn)高標(biāo)準(zhǔn)的生活,發(fā)展和社會(huì)經(jīng)濟(jì)的穩(wěn)定。最近,該地區(qū)增長(zhǎng)速度很快,并成功將自身與世界經(jīng)濟(jì)融合在一起。然而,其主要產(chǎn)品,石油的進(jìn)口量不穩(wěn)定,供應(yīng)價(jià)格的不確定性給經(jīng)濟(jì)發(fā)展帶來(lái)壓力也導(dǎo)致了其他宏觀經(jīng)濟(jì)變量的惡化,其中包括通貨膨脹和國(guó)際收支。這帶來(lái)了生產(chǎn)焦慮和造成社會(huì)經(jīng)濟(jì)水平的下降,但是,目前還沒(méi)有東西可以替代石油。在南亞,石油占能源消費(fèi)總量近60%,其中很大一部分,將近70%是依賴進(jìn)口,而其余的是在南亞不同的國(guó)家和地區(qū)開(kāi)采的。例如,印度本土只生產(chǎn)30%的石油,而石油在斯里蘭卡和尼泊爾的國(guó)內(nèi)生產(chǎn)量少到幾乎可以忽略不計(jì)。 原油價(jià)格波動(dòng)的影響(增加和減少),實(shí)際產(chǎn)出增長(zhǎng),包括油價(jià)和其輸出的影響的不對(duì)稱性,持續(xù)了相當(dāng)長(zhǎng)的一段時(shí)間。自1990年以來(lái),人們普遍認(rèn)為,石油價(jià)格上漲或下降時(shí),它所產(chǎn)生的影響并不是線性的,一般來(lái)說(shuō),油價(jià)上漲帶來(lái)的不利影響要大于石油價(jià)格下降所產(chǎn)生的好處。石油價(jià)格的上漲不僅直接影響生產(chǎn)成本,生產(chǎn)力和經(jīng)濟(jì)增長(zhǎng),對(duì)通貨膨脹和貿(mào)易平衡也有負(fù)面的影響。因此,在這項(xiàng)研究中,我們選擇南亞國(guó)家在二十一世紀(jì)的第一個(gè)十年的經(jīng)濟(jì)發(fā)展?fàn)顩r為藍(lán)本,試圖去分析石油價(jià)格波動(dòng)的影響,比如對(duì)國(guó)際收支,通貨膨脹和經(jīng)濟(jì)增長(zhǎng)的影響。我們將在回歸分析和統(tǒng)計(jì)技術(shù)的基礎(chǔ)上,分析石油價(jià)格的波動(dòng)給該地區(qū)帶來(lái)的總體影響。 目前,亟待解決諸如減少貧困、增加生產(chǎn)與消費(fèi)和全球總產(chǎn)量等世界經(jīng)濟(jì)問(wèn)題,而這依賴于南亞的發(fā)展。盡管該地區(qū)在2002年網(wǎng)絡(luò)泡沫和2008年的金融危機(jī)中做得很好,在過(guò)去十年在該地區(qū)的國(guó)家有將近5%的增長(zhǎng)率。但在南亞及世界其他地方的經(jīng)濟(jì),很容易受到石油價(jià)格波動(dòng)的影響,油價(jià)的波動(dòng)嚴(yán)重影響了該地區(qū)的宏觀經(jīng)濟(jì)運(yùn)行。很多研究者試圖去了解高油價(jià)給地區(qū)宏觀經(jīng)濟(jì)帶來(lái)的影響,但幾乎沒(méi)有任何研究完全研究出石油價(jià)格的變化對(duì)該地區(qū)的影響。 通過(guò)格蘭杰和多元Granger因果關(guān)系研究中觀察到在該地區(qū)選定的國(guó)家受到高油價(jià)的影響,但選定的國(guó)家不論是個(gè)體還是整體都缺乏能力去影響國(guó)際石油價(jià)格。例如,印度正在迅速增長(zhǎng),印度的石油消費(fèi)量在世界上的份額是在上升。然而,印度的總產(chǎn)量不足全球總產(chǎn)量的1%,因此,印度缺乏影響世界石油價(jià)格的能力。其他國(guó)家情況類似。這項(xiàng)研究還證實(shí),石油價(jià)格的上漲,換句話說(shuō),特別是價(jià)格水平上升,國(guó)際油價(jià)的波動(dòng)會(huì)影響國(guó)內(nèi)生產(chǎn)的商品和服務(wù),在南亞,石油價(jià)格下跌,不會(huì)給經(jīng)濟(jì)增長(zhǎng)帶來(lái)任何明顯的積極變化. 這項(xiàng)研究還表明,石油價(jià)格與國(guó)內(nèi)生產(chǎn)總值的關(guān)系似乎成為不同國(guó)家明顯的經(jīng)濟(jì)特征。在南亞,基于其經(jīng)濟(jì)規(guī)模與經(jīng)濟(jì)結(jié)構(gòu),石油價(jià)格的影響在去年持續(xù)了4至8個(gè)季度。這表明一個(gè)短期的石油價(jià)格沖擊對(duì)印度的國(guó)內(nèi)生產(chǎn)總值所造成的負(fù)面影響已顯現(xiàn),而該地區(qū)的其他國(guó)家。這項(xiàng)研究還表明,在南亞的因果關(guān)系仍然是一種方式,從石油價(jià)格的波動(dòng)(尤其是石油價(jià)格的上漲),其他宏觀經(jīng)濟(jì)變量的運(yùn)行。這加強(qiáng)了現(xiàn)有的研究視角,一致的石油價(jià)格在大多數(shù)經(jīng)濟(jì)穩(wěn)健的宏觀經(jīng)濟(jì)績(jī)效中起到關(guān)鍵作用關(guān)鍵。 有趣的是,所有觀察下的經(jīng)濟(jì)體都表明受石油價(jià)格波動(dòng)影響的經(jīng)濟(jì)活動(dòng),在經(jīng)歷由于石油價(jià)格的上漲對(duì)GDP造成的短期不利影響后,都要經(jīng)過(guò)長(zhǎng)期的復(fù)蘇。我們發(fā)現(xiàn),由于石油價(jià)格波動(dòng)而引起的增長(zhǎng)變化持續(xù)兩到四年以上,而且根據(jù)統(tǒng)計(jì),明顯影響未來(lái)產(chǎn)量的增長(zhǎng),然而,非持續(xù)性變化即持續(xù)了一年多,不到4年對(duì)該地區(qū)的產(chǎn)量增長(zhǎng)沒(méi)有明確影響。與此相反,油價(jià)暫時(shí)波動(dòng),持續(xù)一年或更少不影響南亞國(guó)家經(jīng)濟(jì)的增長(zhǎng)。為了描述石油價(jià)格對(duì)所選定經(jīng)濟(jì)體系的影響,本研究應(yīng)用了一些基本技術(shù)包括：ARDL、響應(yīng)函數(shù)、索洛增強(qiáng)模型和簡(jiǎn)單的OLS技術(shù)。 研究分析,油價(jià)上漲不僅增加了生產(chǎn)成本,而且在減少來(lái)自該地區(qū)的總出口量的同時(shí),增加進(jìn)口賬單,對(duì)被選定國(guó)家的外部收支平衡施加了巨大的壓力。石油消耗龐大的外匯儲(chǔ)備是該地區(qū)長(zhǎng)期存在的貿(mào)易赤字的主要原因,因此石油價(jià)格的上漲對(duì)貿(mào)易赤字有雙重影響,一方面,由于出口成本的提高,它降低了競(jìng)爭(zhēng)力,而另一方面它增加了進(jìn)口量。 同樣地,石油是工業(yè)生產(chǎn)中的基本生產(chǎn)資源而且被廣泛用于貨物運(yùn)輸。石油價(jià)格的上升增加了成本的投入,推動(dòng)工資上漲。因此,石油價(jià)格導(dǎo)致價(jià)格水平普遍上漲。另一方面,石油價(jià)格的下降,要保持在向下價(jià)格剛性,而不是要壓低的價(jià)格水平。在這樣的大背景下,長(zhǎng)期石油價(jià)格的上漲有利于消費(fèi)者并符合生產(chǎn)者價(jià)格水平要求。 全球石油價(jià)格變動(dòng)引起的風(fēng)波及石油價(jià)格導(dǎo)致的貿(mào)易失衡給世界各國(guó)的政策制定者提出了嚴(yán)重的警示,因?yàn)樗鼤?huì)嚴(yán)重影響凈石油進(jìn)口國(guó)的經(jīng)濟(jì)。這也表明,小規(guī)模地依賴石油作為其能量來(lái)源,對(duì)一個(gè)龐大的且不斷增長(zhǎng)的經(jīng)濟(jì)體來(lái)說(shuō),使其對(duì)石油價(jià)格波動(dòng)免疫,而對(duì)于那些過(guò)分依賴石油并以此為基礎(chǔ)的工業(yè)生產(chǎn)和出口的經(jīng)濟(jì)體來(lái)說(shuō),它們很容易受到石油價(jià)格沖擊和波動(dòng)的影響。印度屬于第一種情況,而第二種情況,巴基斯坦就是最好的例子。
[Abstract]:The continent ' s population is almost 25 per cent of the world ' s population , and 40 per cent of the population lives below the poverty line . The continent still has a long way to go to achieve high standards of living , development and social and economic stability .

The impact of oil price fluctuations ( increase and decrease ) , actual output growth , including the asymmetry of the effects of oil prices and its output , has continued for a rather long period of time . In this study , it is generally believed that the adverse effects of rising oil prices are not linear . In general , the adverse effects of rising oil prices have a negative impact on inflation and trade balances . Therefore , in this study , we chose South Asian countries to analyze the effects of oil price fluctuations , such as the effects of international payments , inflation and economic growth . We will analyze the overall impact of oil price fluctuations on the region on the basis of regression analysis and statistical techniques .

At present , there is an urgent need to address the world ' s economic problems , such as poverty reduction , increased production and consumption and global production , which depend on the development of South Asia . Although the region has been doing well in the 2002 dotcom bubble and the 2008 financial crisis , there has been a nearly 5 per cent growth rate in countries in the region over the past decade . However , in South Asia and elsewhere in the world , the volatility of oil prices has severely affected the macro - economic operation of the region . Many researchers try to understand the impact of high oil prices on the region ' s macro - economy , but few studies have completely studied the impact of changes in oil prices on the region .

India ' s capacity to influence the world ' s oil prices is , for example , that India is growing rapidly and India ' s share of oil consumption is rising . Yet India ' s lack of capacity to influence the world ' s oil prices is similar to that of other countries . The study also confirms that rising oil prices , in other words , rising in price levels , and fluctuations in international oil prices will affect goods and services produced domestically , and in South Asia , oil prices fall , without any significant positive change in economic growth .

The study also shows that the relationship between oil prices and gross domestic product ( GDP ) appears to be a distinct economic feature of different countries . In South Asia , the impact of oil prices on the basis of its economic size and economic structure last year lasted four to eight quarters . This has also shown that a short - term oil price impact has emerged in India ' s gross domestic product , and other countries in the region . The study also shows that the causal relationship in South Asia is still a way to play a key role in most of the sound macroeconomic performance of most economies .

Interestingly , all the observed economies demonstrate a long - term recovery following the short - term adverse impact of oil prices on GDP , which has been through a long - term recovery following a short - term adverse impact on GDP as a result of rising oil prices . In contrast , volatility in oil prices continues for a year or less without a clear impact on the growth of the economies of South Asia . In order to describe the impact of oil prices on selected economic systems , the study has applied some basic technologies including ARDL , response functions , Solow - enhanced models , and simple OLS techniques .

The rise in oil prices is a major cause of the long - standing trade deficit in the region , and the increase in oil prices has a double impact on the trade deficit , on the one hand , as export costs increase , and on the other hand it increases imports .

Similarly , oil is the basic production resource in industrial production and is widely used for the transport of goods . The rise in oil prices has increased costs and pushed wages to rise . As a result , oil prices have led to a general increase in prices . On the other hand , oil prices have caused a general rise in price levels . On the other hand , oil prices are falling and are to be maintained at a downward price rigidity , rather than a low price level . In such a large background , the increase in long - term oil prices is beneficial to consumers and meets the producer price level requirements .

Trade imbalances caused by changes in global oil prices have made serious warnings to policymakers in the world because it could seriously affect the economies of net oil importers , which also suggests that small - scale dependence on oil as its source of energy makes it vulnerable to oil price shocks and fluctuations in a large and growing economy . India is the first , and in the second case , Pakistan is the best example .
【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2013
【分類號(hào)】：F135;F714.1

【共引文獻(xiàn)】

相關(guān)期刊論文 前10條

1 白萬(wàn)平;楊廣仁;張學(xué)敏;;碳排放增加與氣溫變化統(tǒng)計(jì)因果關(guān)系的多重檢驗(yàn)[J];貴州財(cái)經(jīng)大學(xué)學(xué)報(bào);2013年05期

2 吳恒煜;朱福敏;胡根華;馬晶;田海山;;基于自舉粒子濾波的滬深300指數(shù)跳躍性形態(tài)[J];系統(tǒng)工程;2013年09期

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4 楊波;;國(guó)際原油價(jià)格波動(dòng)對(duì)我國(guó)宏觀經(jīng)濟(jì)增長(zhǎng)的影響[J];商業(yè)研究;2014年01期

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本文編號(hào)：2020598