| 欧佩克产量对国际油价动态影响的实证分析 |
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| 引用本文： | 梁琳琳,齐中英.欧佩克产量对国际油价动态影响的实证分析[J].预测,2008,27(6). |
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| 作者姓名： | 梁琳琳 齐中英 |
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| 作者单位： | 哈尔滨工业大学,管理学院,黑龙江,哈尔滨,150001 |
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| 基金项目： | 国家自然科学基金资助项目，技术、政策、管理(TPM)国家哲学社会科学基地资助项目 |
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| 摘 要： | 基于时国际油价和欧佩克产量的结构性突变检验,本文分三时期建立了国际油价与欧佩克产量的误差修正模型,采用脉冲响应函数和方差分解方法对比不同时期欧佩克产量对国际油价的影响力.结果表明,Ⅲ期国际油价对欧佩克产量冲击的反应期较Ⅱ期提前,国际油价预测均方误差中欧佩克产量贡献率与Ⅰ期接近.表明欧佩克产量对国际油价的短期影响力在逐渐恢复.
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| 关 键 词： | 欧佩克产量 国际油价 结构突变 脉冲响应函数 方差分解 |
The Dynamic Influences of OPEC output on Oil Price |
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| LIANG Lin-lin,QI Zhong-ying.The Dynamic Influences of OPEC output on Oil Price[J].Forecasting,2008,27(6). |
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| Authors: | LIANG Lin-lin QI Zhong-ying |
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| Abstract: | As an organization of oil exporting countries,OPEC has played great role in the trend of the oil price.Based on the results of structural breaks test of oil price and OPEC output,this paper sets Vector Error Correction Model in three sub-periods and compares the influences of OPEC output on the oil price with the methods of impulse response function and variance decomposition.The results show that in the third period,OPEC output influenced the oil price in the short term than ever and has more strengthened power to the oil price,meanwhile,the contributions of oil price to the increasing of OPEC output is tremendous.The conclusion is that the controlling power of OPEC output on the oil price is recovering. |
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| Keywords: | OPEC output oil price structural breaks impulse response variance decomposition |
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