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基于HP滤波法的我国动力煤价格波动周期研究 被引量:4

Research on the cycle of thermal coal price volatility in China: based on HP filter method
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摘要 本文运用Census12季节调整及HP滤波法对2002年以来我国动力煤价格波动进行周期性分析,发现2002年以来我国动力煤价格波动大致经历了3个完整周期和一个正处于下行调整的不完整周期,完整周期平均长度为30个月,波动振幅在92.28%~267.84%之间。2007年开始动力煤价格波动总体呈现日益剧烈趋势,季节性因素波动也从2007年开始日益增大。不规则成分仅在2004年及2008~2010年间波动剧烈。经济增长及主要耗煤产业需求变化是导致煤价波动的主要诱因,供给、政策及能源替代也产生重要影响。进口动力煤的增加是我国煤炭"宽进严出"政策及双轨制取消后煤电博弈的结果。 Based on Census12seasonally adjusted and HP filter method,It is found that there were three complete cycles and one downward adjustment non-complete cycle.The average length of complete cycles was 30months and the amplitude fluctuations was between 92.28%~267.84%.The overall trend and Seasonality fluctuations of thermal coal price became increasingly violent since 2007.The irregular fluctuations just happen at 2004and between 2008~2010.The changes of demand of economic growth and coal-consumption industry is major cause of fluctuations in coal price.Supply,alternative energy and Policies also have an important impact on price fluctuations.The increase in thermal coal imports was the outcome of the'lenient entry,stringentexit'policy and the game between coal and electricity after the abolition of dualtrack policy.
作者 陈伟强
出处 《中国矿业》 北大核心 2013年第S1期63-66,共4页 China Mining Magazine
关键词 HP滤波 动力煤价格 周期 HP filter thermal coal price cycle
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