摘要
煤炭行业作为产业链的上游产业,其价格波动将会影响相关产业的产品价格,研究煤炭价格波动对相关产业产品价格的影响对企业预测和决策具有指导意义。采用2003—2013年7月的月度数据,运用VAR模型及脉冲响应函数分析了煤炭价格波动对相关产业产品价格的影响。结果表明:煤炭价格波动会对下游行业造成冲击,且持续较长时间;煤炭价格波动对有色金属冶炼及压延加工业的影响较大,对电力、热力的生产和供应业的影响较小。
Coal industry is the upstream industry of the industrial chain, the price fluctuation would influence the product pric- es of the related industry and a study on the coal price fluctuation affected to the product price of the related industry could have guidance significances to the prediction and decision of the enterprises. With the month data from January, 2003 to July, 2013, a VAR model and impulse response function was applied to analyze the coal price fluctuation affected to the product price of the related industry. The results showed that the coal price fluctuation could cause an impact to the downstream indus- try and would be sustained in a long time. The coal price fluctuation would have big influences to the non-ferrous metal met- allurgy and rolling processing industry and would have less influence to the production and supply industry of the electric pow- er and thermal power.
出处
《煤炭经济研究》
2015年第6期53-58,67,共7页
Coal Economic Research
