国际石油价格波动对国内煤炭价格的影响

摘要

本文采用2000年1月至2013年3月的月度数据，通过对国际石油价格和国内煤炭价格进行单位根检验和Granger因果检验，得出国际油价与国内煤价之间不存在因果关系，两者之间的关联性较低。但通过运用VAR模型及脉冲响应函数分别对国际油价、国际煤价与国内煤价之间和国际油价、国内油价与国内煤价之间的关系进行研究，结果表明，国际油价可通过国际煤价影响国内煤价，当国际油价上涨1％，国内煤价会随之上涨0．0088％，对国内煤价的影响时滞为18个月；同时，国际油价也可通过国内油价影响国内煤价，当国际油价上涨1％，国内煤价会随之上涨0．0074％，对国内煤价的影响时滞为10个月。%In this paper,using monthly data from 2000 January to 2013 March,by the Unit Root Test and Granger Causality Tests analyze the relationships between international oil price and domestic coal price,the result is international oil price and domestic coal price have no causal relationship,and the relationship is low.But using VAR Model and Impulse Response Function analyze the relationships among international oil price、international coal price and domestic coal price,international oil price、domestic oil price and domestic coal price,the results show that:International oil price can influence domestic coal price by influencing international coal price,when international oil price rises 1%,domestic coal price will rise 0. 0088%,and the effect will last for 18 months;At the same time,international oil price can also influence domestic coal price by influencing domestic oil price,when international oil price rises 1%,domestic coal price will rise 0.0074%,and the effect will last for 10 months.