中国成品油定价机制_基于计量模型的一个解释

:20110459中国成品油定价机制:基于计量模型的一个解释:,2007320105:,,,:;;;DO:I103773/jissn1006-4885201104059:F062.1:A:1002-9753(2011)04-0059-12段龙龙:(1988-),,,:12007,,,,,,,,,,,30,OPEC,,,:60201104(,[1]),,,,,,,,,,,0720105,,,,,,,,2:;1998,-(Brent)(Dubai)(Minas)(::=4:3:3),,20045%,22()4%,,10(,[2]),,(,),,,,:20110461,(,),,,,,,,,,(,[3]),[4]:,,,,,,WTO,,,,,,,,,[5],,;,,,,,[6]1973,,,,,,,,,,[7],,,[8]ARCH,,,,,50%,,CPI,:62201104,,,,[9],,,,,,,,331研究设计与数据来源,,,,200723,073105(),1,(Brent)(Dubai)(Minas)(::=4:3:3),,,,,,,4(11)1:/5.292.965.344.90Logit5.915.365.345.346.231.536.376.203.781.576.925.44::::201104631:/:2007320085,,073608/0851208/,996%,20071122008592008620,134/,,,,20086200812,,1433/404/,,,,?,,200812,,,,,32变量设定,,,(),,,:64201104,,,CPI,,,,,,OY,OC,,d1,:d1=014:d1,()OY(LRM),1,,Logit,logit:Pi=E(Y=1|Xi)=11+e-(B1+B2Xi)(1)Pi,:Pi=11+e-Zi=eZi1+eZi(2)(2):Pi1-Pi=1+eZi1+e-Zi=eZi(3)(3),:Li=lnPi1-Pi=Zi=B1+B2Xi(4)Logit,:Li=lnd11-d1=Zi=B2OY(5)(5),eviews602:,Z,Li,,,:20110465,d1,20071100022logitz-POY-153026-58600000Akaike00559Schwarz006782:,,,,,,,,,,,CPIOLSCPI,06,OC,CPIOY,3:3OLSTPOY-100E-12296E-13-33900021CPI120E-12231E-1351900000C534250E-11213E+1100000,,CPI,t:66201104,,,,1001*e-12,CPI,119*e-12,0856,CPI,,,,4%,:,,,,,,,OC,CPIOY,44OLSTPOY-0100003-328100000CPI00600005101600000R2066DW019,,,,,,,35%,68%,,,:,,,,,,,,5::201104675TPD1-021006-31400018D1*OY009900245700000C74219338400001AR(1)115005210200000AR(2)-015005-27300066R2099F-1642260R2099DW20,t,R2995%,,DW2,,,,,2,,,,,,,,,:OC=-1001e-12OYt+1199e-12CPIt+534t(0859,08620)OCt=-0102OYt+006CPItt(08623,081217)l-0206D1+0099D1OYt+742t(081218,1055)551成品油调价相对国际原油价格具有迟滞性,20,4%,20:,,,,,,,,,,,,:68201104:,,,,,52难以刺激企业自觉提高生产效率,,,(),,,,,53缺乏国际石油价格定价权,,,,,,,,,,,,6,,,,::10,:,,:20110469:,,,,:61加大价格调整的频率和浮动上下限,逐步接近市场即时定价22,,,62逐步试点建立国内成品油原油期货交易体系,,,,,63加快石油战略储备建设,,;2007,,,,,,,,,:References:[1],[J],2005,6:39-40LiGJ,ZhuRBThepricemechanismofinternationaloilandbuildingprecautioninChinasoilpricesystem[J]ShanghaiEconomicReview,2005,6:39-40[2],[J](),2009,6:50-51WangFY,HeDPEconomicsanalysisofthechoiceofChineseoilpricingmechanism[J]JournalofYangtzeUniversity(SocialSciencesEdition),2009,6:50-51[3],[J],2007,4:13-14QiZY,LiangLLRoutechoiceofoilpriceinstitutioninChina[J]PricesMonthly,2007,4:13-14:70201104[4][J],2008,5:5ZhangGBSomeadvicesforoilmarketandoilprice[J]HebeiEnterprises,2008,5:5[5][J],2005,11:16NiuLOpinionofcurrentoilprice[J]ChinaEconomicandTradeHerald,2005,11:16[6][J],2008,6:27-28DongXCProposalonthepricereformofrefinedoilproductinChina[J]EconomicAnalysisChinaPetroleumandChemicalIndustry,2008,6:27-28[7][J],2006,9:11-12ChenZWPricemechanismofrefinedoilproductinChinareformperiod[J]ContemporaryFinance&Economics,2006,9:11-12[8],ARCH[J],2005,4:16-17PanHF,ZhangJSTheanalysisofdomesticoilpricefluctuationbasedonARCHmodels[J]StatisticalResearch,2005,4:16-17[9][J],2010,3:43-44LiuMPNewpricemechanismofrefinedoilproductrunningandadvices[J]MacroeconomicManagemen,t2010,3:43-44(:)PricingmechanismofrefinedoilproductinChina:anexplanationbasedoneconometricmodelsDUANLong-longAbstrac:tAsChinasoilconsumptionanddependenceofforeignoilincreased,thecompetitionofinternationaloilmarketbecomessharperPriceupsidedown,oilshortageandotherseriousproblemshappenedsuccessivelyThisarticlechoosesthedatafromMarch2007toMay2010tocarryoutanempiricalanalysisEmpiricalresultsindicatethatinternationalcrudeoilpricesanddomesticpricelevelaretwomajorfactorswhichaffectthedomesticoilpriceInordertoensurethesustainabilityofenergyconsumption,theoilpricingmechanismmustbeconsistentwithmacroeconomiccycleandmacro-controlpolicy,whileintegratedwiththeinternationalcrudeoilmarketKeywords:internationalcrudeoilmarket;refinedoilproductmarket;pricingmechanism;macro-economiccontrol