GM(1,1)模型预测我国石油需求量

传统的资源需求预测方法有类比法、外推法和因果分析方法等,但已有的预测结果精确度均较低。运用灰色系统理论建立石油需求量预测GM(1,1)模型,从对我国石油需求预测的结果来看,与历史需求值较为符合,可靠性较高。并利用该模型对未来5年的石油需求量进行了预测。     

浅析我国石油安全战略体系的构建

石油是一种战略性资源，石油的供给关系到一个国家或地区的经济发展和社会稳定，而石油安全是一个国家能源安全和经济安全的重要组成部分。随着我国社会经济的发展和对环境保护要求的提高，我国能源优质化的加强及需求数量的不断增加．仅靠国内石油产量已远远不能满足需求，我国的石油进口正在迅速增加。随着我国经济和世界经济的联系日益紧密．我国的石油安全问题也日益突显出来。因此，对我国石油能源供求现状和存在的问题进行分析，并结合我国国情提出石油安全战略体系的构建措施具有十分重要的意义。     

中国石油战略的经济学分析

最近几年，我国经济迅速增长，对石油的需求大幅上升，而同期国内石油供给却很有限，供给和需求之间的缺口越来越大。这使得我国的经济发展遭遇极大的能源瓶颈，在很大程度上制约了我国经济的进一步增长。本文通过建立封闭——开放经济条件下的石油价量＆进出口模型，从经济学角度对我国石油供需缺口进行分析，指出当前我国石油供需现状中存在的诸多问题及潜在危害，并从国家能源战略的角度提出相应对策。     

我国石油能源安全的思考和建议——一份从另一个视角研究我国石油能源安全的报告

近年来,我国石油消费需求日益增长,产量却一直徘徊不前,供需缺口巨大,对石油进口依赖程度严重,石油工业局面较为被动,关系到我国经济增长能否持续的能源安全面临着严峻挑战。本报告针对当前我国石油工业面临的主要问题,在确认我国的油气资源具备使我国成为石油强国的潜力的基础上,认为与我国资源潜力不符的过低石油产量是导致我国石油安全受到威胁的主要原因。进一步分析发现,体制和观念问题是石油产量增长缓慢的根本障碍,体制突破势在必行。由此认为,缓解我国石油工业被动局面的指导思想是:转变观念,改革体制,勇于创新,尝试任何可以提高石…     

我国石油产业大企业国际化动因研究

随着中国经济快速发展,国内对石油的需求不断增加,我国石油产业大企业肩负稳定石油供给的重要使命。文章通过数据分析,从企业和政府两个层面解释了我国石油产业大企业进行国际化的动因,对我国石油企业国际化过程中面临的问题提出对策建议。     

缓解我国石油供求紧张状况的对策

石油是我国国民经济和社会发展重要的动力源泉。90年代以来,由于经济高速发展,我国石油需求增长较快,1990-1994年均增长率为6.82％,明显高于80年代3．16％增长率;而由于受资金短缺、资源接替困难、开采难度增大、产量自然递减增加等因素的影响,国内石油产量增长缓慢,1991—1994年年均增长率仅有1．36％。国内石油供不应求。1992年我国原油进口第一次超过了1000万吨,1993年我国原油成品油进口总量达到3311．05万吨,而同期的出口总量只有2160．51万吨。国内石油供求紧张的状况在一定程度上制约着国民经济的发展。所以,研究缓解我国…     

石油工业体制改革要迈大步

一、加入WTO对我国石油工业体制的要求加入WTO,必然要求我国进一步开放市场,深化市场经济体制改革,国家管理、企业运作与国际接轨。因此,加入WTO,对我国石油工业体制提出了新的要求。1.要保障国家石油经济安全。石油既是宝贵的能源资源,又是一种不可或缺的战略物资,直接关系到国民经济的持续快速健康发展。从1993年开始,中国已由净出口国变为净进口国。2000年石油及油品净进口达7000万吨,为历史之最,约占当年石油消费量的30%左右。据有关专家预测,2010年和2020年中国的石油需求将分别达到2.9亿吨和3.9亿吨左右。而我国2000年的原油产量…     

中国石油安全问题及对策

中国已成为世界第二大石油消费国,受国内石油资源的制约,石油产量难以自给自足,供需矛盾日益显现,石油安全面临诸多问题,已成为我国经济发展的"瓶颈".为此,应加强国内油气资源勘探开发、实施石油贸易的多元化、建立适合我国国情的石油战略储备体系、运用各种手段加强对国际石油的控制,维护我国的石油安全.     

“十一五”期间我国石油需求预测

石油是能源的重要组成部分,做好石油需求预测对我国经济发展和社会的稳定有着重要的意义。文章采用灰色系统理论对我国在"十一五"期间石油需求进行预测,试图为我国制定石油发展规划提供定量依据。     

我国的石油安全问题及对策研究

随着经济的高速发展、工业化和城市化的快速推进，我国的石油需求也大幅度增加，石油对外依存度也逐年攀升，目前已接近50%,石油安全问题也随之提上日程。本文深入分析了威胁我国石油安全的影响因素，并提出了可行的政策建议。     

Responses of Economic Activity to Global Oil Market Shocks: A Comparative Analysis of Major Net Oil‐Producing and ‐Consuming Countries

We argue that four channels drive oil price shocks during 1986M5–2013M1, namely the oil supply, aggregate demand, oil‐specific demand and real exchange rates. Our findings are that oil price shocks driven by oil supply positively affect net oil‐consumer countries faster than net oil‐producer countries. Oil price shocks driven by aggregate demand are largely country‐specific. Oil shocks driven by other demands influence net oil‐producers faster than net oil‐consumers negatively, and persistently mostly among net oil‐producers. Other shocks have large negative effects on the industrial production of all countries, with responses appearing very quickly and persisting for at least a year.     

我国石油安全战略体系的构建

随着中国经济的快速发展,我国国内石油生产已经远远不能满足经济社会发展的需要,进口石油量逐年增加,对国际石油市场依赖程度日益加深.由于国际油价的不断上涨以及国际局势风云突变,使我国石油进口增添了新的不确定因素.面对石油供应安全出现的新形势,本文以科学发展观为指导,就如何构建石油安全体系提出自己的看法.     

我国石油天然气会计准则国际趋同分析

为规范石油天然气行业特殊的交易或事项，美国等国家和国际会计准则理事会（IASB）都发布了专门的石油天然气会计准则或采掘业会计准则。我国于2006年2月发布了《企业会计准则第27号一石油天然气开采》会计准则，对当前我国石油天然气开采业财务会计发展中的热点、难点问题进行了规范。本文通过对比分析油气新准则与美国FASB制定的相关准则和国际财务报告准则第6号（IFRS6）的差异，认为我国油气新准则基本实现了与美国相关准则的趋同，但与IFRS6还需要多方面的协调。     

Oil shocks,policy uncertainty and stock returns in China

This paper examines the interdependence of China's policy uncertainty, the global oil market and stock market returns in China. A structural VAR model is estimated that shows that a positive shock to economic policy uncertainty in China has a delayed negative effect on global oil production, real oil prices and real stock market returns. Shocks to oil market‐specific demand significantly raise China's economic policy uncertainty and reduce the real stock market returns. As measured by a spillover index, the interdependence between these variables has been rising since 2003 as China's influence in the oil market has increased. An equivalent spillover index calculated for the US is smaller and has been largely flat over time.     

Chinese resource demand and the natural resource supplier

This article provides empirical evidence on the effects of Chinese resource demand on the resource-rich natural resource supplier using the example of Australia. A structural VAR model is used to examine the effects of Chinese resource demand, commodity prices and foreign output on the macroeconomy with a formally specified mining and resource export sector. The key findings of the article are that shocks to Chinese demand and commodity prices result in a sustained increase in commodity prices and mining investment and a positive impact on the resource sector. However, these shocks eventually lead to lower real domestic output with factors of production moving out of the nonresource sectors and into the resource sector, resulting in a fall in nonresource sector output which is not fully offset by the rise in resource sector output. The results also indicate some market power by the natural resource supplier.     

The political economy of nature ∗

Suggestions are made for the development of a specific theory of mining by addressing the role of landed property, cartelization and monopolization. Each of these is seen as having a historically contigent relationship to the others and to the growth of mining capital. The spatial expansion of mining is examined as potentially leading to restructuring of, and conflict over, property relations, and cartelization of markets as tending to precede monopolization of production. The argument is illustrated by reference to the UK coal industry, the South African diamond industry and the US oil industry.     

Structural oil price shocks and policy uncertainty

Increases in the real price of oil not explained by changes in global oil production or by global real demand for commodities are associated with significant increases in economic policy uncertainty and its four components (the volume of newspaper coverage of policy uncertainty, CPI forecast interquartile range, tax legislation expiration, and federal expenditures forecast interquartile range). Oil-market specific demand shocks account for 31% of conditional variation in economic policy uncertainty and 22.9% of conditional variation in CPI forecast interquartile range after 24 months. Positive oil shocks due to global real aggregate demand for commodities significantly reduce economic policy uncertainty. Structural oil price shocks appear to have long-term consequences for economic policy uncertainty, and to the extent that the latter has impact on real activity the policy connection provides an additional channel by which oil price shocks have influence on the economy. As a robustness check, structural oil price shocks are significantly associated with economic policy uncertainty in Europe and energy-exporting Canada.     

Aggressive oil extraction and precautionary saving: Coping with volatility

The effects of stochastic oil demand on optimal oil extraction paths and tax, spending and government debt policies are analyzed when the oil demand schedule is linear and preferences quadratic. Without prudence, optimal oil extraction is governed by the Hotelling rule and optimal budgetary policies by the tax and consumption smoothing principle. Volatile oil demand brings forward oil extraction and induces a bigger government surplus. With prudence, the government depletes oil reserves even more aggressively and engages in additional precautionary saving financed by postponing spending and bringing taxes forward, especially if it has substantial monopoly power on the oil market, gives high priority to the public spending target, is very prudent, and future oil demand has high variance. Uncertain economic prospects induce even higher precautionary saving and, if non-oil revenue shocks and oil revenue shocks are positively correlated, even more aggressive oil extraction. In contrast, prudent governments deliberately underestimate oil reserves which induce less aggressive oil depletion and less government saving, but less so if uncertainty about reserves and oil demand are positively correlated.     

On the influence of US monetary policy on crude oil price volatility

Forecasting oil prices is not straightforward, such that it is convenient to build a confidence interval around the forecasted prices. To this end, the principal ingredient for obtaining a reliable crude oil confidence interval is its volatility. Moreover, accurate crude oil volatility estimation has fundamental implications in terms of risk management, asset pricing and portfolio handling. Generally, current studies consider volatility models based on lagged crude oil price realizations and, at most, one additional macroeconomic variable as crude oil determinant. This paper aims to fill this gap, jointly considering not only traditional crude oil driving forces, such as the aggregate demand and oil supply, but also the monetary policy rate. Thus, this work aims to contribute to the debate concerning the potential impact of (lagged) US monetary policy as well as the other crude oil future price (COFP) determinants on daily COFP volatility. By means of the recently proposed generalized autoregressive conditional heteroskedasticity mixed data sampling model, different proxies of the US monetary policy alongside US industrial production (proxy of the US aggregate demand) and oil supply are included in the COFP volatility equation. Strong evidence that an expansionary (restrictive) variation in monetary policy anticipates a positive (negative) variation in COFP volatility is found. We also find that a negative (positive) variation of industrial production increases (decreases) COFP volatility. This means that volatility behaves counter-cyclically, according to the literature. Furthermore, the out-of-sample forecasting procedure shows that including these additional macroeconomic variables generally improves the forecasting performance.     

Alternatives to conventional crude oil: When, how quickly, and market driven?

We examine the effect of uncertainty concerning remaining supplies of conventional crude oil and its production path on: the date alternative fuels will be needed, the quantity of alternative fuels needed, and how this uncertainty affects firms' willingness to provide alternatives in a timely fashion. Despite large uncertainties about the quantity of oil that remains and its production path, the start date for replacements is likely to fall within a twenty-two year period that is narrower and earlier than previous estimates. The twenty-two year window represents considerable uncertainty about the date of the peak and this uncertainty creates an asymmetry in the strategy that maximizes the welfare of firms relative to total social welfare, which works against the market's ability to generate a smooth transition from oil to alternative fuels. The timeliness of this transition is critical—the production paths generated here suggest that 10 million barrels per day or more of alternative fuels will be needed within a decade of the peak in production of conventional crude oil.