我国能源价格市场化改革成效研究——基于煤、电、油价格数据面板协整关系的检验

文章在梳理我国能源价格改革历程的基础上,利用面板协整技术检验煤、电、油等主要能源价格长期关联关系,以此分析我国能源价格机制市场化改革成效及问题。检验结果显示,尽管缺乏统一协调的能源价格市场化机制,然而近年来主要能源品种价格相关性开始显现,应当客观看待能源价格机制改革取得的成效;不同煤炭品种与电力价格长期关系的差异性特征表明,处理好煤电价格关系仍是能源价格体制改革中的重点及难点;另外在能源价格市场化接轨方式的选择上,应当注意市场价格传导性风险。

Study on Market Reform Effect of Energy Price in China

Base on the carding of the energy price reform course in China,the panel coordination and preparation technology was applied to inspect the long term related relationship between the major energy prices of coal,electric power,oil and others.Base on the circumstances,the market reform effect and problems of the energy price mechanism in China were analyzed.The inspection results showed that although a lack of the general coordinated energy price market mechanism,a relativity of the major energy product prices appeared initially in the recent years.The energy price mechanism reform with the effect obtained should be looked objectively.The difference features of the long term relationship between the different coal product and electricity price showed that a well handling of the coal and electricity price still would be the key point and difficult point of the energy price system reform.Also in the selection of the energy price market connection mode,the conductivity risk of the market price should be noted.