| 国内外油价波动的内在关联性研究——兼评国内油价管制改革 |
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| 引用本文： | 陈宇峰,俞剑.国内外油价波动的内在关联性研究——兼评国内油价管制改革[J].对外经济贸易大学学报,2011(4):60-72. |
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| 作者姓名： | 陈宇峰 俞剑 |
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| 作者单位： | [1]中国社会科学院财贸所,北京100836 [2]浙江工商大学现代商贸研究中心,浙江杭州310018 [3]安徽大学经济学院,安徽合肥230039 |
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| 基金项目： | 浙江省哲学社会科学基金重点项目（10CGJJ01Z）、中国博士后科学基金（20090460464）、浙江省高校人文社科重点研究基地（浙江工商大学金融学）重点项目、教育部人文社科重点研究基地-浙江工商大学现代商贸研究中心年度课题（10JDSM12YB）、浙江省重点学科（浙江工商大学产业经济学）项目. |
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| 摘 要： | 1998年以来的国内油价波动存在着“集聚”现象和“尖峰肥尾”特征，国际油价对国内油价的影响显著且长远，而国内油价对国际油价的影响相对较弱且短暂。同时，石油价格管制在短期内有助于增强国内石油市场抵御外部冲击的应对能力和波动记忆性，但在长期又会导致我国更大的福利损失。
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| 关 键 词： | 油价波动 关联性 管制改革 |
Study on Interrelationship between International and Domestic Oil Prices and Domestic Oil Price Regulation Reform |
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| Authors: | CHEN Yu-feng YU Jian |
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| Institution: | CHEN Yu-feng, YU Jian |
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| Abstract: | The clustering phenomenon and fat-tailed characteristic have been demonstrated in the domestic oil market since 1998, and there is significant and long-term impact of international oil price to domestic oil price while the impact of domestic oil price to international oil price is ephemeral and weak. Furthermore, oil price regulation is helpful to strengthen the volatility memory of domestic oil market as well as its coping ability to resist external shocks in the short run, while it will cause larger welfare losses in the long run. |
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| Keywords: | Oil prices fluctuation Interrelationship Regulation reform |
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