石油价格波动规律及其预警识别体系研究

石油价格波动及预警识别理论是研究石油价格在内外因素影响下的变化以及由变化程度映射出的警戒状态及其响应机制的理论。现今主流的石油价格波动理论基本以石油价格量为唯一研究基础.相应的预警识别体系亦与之相附和。就研究效果而言其直观度较高,但预测准确性较弱。同时预警准值的确定缺乏依据且识别体系简单。本文在沿袭现有油价量为基准的研究方法的同时。创新性地提出以相对率表达价格波动,并以此为基础构建预警识别体系。而警限值亦创造性地运用分位数法确定。并对传统的专家法的合理性作了科学验证以及优化。价格调控依据是波动率,调控基础对象是价格量,价格量的回归使波动平抑后则实现调控目标。

Research on Oil Price Fluctuation and System of Alarming and Identification

Oil price fluctuation and alarming theory researches on price variation,its alarming status and response after the interference of the endogenous and exogenous factors.Nowadays,price fluctuation analysis and alarming and identifying method mainly based on price itself,which can be more clear but less accurate. Meanwhile,the alarming bounds lack of fundation and the identifying system are too simple.This paper follows the methods based on price,and generates an alarming and identifying system based on a new ...