| 中国原油价格的外生性检验 |
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| 引用本文： | 华晓龙,金桩.中国原油价格的外生性检验[J].内蒙古财经学院学报,2013(1):106-112. |
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| 作者姓名： | 华晓龙 金桩 |
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| 作者单位： | 内蒙古财经大学金融学院,内蒙古呼和浩特,010070 |
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| 基金项目： | 国家社会科学基金项目，内蒙古自治区社科规划项目，内蒙古教育厅课题，内蒙古自治区高等学校青年科技英才支持计划 |
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| 摘 要： | 本文基于条件ECM模型，对中国原油价格与原油供给和需求以及影响供给和需求的国内生产总值和原油已探明储量的内生性或外生性进行检验。结果表明，原油价格具有弱外生性、强外生性的特点，已经成为中国经济体系的外生变量；中国原油价格脱离国内供求关系，没有完全反映中国自身原油资源稀缺程度。中国势必要推进原油定价机制的转型，为夺取定价权提供基础。
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| 关 键 词： | 原油价格 外生性检验 误差修正模型 |
On the Exogenous Test of the Crude Oil Price of China |
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| HUA Xiao-long
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JIN Zhuang.On the Exogenous Test of the Crude Oil Price of China[J].Journal of Inner Mongolia Finance and Economics College,2013(1):106-112. |
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| Authors: | HUA Xiao-long JIN Zhuang |
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| Institution: | (Inner Mongolia University of Finance and Economics, Huhhot 010070,China) |
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| Abstract: | Based on ECM model, this paper testifies the crude oil price of China, the demand and supply of crude oil, the GDP that influences supply and demand as well as the endogeneity or exogeneity of proven crude oil reserves. It proves that crude oil price has the feature of weak exogeneity and strong exogeneity. It has become an exogenous variable of Chinese economic system. Now the crude oil price of China has nothing to do with domestic supply and demand relationship, which can not fully reflect the its crude oil resource scarcity. Therefore, it is an evitable trend for China to advance the transition of crude oil pricing mechanism so as to provide foundation for win- ning pricing right. |
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| Keywords: | crude oil price exogenous test error correction model |
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