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本文用随机过程理论对震荡期油价序列进行了讨论,证实其为马尔柯夫链,并以马尔柯夫链的极限概率为依据,建立了油价序列的中长期推断模型。进而文章又对该序列进行了概率分布检验,证实对数正态分布是其经验分布的最佳拟合,并以此作为依据建立了油价走势的近期推断模型。文章指出,将这二者结合起来,构成油价时间序列由近期到中长期的一个完整的推断模型。作者用此模型对油价走势所作的推断与油价实际走势是相吻合,证实了模型的可信性和实用性。此外,用此模型还揭示出今后可能出现新一轮的国际油价飙升期。 相似文献
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Ann Davis Bhushan Bahree 《海外经济评论》2006,(36):22-24
[美国《华尔街日报》8月25日]原油价格在过去两周内下跌了近8%,18日还一度跌破每桶七十美元。油价是否存在泡沫?如果有,它会破裂吗?这个问题再次成为了人们的争论焦点。 相似文献
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2005年乃至整个“十五”期间,以煤、电、油全面紧张为标志的能源“瓶颈”集中出现,成为镌刻在人们心头挥之不去的记忆。2006年,油价还会涨吗?煤炭依然紧俏吗?电力供应够用吗? 相似文献
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本文通过分析合肥市过去若干年农用土地资源利用现状,应用马尔柯夫链模型预测未来合肥市耕地面积的变化趋势,以期为有关部门的决策提供参考和依据。 相似文献
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Ferrel Guillory 《The Review of Black Political Economy》2010,37(3-4):183-189
The election of Barack Obama as President of the United States opened a window for an examination of the most recent round of demographic, social and economic change in the American South. Using the 2008 election—in which the nation’s first black president won three states of the former Confederacy—as a launching pad for analysis, this paper presents a South that has become metropolitan-driven, more prosperous and economically diverse than ever in its history. The paper also depicts a South with inter-regional differences and with distinct inequalities, especially in income and educational attainment. 相似文献
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本文利用符号约束识别VAR模型,区分国际石油市场中基本面冲击与非基本面冲击,并考察他们对石油价格影响的相对重要性。我们发现,虽然供需基本面冲击解释了石油价格的大部分波动,但非基本面(投机)冲击对国际石油现货价格仍具有不可忽视的影响。尤其在2007~2008年间,投机冲击一定程度上扭曲了石油市场的价格形成机制,导致油价显著偏离供需基本面决定的价格水平。 相似文献
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论文在对价格传递的特征进行了新的刻画基础上,利用我国近15年的月度数据,采用VAR模型和脉冲响应函数的计量方法,对比研究了农产品和工业品价格传递的动态路径特征及其对我国物价水平波动的影响。研究结论表明:从对价格冲击调整的方向、大小和快慢上来看,农产品产业链价格传递的波动性更大、影响时滞更短,呈现出更明显的非对称性特征,更容易影响我国物价波动;而工业品产业链价格传递不那么顺畅,特别是中游价格PPI与物价波动常呈现脱节现象。为此,在制定稳定物价的政策时,应针对两者价格传递的不同特征进行区别对待。 相似文献
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We investigate the impact of supply and demand shocks in the global crude oil market on the CDX spread, in the context of a structural VAR model based on monthly data, over the period from November 2003 to October 2015. We find that the reaction of the CDX spread to changes in the real price of crude oil differs considerably depending on the sources of shocks. In the long run, crude oil supply shocks, aggregate demand shocks, and oil-specific demand shocks together account for nearly 90% of the variation of the CDX spread. 相似文献
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A Short-Run Crude Oil Price Forecast Model with Ratchet Effect 总被引:1,自引:0,他引:1
From 1992 through early 2004, crude oil prices were predictable by using OECD’s relative inventories and OPEC’s excess production
capacity. However, since 2004, estimated inventories and excess production capacity under-predict crude oil prices. Using
3-D graphical analyzes, three regimes are identified in crude oil markets during the period from January 1992 to December
2007, reflecting market conditions and OPEC policy changes. These graphics show the changing relationship between crude oil
price, inventories and excess production capacity. To reflect this, a ratchet variable, derived from cumulative excess production
capacity, is incorporated into the forecasting model to reflect the changing behavior on both demand and supply sides. This
model provides improved forecasts for the post Gulf War I time period over models without the ratchet mechanism.
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Michael YeEmail: |
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国际石油价格与最优国内税率:基于"寡头"市场结构的分析 总被引:3,自引:0,他引:3
本文主要研究"寡头"市场结构下石油进口国国内税收政策对国际石油价格的影响及最优税率的决定。通过构建短期和跨期的最优税率模型发现,跨期最优税率高于短期最优税率,最优从价税率低于最优从量税率。对美国、欧盟和日本的研究表明,它们具有较强的税负转嫁能力,即其国内的石油税对国际石油价格具有显著的负向影响,证明了最优国内石油税率的存在及合理性,将国内税率调整至最优税率可有效改善其国内福利。应用理论模型对各主要石油进口国最优税率的估计显示,2005年欧盟的实际税率接近最优税率,日本的实际税率显著高于最优税率,而美国与中国的实际税率明显低于最优税率。 相似文献
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L. Peter Rosner 《Bulletin of Indonesian Economic Studies》2000,36(2):61-95
Despite an enormous currency depreciation, the growth rate of Indonesia's non-oil exports, measured in dollars, did not accelerate during the first two years of the Asian crisis. In fact, during the second year of the crisis non-oil export value dropped sharply. This paper demonstrates that the main reason for the decline in the dollar value of non-oil exports was a collapse of export prices. Non-oil export dollar prices fell 26% between the second quarter of 1997 and the second quarter of 1999. Measured at constant prices, non-oil exports grew 24% and manufactured exports 31% during this period. Non-oil import prices fell by roughly the same amount as non-oil export prices during the crisis, with little change in the non-oil terms of trade. The decline in the price of traded goods significantly reduced the magnitude of the real exchange rate depreciation experienced by Indonesia. 相似文献