湖南省人均需电量回归模型的建立及其预测应用

在电力项目前期调研与论证过程中,必须对电力需求进行预测,以提高决策质量。本文采用基于人均GDP需电量的预测方法对湖南省电力市场需求状况做出了分析和预测。结果显示我省电力消费增长速度和国民经济增长速度基本一致,但电力发展仍略低于经济发展速度。需加大建设投入,提高装机总量,并合理调整电力生产结构。     

能源约束对环渤海地区经济增长的影响

环渤海地区能源呈现消费增长快、自供给率低和单位GDP能耗高等特点,能源约束对经济增长影响加大。本文根据能源约束条件预测环渤海地区经济发展将呈现低速增长趋势。缓解能源约束对经济增长的影响,需要采取增加资金投入、加强区域合作、发展循环经济和改革能源价格等措施。     

经济增长与能源消费：来自山东省的经验证据

本文运用协整分析和误差修正模型技术．探讨山东省经济增长与能源消费之间的关系。实证研究结果表明，山东省经济增长与能源消费存在长期均衡关系．并存在从经济增长到能源消费的单向因果关系；经济增长与能源消费之间的关系是非线性的，因而不能从能源消费的线性变化推测出经济增长率的变化；山东省经济受电力消费的影响较大，为了在2010年单位地区生产总值能源消耗降低20％的政策目标．山东电力消耗较高的产业必须加以调整。     

电力与经济增长关系计量分析——以新疆为例

运用Granger因果关系和误差修正模型,分析新疆电力与GDP以及三次产业之间的长期均衡关系.结果表明,新疆电力与经济的Granger因果关系是从GDP到装机容量和用电量的单向因果关系.从长期均衡看,GDP每增加1％,用电量增长1.1136％,装机容量增长0.9525％,经济增长对电力有效利用的促进作用显著.第一、二、三产业都是从产业增加值到用电量的单向因果关系.从长期均衡来看,第一、二、三次产业增加值每增加1％,用电量分别增长1.4215％、1.0887％和0.9533％.基于电力与经济的关系,新疆应做好电力规划,避免电力工业的产能过剩,优化产业结构,降低能耗,促进经济可持续发展.     

Forecasting demand for electricity in Maryland: An econometric approach

Most of the models for forecasting demand for energy are based on simple extrapolations of past trends or on a simple regression equation with price of the energy and the stock of appliances as explanatory variables. In this paper, an attempt has been made to derive static and dynamic multiple regression equations from economic theory of consumption and production (Section II). Historical data were fitted to these theoretical constructs to test the equations in terms of econometric theory and forecast the demand according to “higher order conditional interval forecasts”. The residential demand for electricity is a function of its price, price of its substitute, per capita income and a lagged demand variable for dynamic adjustment of actual demand to equilibrium demand for electricity. The forecasts of residential demand to 1990 are based on projections of exogenous variables such as residential price of electricity, per capita income and the estimated long run elasticity of demand (Section III). The nonresidential demand for electricity is a function of employment in that sector, sectoral prices of electricity and the lagged sectoral demand. The forecasts of nonresidential electricity demand are also based on projections of its independent variables (Section IV). The last section converts the total demand for electricity into the required generating capacities and juxtaposes them against the estimates of expected supplies available from the forecasts of the utilities. The paper concludes that the eighties will be faced with excess supply of electricity in Maryland, in case the assumptions of projections of independent variables hold good. The misallocation of resources inherent in such excess supplies could be avoided if realistic scenerios of future demand, as attempted in this paper, could be predicted.     

我国高耗能行业电力消费中长期发展潜力预测

利用1985—2009年的年度数据,对我国高耗能行业用电量与GDP、行业产值、行业投资、城市化水平、行业投资结构等之间的相关关系进行了实证研究,采用情景分析法对2011—2020年7个情景下的我国高耗能用电的发展潜力及行业发展前景进行了预测。结果表明:高耗能用电与宏、微观经济变量之间存在长期均衡和短期偏离关系;城市化水平、高耗能行业投资结构是影响高耗能用电的重要因素;高耗能用电对GDP的发展速度比较敏感,在高耗能行业的投资与产值保持目前增长速度的情景下,高耗能用电走势与基准情景比较接近;2011—2020年高耗能行业继续发挥对经济的拉动作用,但巨大的资源消耗与能源环境代价呼唤高耗能行业进行绿色转型。     

辽宁电力消费与经济增长关系研究

辽宁自改革开放以来经济高速发展,电力消费逐年上升,为正确认识经济发展与电力消费之间的关系,明确电力发展方向,运用协整理论对辽宁1978—2010年间经济发展与电力消费的关系进行实例研究,验证辽宁省国民生产总值GDP（Gross Domestic Product）与电力消费之间存在长期协整关系,得出短期内存在从电力消费到GDP增长的单向Granger因,说明电力缺乏将造成经济发展停滞,＂经济发展,电力先行＂政策将长期坚持;并采用H-P滤波技术得出GDP与电力消费的趋势成分和波动成分,验证二者存在协整关系,并得出辽宁电力消费与经济发展存在趋同的发展趋势和周期性波动关系的结论,建设性提出未来辽宁电力发展的方向。     

State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth

It has been well documented that the consensus forecast from surveys of professional forecasters shows a bias that varies over time. In this paper, we examine whether this bias may be due to forecasters having an asymmetric loss function. In contrast to previous research, we account for the time variation in the bias by making the loss function depend on the state of the economy. The asymmetry parameter in the loss function is specified to depend on set state variables which may cause forecaster to intentionally bias their forecasts. We consider both the Lin–Ex and asymmetric power loss functions. For the commonly used Lin–Ex and Lin–Lin loss functions, we show the model can be easily estimated by least squares. We apply our methodology to the consensus forecast of real U.S. GDP growth from the Survey of Professional Forecasters. We find that forecast uncertainty has an asymmetric effect on the asymmetry parameter in the loss function dependent upon whether the economy is in expansion or contraction. When the economy is in expansion, forecaster uncertainty is related to an overprediction in the median forecast of real GDP growth. In contrast, when the economy is in contraction, forecaster uncertainty is related to an underprediction in the median forecast of real GDP growth. Our results are robust to the particular loss function that is employed in the analysis.     

中国能源生产率的影响因素分析

This paper identifies the determinants of energy productivity based on a basic economic growth model. Using panel data including 29 provinces from 1995 to 2007, we find that energy productivity is negatively associated with the industry sector share in GDP and the state-owned sector share in GDP, and is positively associated with the electricity share in energy consumption. In addition, we find that there exists a big gap of energy efficiency among eastern, middle and western region in China. Our results suggest that we should induce the industry development structure from the industrial sector to service sector, prompt the reform of state-owned enterprises, as well as improve the energy consumption structure dominated by coal to diversified cleaning energy.      

中国电力周期与经济周期的协同性——基于Markov区制转移模型

采用1978—2015年中国电力消费和国内生产总值的年度数据,基于"三区制"马尔科夫区制转移模型,研究了电力消费和经济增长的动态转变过程,识别和划分了改革开放后中国电力周期和经济周期的阶段,并分析了两者在不同阶段的协同性。结果表明:电力周期和经济周期均具有低速增长期、稳定增长期和高速增长期三个区制转移特征;电力消费在低速增长期和高速增长期的波动性明显高于GDP,而在稳定增长期的波动性则显著小于GDP;20世纪80年代中期以前,是电力周期和经济周期的静态协同期;20世纪80年代中后期,两者处于非协同期;之后,两者处于显著的跨区制动态协同期,且处于协同期的电力周期与经济周期在时间上表现出较高的一致性。     

Rationality of inflation–output forecasts of MMS survey: international evidence

We analyse the individual rationality of inflation and output forecasts from Money Market Survey (MMS) for a group of G7 countries and EU under asymmetric univariate Linlin and Linex loss functions. We also test for joint rationality of inflation–output forecasts using the forecast rationality test under multivariate asymmetric loss functions proposed by Ulu (2013). Our results indicate that rationality is often rejected under symmetric loss, and results improve towards rationality when asymmetric loss functions are assumed. The assumption of multivariate asymmetric loss compared to univariate asymmetric loss provides further evidence towards rationality. We also analyse directional forecast accuracy of the inflation and output forecasts and find that the inflation–output forecasts of MMS are valuable when considered both jointly and separately.     

Non-parametric frontier approach to modelling the relationships among population, GDP, energy consumption and CO2 emissions

In this paper, a non-parametric approach based in Data Envelopment Analysis (DEA) is proposed as an alternative to the Kaya identity (a.k.a ImPACT). This Frontier Method identifies and extends existing best practices. Population and GDP are considered as input and output, respectively. Both primary energy consumption and Greenhouse Gas (GHG) emissions are considered as undesirable outputs. Several Linear Programming models are formulated with different aims, namely: a) determine efficiency levels, b) estimate maximum GDP compatible with given levels of population, energy intensity and carbonization intensity, and c) estimate the minimum level of GHG emissions compatible with given levels of population, GDP, energy intensity or carbonization index. The United States of America case is used as illustration of the proposed approach.     

“十二五”时期广东节能潜力与实现途径研究

“十二五”时期，广东的节能潜力即单位GDP能耗下降率的潜在空间在13．3％～19．2％之间，为实现国家下达的5年单位GDP能耗下降18％的节能目标，需在全省范围内建立合理的能源消费增量补偿与调节机制。     

Predictability within the energy consumption–economic growth nexus: Some evidence from income and regional groups

In re-examining the nexus between energy consumption and economic growth through the predictability framework, we adopt a panel data predictive regression model to examine the possibility of growth, conservative, feedback, or neutrality hypotheses for 135 countries. A predictive regression model is fitted to panels of countries on the basis of location and level of economic development. Findings suggest strong support for the neutrality hypothesis. A developing economy panel (90 countries) favours the conservative hypothesis, although a panel of 32 lower middle-income countries suggests that energy consumption per capita predicts real GDP per capita. These forecasts could provide future policy directions.     

FDI与中国省际能源消费强度间关系的动态分析

建立了能源消费强度和FDI规模的面板VAR模型和面板计量模型,采用1995—2008年中国省际面板数据,对能源消费强度和FDI规模之间的动态关系进行了实证研究。结果显示:FDI规模对能源消费强度有显著的正向效应;FDI规模对能源消费强度的影响保持在4.3%左右;FDI规模和能源消费强度之间呈典型的倒U型关系,说明能源消费强度随着FDI规模的增加而呈先增加后降低的趋势。     

Estimation and Testing of Forecast Rationality under Flexible Loss

In situations where a sequence of forecasts is observed, a common strategy is to examine „rationality” conditional on a given loss function. We examine this from a different perspective—supposing that we have a family of loss functions indexed by unknown shape parameters, then given the forecasts can we back out the loss function parameters consistent with the forecasts being rational even when we do not observe the underlying forecasting model? We establish identification of the parameters of a general class of loss functions that nest popular loss functions as special cases and provide estimation methods and asymptotic distributional results for these parameters. This allows us to construct new tests of forecast rationality that allow for asymmetric loss. The methods are applied in an empirical analysis of IMF and OECD forecasts of budget deficits for the G7 countries. We find that allowing for asymmetric loss can significantly change the outcome of empirical tests of forecast rationality.     

Asymmetric Loss and the Rationality of Inflation Forecasts: Evidence from South Korea

We examine asymmetry in the loss functions of South Korean consumers' and the Bank of Korea's (BOK) inflation forecasts, and test the rationality of these forecasts under the assumption of a possible asymmetric loss function. Under an asymmetric loss function, we find evidence of asymmetry and support for rationality. We also examine whether the BOK's forecasts incorporate respective forecasts and consensus forecasts efficiently. They broadly use available information efficiently, and their results are robust to inflation‐targeting measures and the recent global financial crisis. However, our results suggest that the information efficiency of the BOK's forecasts for consumers was affected during the period 2007–2008.     

German business cycle forecasts, asymmetric loss and financial variables

We examine the efficiency of German forecasts for output growth and inflation allowing for an asymmetric loss function of the forecasters. We find the loss of output growth forecasts to be approximately symmetric while there is an asymmetry in the loss of the inflation forecasts. The information of financial variables seems to be adequately incorporated into the output forecasts but to a lesser extent into the inflation forecasts.     

The energy-GDP nexus: Evidence from a panel of Pacific Island countries

The Pacific Island countries are small island economies that are increasingly dependent on energy for growth and development, yet highly susceptible to climate change. Thus, the relationship between energy consumption and GDP is crucial for realizing their future development and growth objectives. This article tests for Granger causality and provides long-run structural estimates for the relationship between energy consumption, GDP and urbanization for a panel of Pacific Island countries. For the panel as a whole in the long-run there is bidirectional Granger causality between energy consumption and GDP and these variables exert a positive impact on each other. A 1% increase in energy consumption increases GDP by 0.11%, while a 1% increase in GDP increases energy consumption by 0.23%. The findings suggest that for the panel as a whole these countries should increase investment in energy infrastructure and regulatory reform of energy infrastructure to improve delivery efficiency, continue to promote alternative energy sources and put in place energy conservation policies to reduce unnecessary wastage. These strategies seek to realize the dual objectives of reducing the adverse effects of energy use on the environment, while avoiding the negative effect on economic growth of reducing energy consumption.     

中国能源消费与经济关系分析

足够的能源供应是经济可持续发展的基础。1952～2004年中国能源强度值在经历了长期而波动的高值状态后,从1977年开始逐年下降,能源强度值在1991年降至0.30tce/103yuan水平以下,到2004年仅为0.16tce/103yuan。作者分析了影响中国能源消费总量、GDP、能源强度值变化的因素,通过对各产业能源强度、中外能源强度、中外能源消费结构、中外产业结构对比,揭示了第二产业能源强度值过高及其过半的产业比重、以煤炭为主的能源消费结构都是中国能源强度值过高的根本原因。但是通过对各产业对经济增长的贡献分析,发现第二产业对经济增长的贡献强度要强于第三产业。因此,作者指出,在以经济目标为首要任务的现阶段,解决能源与经济的可持续发展的重点应放在第二产业能源强度值的降低,以及第二产业向第三产业的适当转移。