| 中国能源消费波动的计量分析 |
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| 引用本文： | 谭忠富,谢品杰,侯建朝. 中国能源消费波动的计量分析[J]. 技术经济与管理研究, 2009, 0(6): 13-15 |
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| 作者姓名： | 谭忠富 谢品杰 侯建朝 |
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| 作者单位： | 华北电力大学工商管理学院,北京,102206 |
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| 基金项目： | 国家自然科学基金，北京哲学社会科学规划重点项目 |
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| 摘 要： | 利用ARCH类模型对我国能源消费增长率的波动规律进行了实证分析，结果表明：我国能源消费不具备自我稳定机制，其波动性存在非对称现象，正向冲击能够增加能源消费增长率的波动性，而负向冲击则能降低能源消费的波动性，且波动性对增长率存在着显著的正向“溢出效应”。
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| 关 键 词： | 能源消费 GARCH 计量分析 |
Econometrical Analysis on Fluctuation of China's Energy Consumption |
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| TAN Zhong-fu,XIE Pin-jie,HOU Jian-chao. Econometrical Analysis on Fluctuation of China's Energy Consumption[J]. Technoeconomics & Management Research, 2009, 0(6): 13-15 |
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| Authors: | TAN Zhong-fu XIE Pin-jie HOU Jian-chao |
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| Affiliation: | TAN Zhong-fu, XIE Pin-jie, HOU Jian-chao |
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| Abstract: | This paper studies the fluctuation characteristics of energy consumption growth rate in China by ARCH type models, the resuits show that： China＇s energy consumption does not have the self-stability mechanism, the existence of asymmetric volatility phenomenon, the forward impact can increase the energy consumption growth rate fluctuation, but the negative impact can reduce the volatility of energy consumption, and the fluctuation has a positive ＂overflow effect＂ on energy consumption growth rate. |
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| Keywords: | GARCH |
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