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基于ARCH模型的煤炭资源进口量研究
引用本文:贾建宇.基于ARCH模型的煤炭资源进口量研究[J].宝鸡文理学院学报(社会科学版),2014(3):79-83.
作者姓名:贾建宇
作者单位:中央财经大学财政学院,北京100081
摘    要:随着2012年国际经济持续下行,以及国外低价煤炭资源的进入,煤炭资源价格下跌,部分煤炭资源型城市经济低迷。本文对煤炭每月进口量建立ARCH模型分析,研究我国进口煤炭资源数量变化规律。研究认为增长趋势不会改变,并且从长远发展来看,我国煤炭进口量增长对建设我国经济可持续发展有利。

关 键 词:ARCH模型  煤炭进口量  GARCH模型

Coal Resources Rmport Research Based on ARCH
JIA Jian-yu.Coal Resources Rmport Research Based on ARCH[J].Journal of Baoji College of Arts and Science(Social Science Edition),2014(3):79-83.
Authors:JIA Jian-yu
Institution:JIA Jian-yu (School of Public Finance , Central university of Finance and Economics Beijing 100081)
Abstract:With 2012international and domestic economy continued downward,as well as the impact of foreign low cost coal resources,coal resources prices fall。Part of the coal resource-based cities are facing economic downturn。In this paper,we use ARCH model to analysis the coal imports,which aim to reveal the change rule of coal resources import quantity in our country.Studies suggest that growth trend will not change,and from a long term development perspective,China's coal imports growth would benefit the sustainable development of China economic.
Keywords:ARCH model  Coal resources import  GARCH model
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