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基于VAR模型的中国石油消费影响因素分析
引用本文:王艳秋,张青,王甲山.基于VAR模型的中国石油消费影响因素分析[J].沈阳工业大学学报(社会科学版),2017,10(1):64-70.
作者姓名:王艳秋  张青  王甲山
作者单位:东北石油大学 石油经济与管理研究所, 黑龙江 大庆 163318
基金项目:国家社会科学基金资助项目(14BJY072,14BJY028);中国石油天然气集团公司软科学研究课题(20140208)
摘    要:以构建向量自回归模型为起点,采用脉冲响应函数结合方差分解的方式具体研究国内石油消费的影响要素。数据计算显示,国内石油工业产品出厂价格指数、第二与第三产业比值和人口数量对石油消费的影响比较显著,GDP和原油价格对石油消费的影响最小。根据各因素对石油消费的影响情况提出相应对策,以期为国家石油安全提供保障。

关 键 词:石油消费  VAR模型  脉冲响应  方差分解  

Analysis of influencing factors of oil consumption in China based on VAR model
WANG Yan-qiu,ZHANG Qing,WANG Jia-shan.Analysis of influencing factors of oil consumption in China based on VAR model[J].Journal of Shenyang University of Technology(Social Science Edition),2017,10(1):64-70.
Authors:WANG Yan-qiu  ZHANG Qing  WANG Jia-shan
Institution:Institute of Petroleum Economics and Management, Northeast Petroleum University, Daqing 163318, China
Abstract:Starting from the establishment of a vector auto-regression(VAR)model, impulse response function and variance decomposition method are used to study in detail the influence factors of domestic oil consumption. According to the calculation of the data, the effects of producer price index of domestic petroleum industry products, the output ratio between the second and the third industries, and population are significant on oil consumption, and the effects of GDP and crude oil prices are the least on oil consumption. The corresponding countermeasures are proposed according to the effects of various factors on oil consumption, so as to provide protection for national petroleum security.
Keywords:oil consumption  VAR model  pulse response  variance decomposition  
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