不同区制工业化水平下的石油消费分析——基于Path-STR模型的实证研究

doi:10.16381/j.cnki.issn1003-207x.2017.11.005

中国管理科学 ›› 2017, Vol. 25 ›› Issue (11): 47-57.doi: 10.16381/j.cnki.issn1003-207x.2017.11.005

不同区制工业化水平下的石油消费分析——基于Path-STR模型的实证研究

柴建^1,2, 梁婷², 周友洪², 汪寿阳³, 黎建强^2,4

1. 西安电子科技大学经济与管理学院, 陕西西安 710126;
2. 陕西师范大学国际商学院, 陕西西安 710119;
3. 中国科学院数学与系统科学研究院, 北京 100190;
4. 香港城市大学管理科学系, 香港 999077

收稿日期:2016-04-27 修回日期:2017-06-07 出版日期:2017-11-20 发布日期:2018-01-31
通讯作者: 梁婷(1992-),女(汉族),陕西安康人,陕西师范大学国际商学院硕士研究生,研究方向:能源金融、能源经济及宏观经济计量等,E-mail:liangting07031992@163.com E-mail:liangting07031992@163.com
基金资助:
国家自然科学基金资助项目（71473155）；陕西省青年科技新星计划项目（2016KJXX-14）；西安电子科技大学基本科研业务费项目（JB160603）

Analysis of Oil Consumption under Different Regional Industrialization-An Empirical Study Based on Path-STR Model

CHAI Jian^1,2, LIANG Ting², ZHOU You-hong², WANG Shou-yang³, KIN Keung-lAI^2,4

1. School of Economics and Management, Xidian University, Xi'an 710126, China;
2. InternationalBusiness School, Shaanxi Normal University, Xi'an 710119, China;
3. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190,China;
4. Department of Management Sciences, City University of Hong Kong, Hong Kong 999077, China

Received:2016-04-27 Revised:2017-06-07 Online:2017-11-20 Published:2018-01-31

摘要/Abstract

摘要： 经济的全球化、石油供需体系自身的复杂性使得石油消费和各影响因素之间的关系也变得复杂。本文从文献回顾和理论分析中得出影响石油消费的总量因素、结构因素和价格因素，基于1995年至2015年的数据进行通径分析，测算出各因素对石油消费的直接影响、间接影响以及总的影响程度，结果显示经济增长、工业化水平和国际原油价格是影响石油消费的主要因素。Johansen协整检验表明它们之间存在长期稳定关系，因此本文在此基础上运用平滑转换回归（STR）方法进一步对各因素的石油消费影响效应进行研究，得出如下结论：工业化与我国石油消费之间存在非线性关系，其明显的区间转换动态特征可用LSTR2模型来刻画。在加入了其它控制变量后，当滞后一期工业化水平处在低于-0.0045的低区制状态和高于0.0228的高区制状态时，工业化对石油消费产生抑制作用，此时的非线性特征最为明显；当滞后一期工业化水平处在两区制之间的中区制状态时，对石油消费的影响效应逐渐从负向抑制作用向稳定的线性正向促进作用转换。同时这种非线性关系使得经济-能源系统中的经济增长和国际油价对石油消费也产生复杂的影响。这为我国不同工业化时期在制定与节约能源、优化能源结构等相关政策时提供一定的依据。

关键词: 工业化水平, 石油消费, 通径分析, LSTR模型, 区制转换

Abstract: The economic globalization and the complexity of the oil demand-supply system complicate the relationship between oil consumption and its factors. In this paper the overall factor, structural factors and price factor which affect the oil consumption are obtained based on literature reviews and theoretical analysis. And then, the path analysis using the statistical data from 1995 to 2015 is applied to calculate the direct impact, indirect impact and total impact of the various factors on oil consumption, the results indicate that economic growth, industrialization and international crude oil prices are the main affect factors of oil consumption. And Johansen Co-integration test suggests that there is a long-term and stable relationship between these four variables. Next, the smooth transition regression (STR) method is employed to further examine the effect of factors on oil consumption and the following conclusion are drawn. Firstly, there is a nonlinear relationship between industrialization and oil consumption. Its obvious dynamic characteristics with regime conversion can be described by LSTR2 model perfectly. Secondly, when the first lagged industrialization dLnind_t-1 is in the regime of below -0.0045 or in the high regime of above 0.0228, the first lagged industrialization have a negative impact on the oil consumption, which the nonlinear feature is most obvious. While the first lagged industrialization is in the mid-regime, the effect of industrialization on oil consumption is gradually shifted from the negative and passive influence to the stably linear and positive influence. The results also suggest that this nonlinear relationship makes economic growth and international oil price have a complex impact on oil consumption in economic-energy systems. This provides reference for our country to make economic policies adapting to energy conservation and energy structure optimization in different industrial period in China.

Key words: industrialization, oil consumption, path analysis, LSTR model, regime conversion

中图分类号:

F062.1

柴建, 梁婷, 周友洪, 汪寿阳, 黎建强. 不同区制工业化水平下的石油消费分析——基于Path-STR模型的实证研究[J]. 中国管理科学, 2017, 25(11): 47-57.

CHAI Jian, LIANG Ting, ZHOU You-hong, WANG Shou-yang, KIN Keung-lAI. Analysis of Oil Consumption under Different Regional Industrialization-An Empirical Study Based on Path-STR Model[J]. Chinese Journal of Management Science, 2017, 25(11): 47-57.

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不同区制工业化水平下的石油消费分析——基于Path-STR模型的实证研究

Analysis of Oil Consumption under Different Regional Industrialization-An Empirical Study Based on Path-STR Model

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