国际原油价格波动与原油进口对GDP的影响研究

基于国际原油价格的历史数据,应用统计学的方法证明国际原油价格的波动具有马尔科夫性。视我国原油进口的价格为马尔科夫链,计算其状态转移概率。在总结我国原油进口策略的基础上,估算了在各种进口价格状态下每种策略对我国GDP造成的损失,继而建立了最优策略的线性规划模型。结果显示,即使在最优策略的情况下,国际原油价格的波动仍会每月对我国的GDP造成470.78亿元的损失。

Research on the International Oil Price Fluctuation and Oil Import's Influence on GDP

Based on the historical data of international crude oil price, by statistical methods,it is proved that the fluctuation of international oil price takes on Markov property. China's oil import price is regarded as Markov chain and probability of state transition is calculated. After summarizing China's import strategies, the loss of GDP caused by every strategy under each state is estimated and linear programming model for optimal strategy is founded. The result shows that, even under the condition that the optimal strategy is carried out, the fluctuation of the international oil price can still make a loss to GDP of 47.078 billion yuan.